CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7573 |
0.7634 |
0.0061 |
0.8% |
0.7609 |
| High |
0.7638 |
0.7679 |
0.0041 |
0.5% |
0.7620 |
| Low |
0.7570 |
0.7628 |
0.0058 |
0.8% |
0.7526 |
| Close |
0.7631 |
0.7670 |
0.0039 |
0.5% |
0.7565 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-25.0% |
0.0094 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0000 |
| Volume |
103,094 |
102,550 |
-544 |
-0.5% |
312,619 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7812 |
0.7792 |
0.7698 |
|
| R3 |
0.7761 |
0.7741 |
0.7684 |
|
| R2 |
0.7710 |
0.7710 |
0.7679 |
|
| R1 |
0.7690 |
0.7690 |
0.7675 |
0.7700 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7664 |
| S1 |
0.7639 |
0.7639 |
0.7665 |
0.7649 |
| S2 |
0.7608 |
0.7608 |
0.7661 |
|
| S3 |
0.7557 |
0.7588 |
0.7656 |
|
| S4 |
0.7506 |
0.7537 |
0.7642 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7803 |
0.7617 |
|
| R3 |
0.7758 |
0.7709 |
0.7591 |
|
| R2 |
0.7664 |
0.7664 |
0.7582 |
|
| R1 |
0.7615 |
0.7615 |
0.7574 |
0.7593 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7559 |
| S1 |
0.7521 |
0.7521 |
0.7556 |
0.7499 |
| S2 |
0.7476 |
0.7476 |
0.7548 |
|
| S3 |
0.7382 |
0.7427 |
0.7539 |
|
| S4 |
0.7288 |
0.7333 |
0.7513 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7679 |
0.7531 |
0.0148 |
1.9% |
0.0049 |
0.6% |
94% |
True |
False |
76,104 |
| 10 |
0.7679 |
0.7526 |
0.0153 |
2.0% |
0.0046 |
0.6% |
94% |
True |
False |
72,527 |
| 20 |
0.7679 |
0.7362 |
0.0317 |
4.1% |
0.0051 |
0.7% |
97% |
True |
False |
44,757 |
| 40 |
0.7679 |
0.7315 |
0.0364 |
4.7% |
0.0053 |
0.7% |
98% |
True |
False |
22,677 |
| 60 |
0.7679 |
0.7315 |
0.0364 |
4.7% |
0.0053 |
0.7% |
98% |
True |
False |
15,189 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.3% |
0.0053 |
0.7% |
87% |
False |
False |
11,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7896 |
|
2.618 |
0.7813 |
|
1.618 |
0.7762 |
|
1.000 |
0.7730 |
|
0.618 |
0.7711 |
|
HIGH |
0.7679 |
|
0.618 |
0.7660 |
|
0.500 |
0.7654 |
|
0.382 |
0.7647 |
|
LOW |
0.7628 |
|
0.618 |
0.7596 |
|
1.000 |
0.7577 |
|
1.618 |
0.7545 |
|
2.618 |
0.7494 |
|
4.250 |
0.7411 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7665 |
0.7655 |
| PP |
0.7659 |
0.7640 |
| S1 |
0.7654 |
0.7625 |
|