CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7649 |
0.7596 |
-0.0053 |
-0.7% |
0.7559 |
| High |
0.7676 |
0.7608 |
-0.0068 |
-0.9% |
0.7705 |
| Low |
0.7562 |
0.7570 |
0.0008 |
0.1% |
0.7555 |
| Close |
0.7588 |
0.7578 |
-0.0010 |
-0.1% |
0.7675 |
| Range |
0.0114 |
0.0038 |
-0.0076 |
-66.7% |
0.0150 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
136,793 |
65,153 |
-71,640 |
-52.4% |
425,680 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7699 |
0.7677 |
0.7599 |
|
| R3 |
0.7661 |
0.7639 |
0.7588 |
|
| R2 |
0.7623 |
0.7623 |
0.7585 |
|
| R1 |
0.7601 |
0.7601 |
0.7581 |
0.7593 |
| PP |
0.7585 |
0.7585 |
0.7585 |
0.7582 |
| S1 |
0.7563 |
0.7563 |
0.7575 |
0.7555 |
| S2 |
0.7547 |
0.7547 |
0.7571 |
|
| S3 |
0.7509 |
0.7525 |
0.7568 |
|
| S4 |
0.7471 |
0.7487 |
0.7557 |
|
|
| 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% |
0.0060 |
0.8% |
11% |
False |
False |
93,328 |
| 10 |
0.7705 |
0.7526 |
0.0179 |
2.4% |
0.0052 |
0.7% |
29% |
False |
False |
80,040 |
| 20 |
0.7705 |
0.7509 |
0.0196 |
2.6% |
0.0050 |
0.7% |
35% |
False |
False |
62,313 |
| 40 |
0.7705 |
0.7325 |
0.0380 |
5.0% |
0.0053 |
0.7% |
67% |
False |
False |
31,738 |
| 60 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0054 |
0.7% |
67% |
False |
False |
21,251 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0053 |
0.7% |
64% |
False |
False |
15,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7770 |
|
2.618 |
0.7707 |
|
1.618 |
0.7669 |
|
1.000 |
0.7646 |
|
0.618 |
0.7631 |
|
HIGH |
0.7608 |
|
0.618 |
0.7593 |
|
0.500 |
0.7589 |
|
0.382 |
0.7585 |
|
LOW |
0.7570 |
|
0.618 |
0.7547 |
|
1.000 |
0.7532 |
|
1.618 |
0.7509 |
|
2.618 |
0.7471 |
|
4.250 |
0.7409 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7589 |
0.7625 |
| PP |
0.7585 |
0.7609 |
| S1 |
0.7582 |
0.7594 |
|