CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7596 |
0.7577 |
-0.0019 |
-0.3% |
0.7675 |
| High |
0.7608 |
0.7617 |
0.0009 |
0.1% |
0.7688 |
| Low |
0.7570 |
0.7565 |
-0.0005 |
-0.1% |
0.7562 |
| Close |
0.7578 |
0.7596 |
0.0018 |
0.2% |
0.7596 |
| Range |
0.0038 |
0.0052 |
0.0014 |
36.8% |
0.0126 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
65,153 |
74,966 |
9,813 |
15.1% |
339,958 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7724 |
0.7625 |
|
| R3 |
0.7697 |
0.7672 |
0.7610 |
|
| R2 |
0.7645 |
0.7645 |
0.7606 |
|
| R1 |
0.7620 |
0.7620 |
0.7601 |
0.7632 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7599 |
| S1 |
0.7568 |
0.7568 |
0.7591 |
0.7581 |
| S2 |
0.7541 |
0.7541 |
0.7586 |
|
| S3 |
0.7489 |
0.7516 |
0.7582 |
|
| S4 |
0.7437 |
0.7464 |
0.7567 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7993 |
0.7921 |
0.7665 |
|
| R3 |
0.7867 |
0.7795 |
0.7631 |
|
| R2 |
0.7741 |
0.7741 |
0.7619 |
|
| R1 |
0.7669 |
0.7669 |
0.7608 |
0.7642 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7602 |
| S1 |
0.7543 |
0.7543 |
0.7584 |
0.7516 |
| S2 |
0.7489 |
0.7489 |
0.7573 |
|
| S3 |
0.7363 |
0.7417 |
0.7561 |
|
| S4 |
0.7237 |
0.7291 |
0.7527 |
|
|
| 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% |
24% |
False |
False |
87,811 |
| 10 |
0.7705 |
0.7531 |
0.0174 |
2.3% |
0.0055 |
0.7% |
37% |
False |
False |
81,957 |
| 20 |
0.7705 |
0.7509 |
0.0196 |
2.6% |
0.0051 |
0.7% |
44% |
False |
False |
65,898 |
| 40 |
0.7705 |
0.7325 |
0.0380 |
5.0% |
0.0053 |
0.7% |
71% |
False |
False |
33,594 |
| 60 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0055 |
0.7% |
72% |
False |
False |
22,499 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0054 |
0.7% |
69% |
False |
False |
16,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7838 |
|
2.618 |
0.7753 |
|
1.618 |
0.7701 |
|
1.000 |
0.7669 |
|
0.618 |
0.7649 |
|
HIGH |
0.7617 |
|
0.618 |
0.7597 |
|
0.500 |
0.7591 |
|
0.382 |
0.7585 |
|
LOW |
0.7565 |
|
0.618 |
0.7533 |
|
1.000 |
0.7513 |
|
1.618 |
0.7481 |
|
2.618 |
0.7429 |
|
4.250 |
0.7344 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7594 |
0.7619 |
| PP |
0.7593 |
0.7611 |
| S1 |
0.7591 |
0.7604 |
|