CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7595 |
0.0075 |
1.0% |
0.7439 |
| High |
0.7620 |
0.7610 |
-0.0010 |
-0.1% |
0.7550 |
| Low |
0.7518 |
0.7556 |
0.0038 |
0.5% |
0.7408 |
| Close |
0.7572 |
0.7564 |
-0.0008 |
-0.1% |
0.7511 |
| Range |
0.0102 |
0.0054 |
-0.0048 |
-47.1% |
0.0142 |
| ATR |
0.0000 |
0.0051 |
0.0051 |
|
0.0000 |
| Volume |
302 |
191 |
-111 |
-36.8% |
539 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7739 |
0.7705 |
0.7594 |
|
| R3 |
0.7685 |
0.7651 |
0.7579 |
|
| R2 |
0.7631 |
0.7631 |
0.7574 |
|
| R1 |
0.7597 |
0.7597 |
0.7569 |
0.7587 |
| PP |
0.7577 |
0.7577 |
0.7577 |
0.7572 |
| S1 |
0.7543 |
0.7543 |
0.7559 |
0.7533 |
| S2 |
0.7523 |
0.7523 |
0.7554 |
|
| S3 |
0.7469 |
0.7489 |
0.7549 |
|
| S4 |
0.7415 |
0.7435 |
0.7534 |
|
|
| 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 |
0.7840 |
|
2.618 |
0.7751 |
|
1.618 |
0.7697 |
|
1.000 |
0.7664 |
|
0.618 |
0.7643 |
|
HIGH |
0.7610 |
|
0.618 |
0.7589 |
|
0.500 |
0.7583 |
|
0.382 |
0.7577 |
|
LOW |
0.7556 |
|
0.618 |
0.7523 |
|
1.000 |
0.7502 |
|
1.618 |
0.7469 |
|
2.618 |
0.7415 |
|
4.250 |
0.7327 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7583 |
0.7565 |
| PP |
0.7577 |
0.7564 |
| S1 |
0.7570 |
0.7564 |
|