CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7676 |
0.7675 |
-0.0001 |
0.0% |
0.7559 |
| High |
0.7705 |
0.7688 |
-0.0017 |
-0.2% |
0.7705 |
| Low |
0.7660 |
0.7637 |
-0.0023 |
-0.3% |
0.7555 |
| Close |
0.7675 |
0.7647 |
-0.0028 |
-0.4% |
0.7675 |
| Range |
0.0045 |
0.0051 |
0.0006 |
13.3% |
0.0150 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0000 |
| Volume |
99,100 |
63,046 |
-36,054 |
-36.4% |
425,680 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7810 |
0.7780 |
0.7675 |
|
| R3 |
0.7759 |
0.7729 |
0.7661 |
|
| R2 |
0.7708 |
0.7708 |
0.7656 |
|
| R1 |
0.7678 |
0.7678 |
0.7652 |
0.7668 |
| PP |
0.7657 |
0.7657 |
0.7657 |
0.7652 |
| S1 |
0.7627 |
0.7627 |
0.7642 |
0.7617 |
| S2 |
0.7606 |
0.7606 |
0.7638 |
|
| S3 |
0.7555 |
0.7576 |
0.7633 |
|
| S4 |
0.7504 |
0.7525 |
0.7619 |
|
|
| 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 |
0.7570 |
0.0135 |
1.8% |
0.0052 |
0.7% |
57% |
False |
False |
87,159 |
| 10 |
0.7705 |
0.7526 |
0.0179 |
2.3% |
0.0046 |
0.6% |
68% |
False |
False |
73,554 |
| 20 |
0.7705 |
0.7447 |
0.0258 |
3.4% |
0.0049 |
0.6% |
78% |
False |
False |
52,710 |
| 40 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0052 |
0.7% |
85% |
False |
False |
26,712 |
| 60 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0053 |
0.7% |
85% |
False |
False |
17,889 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0053 |
0.7% |
81% |
False |
False |
13,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7905 |
|
2.618 |
0.7822 |
|
1.618 |
0.7771 |
|
1.000 |
0.7739 |
|
0.618 |
0.7720 |
|
HIGH |
0.7688 |
|
0.618 |
0.7669 |
|
0.500 |
0.7663 |
|
0.382 |
0.7656 |
|
LOW |
0.7637 |
|
0.618 |
0.7605 |
|
1.000 |
0.7586 |
|
1.618 |
0.7554 |
|
2.618 |
0.7503 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7663 |
0.7667 |
| PP |
0.7657 |
0.7660 |
| S1 |
0.7652 |
0.7654 |
|