CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7634 |
0.7676 |
0.0042 |
0.6% |
0.7559 |
| High |
0.7679 |
0.7705 |
0.0026 |
0.3% |
0.7705 |
| Low |
0.7628 |
0.7660 |
0.0032 |
0.4% |
0.7555 |
| Close |
0.7670 |
0.7675 |
0.0005 |
0.1% |
0.7675 |
| Range |
0.0051 |
0.0045 |
-0.0006 |
-11.8% |
0.0150 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
102,550 |
99,100 |
-3,450 |
-3.4% |
425,680 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7815 |
0.7790 |
0.7700 |
|
| R3 |
0.7770 |
0.7745 |
0.7687 |
|
| R2 |
0.7725 |
0.7725 |
0.7683 |
|
| R1 |
0.7700 |
0.7700 |
0.7679 |
0.7690 |
| PP |
0.7680 |
0.7680 |
0.7680 |
0.7675 |
| S1 |
0.7655 |
0.7655 |
0.7671 |
0.7645 |
| S2 |
0.7635 |
0.7635 |
0.7667 |
|
| S3 |
0.7590 |
0.7610 |
0.7663 |
|
| S4 |
0.7545 |
0.7565 |
0.7650 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8095 |
0.8035 |
0.7758 |
|
| R3 |
0.7945 |
0.7885 |
0.7716 |
|
| R2 |
0.7795 |
0.7795 |
0.7703 |
|
| R1 |
0.7735 |
0.7735 |
0.7689 |
0.7765 |
| PP |
0.7645 |
0.7645 |
0.7645 |
0.7660 |
| S1 |
0.7585 |
0.7585 |
0.7661 |
0.7615 |
| S2 |
0.7495 |
0.7495 |
0.7647 |
|
| S3 |
0.7345 |
0.7435 |
0.7634 |
|
| S4 |
0.7195 |
0.7285 |
0.7592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7705 |
0.7555 |
0.0150 |
2.0% |
0.0050 |
0.6% |
80% |
True |
False |
85,136 |
| 10 |
0.7705 |
0.7526 |
0.0179 |
2.3% |
0.0045 |
0.6% |
83% |
True |
False |
73,829 |
| 20 |
0.7705 |
0.7413 |
0.0292 |
3.8% |
0.0050 |
0.6% |
90% |
True |
False |
49,654 |
| 40 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0053 |
0.7% |
92% |
True |
False |
25,143 |
| 60 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0053 |
0.7% |
92% |
True |
False |
16,840 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.3% |
0.0053 |
0.7% |
88% |
False |
False |
12,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7896 |
|
2.618 |
0.7823 |
|
1.618 |
0.7778 |
|
1.000 |
0.7750 |
|
0.618 |
0.7733 |
|
HIGH |
0.7705 |
|
0.618 |
0.7688 |
|
0.500 |
0.7683 |
|
0.382 |
0.7677 |
|
LOW |
0.7660 |
|
0.618 |
0.7632 |
|
1.000 |
0.7615 |
|
1.618 |
0.7587 |
|
2.618 |
0.7542 |
|
4.250 |
0.7469 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7683 |
0.7663 |
| PP |
0.7680 |
0.7650 |
| S1 |
0.7678 |
0.7638 |
|