CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7649 |
-0.0026 |
-0.3% |
0.7559 |
| High |
0.7688 |
0.7676 |
-0.0012 |
-0.2% |
0.7705 |
| Low |
0.7637 |
0.7562 |
-0.0075 |
-1.0% |
0.7555 |
| Close |
0.7647 |
0.7588 |
-0.0059 |
-0.8% |
0.7675 |
| Range |
0.0051 |
0.0114 |
0.0063 |
123.5% |
0.0150 |
| ATR |
0.0051 |
0.0055 |
0.0005 |
8.9% |
0.0000 |
| Volume |
63,046 |
136,793 |
73,747 |
117.0% |
425,680 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7951 |
0.7883 |
0.7651 |
|
| R3 |
0.7837 |
0.7769 |
0.7619 |
|
| R2 |
0.7723 |
0.7723 |
0.7609 |
|
| R1 |
0.7655 |
0.7655 |
0.7598 |
0.7632 |
| PP |
0.7609 |
0.7609 |
0.7609 |
0.7597 |
| S1 |
0.7541 |
0.7541 |
0.7578 |
0.7518 |
| S2 |
0.7495 |
0.7495 |
0.7567 |
|
| S3 |
0.7381 |
0.7427 |
0.7557 |
|
| S4 |
0.7267 |
0.7313 |
0.7525 |
|
|
| 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 |
0.7562 |
0.0143 |
1.9% |
0.0066 |
0.9% |
18% |
False |
True |
100,916 |
| 10 |
0.7705 |
0.7526 |
0.0179 |
2.4% |
0.0052 |
0.7% |
35% |
False |
False |
80,128 |
| 20 |
0.7705 |
0.7490 |
0.0215 |
2.8% |
0.0051 |
0.7% |
46% |
False |
False |
59,268 |
| 40 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0054 |
0.7% |
70% |
False |
False |
30,129 |
| 60 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0054 |
0.7% |
70% |
False |
False |
20,167 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0054 |
0.7% |
67% |
False |
False |
15,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8160 |
|
2.618 |
0.7974 |
|
1.618 |
0.7860 |
|
1.000 |
0.7790 |
|
0.618 |
0.7746 |
|
HIGH |
0.7676 |
|
0.618 |
0.7632 |
|
0.500 |
0.7619 |
|
0.382 |
0.7606 |
|
LOW |
0.7562 |
|
0.618 |
0.7492 |
|
1.000 |
0.7448 |
|
1.618 |
0.7378 |
|
2.618 |
0.7264 |
|
4.250 |
0.7078 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7619 |
0.7634 |
| PP |
0.7609 |
0.7618 |
| S1 |
0.7598 |
0.7603 |
|