CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7577 |
0.7592 |
0.0015 |
0.2% |
0.7675 |
| High |
0.7617 |
0.7607 |
-0.0010 |
-0.1% |
0.7688 |
| Low |
0.7565 |
0.7580 |
0.0015 |
0.2% |
0.7562 |
| Close |
0.7596 |
0.7600 |
0.0004 |
0.1% |
0.7596 |
| Range |
0.0052 |
0.0027 |
-0.0025 |
-48.1% |
0.0126 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
74,966 |
41,567 |
-33,399 |
-44.6% |
339,958 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7677 |
0.7665 |
0.7615 |
|
| R3 |
0.7650 |
0.7638 |
0.7607 |
|
| R2 |
0.7623 |
0.7623 |
0.7605 |
|
| R1 |
0.7611 |
0.7611 |
0.7602 |
0.7617 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7599 |
| S1 |
0.7584 |
0.7584 |
0.7598 |
0.7590 |
| S2 |
0.7569 |
0.7569 |
0.7595 |
|
| S3 |
0.7542 |
0.7557 |
0.7593 |
|
| S4 |
0.7515 |
0.7530 |
0.7585 |
|
|
| 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 |
0.7688 |
0.7562 |
0.0126 |
1.7% |
0.0056 |
0.7% |
30% |
False |
False |
76,305 |
| 10 |
0.7705 |
0.7555 |
0.0150 |
2.0% |
0.0053 |
0.7% |
30% |
False |
False |
80,720 |
| 20 |
0.7705 |
0.7512 |
0.0193 |
2.5% |
0.0051 |
0.7% |
46% |
False |
False |
67,759 |
| 40 |
0.7705 |
0.7355 |
0.0350 |
4.6% |
0.0053 |
0.7% |
70% |
False |
False |
34,625 |
| 60 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0054 |
0.7% |
73% |
False |
False |
23,190 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0052 |
0.7% |
70% |
False |
False |
17,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7722 |
|
2.618 |
0.7678 |
|
1.618 |
0.7651 |
|
1.000 |
0.7634 |
|
0.618 |
0.7624 |
|
HIGH |
0.7607 |
|
0.618 |
0.7597 |
|
0.500 |
0.7594 |
|
0.382 |
0.7590 |
|
LOW |
0.7580 |
|
0.618 |
0.7563 |
|
1.000 |
0.7553 |
|
1.618 |
0.7536 |
|
2.618 |
0.7509 |
|
4.250 |
0.7465 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7598 |
0.7597 |
| PP |
0.7596 |
0.7594 |
| S1 |
0.7594 |
0.7591 |
|