CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7549 |
0.7520 |
-0.0029 |
-0.4% |
0.7439 |
| High |
0.7549 |
0.7620 |
0.0071 |
0.9% |
0.7550 |
| Low |
0.7509 |
0.7518 |
0.0009 |
0.1% |
0.7408 |
| Close |
0.7522 |
0.7572 |
0.0050 |
0.7% |
0.7511 |
| Range |
0.0040 |
0.0102 |
0.0062 |
155.0% |
0.0142 |
| ATR |
|
|
|
|
|
| Volume |
124 |
302 |
178 |
143.5% |
539 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7876 |
0.7826 |
0.7628 |
|
| R3 |
0.7774 |
0.7724 |
0.7600 |
|
| R2 |
0.7672 |
0.7672 |
0.7591 |
|
| R1 |
0.7622 |
0.7622 |
0.7581 |
0.7647 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7583 |
| S1 |
0.7520 |
0.7520 |
0.7563 |
0.7545 |
| S2 |
0.7468 |
0.7468 |
0.7553 |
|
| S3 |
0.7366 |
0.7418 |
0.7544 |
|
| S4 |
0.7264 |
0.7316 |
0.7516 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7916 |
0.7855 |
0.7589 |
|
| R3 |
0.7774 |
0.7713 |
0.7550 |
|
| R2 |
0.7632 |
0.7632 |
0.7537 |
|
| R1 |
0.7571 |
0.7571 |
0.7524 |
0.7602 |
| PP |
0.7490 |
0.7490 |
0.7490 |
0.7505 |
| S1 |
0.7429 |
0.7429 |
0.7498 |
0.7460 |
| S2 |
0.7348 |
0.7348 |
0.7485 |
|
| S3 |
0.7206 |
0.7287 |
0.7472 |
|
| S4 |
0.7064 |
0.7145 |
0.7433 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8054 |
|
2.618 |
0.7887 |
|
1.618 |
0.7785 |
|
1.000 |
0.7722 |
|
0.618 |
0.7683 |
|
HIGH |
0.7620 |
|
0.618 |
0.7581 |
|
0.500 |
0.7569 |
|
0.382 |
0.7557 |
|
LOW |
0.7518 |
|
0.618 |
0.7455 |
|
1.000 |
0.7416 |
|
1.618 |
0.7353 |
|
2.618 |
0.7251 |
|
4.250 |
0.7085 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7571 |
0.7569 |
| PP |
0.7570 |
0.7567 |
| S1 |
0.7569 |
0.7564 |
|