CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7609 |
0.7580 |
-0.0029 |
-0.4% |
0.7530 |
| High |
0.7624 |
0.7603 |
-0.0021 |
-0.3% |
0.7620 |
| Low |
0.7576 |
0.7553 |
-0.0023 |
-0.3% |
0.7508 |
| Close |
0.7576 |
0.7564 |
-0.0012 |
-0.2% |
0.7607 |
| Range |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0112 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
30 |
22 |
-8 |
-26.7% |
654 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7723 |
0.7694 |
0.7592 |
|
| R3 |
0.7673 |
0.7644 |
0.7578 |
|
| R2 |
0.7623 |
0.7623 |
0.7573 |
|
| R1 |
0.7594 |
0.7594 |
0.7569 |
0.7584 |
| PP |
0.7573 |
0.7573 |
0.7573 |
0.7568 |
| S1 |
0.7544 |
0.7544 |
0.7559 |
0.7534 |
| S2 |
0.7523 |
0.7523 |
0.7555 |
|
| S3 |
0.7473 |
0.7494 |
0.7550 |
|
| S4 |
0.7423 |
0.7444 |
0.7537 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7914 |
0.7873 |
0.7669 |
|
| R3 |
0.7802 |
0.7761 |
0.7638 |
|
| R2 |
0.7690 |
0.7690 |
0.7628 |
|
| R1 |
0.7649 |
0.7649 |
0.7617 |
0.7670 |
| PP |
0.7578 |
0.7578 |
0.7578 |
0.7589 |
| S1 |
0.7537 |
0.7537 |
0.7597 |
0.7558 |
| S2 |
0.7466 |
0.7466 |
0.7586 |
|
| S3 |
0.7354 |
0.7425 |
0.7576 |
|
| S4 |
0.7242 |
0.7313 |
0.7545 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7734 |
|
1.618 |
0.7684 |
|
1.000 |
0.7653 |
|
0.618 |
0.7634 |
|
HIGH |
0.7603 |
|
0.618 |
0.7584 |
|
0.500 |
0.7578 |
|
0.382 |
0.7572 |
|
LOW |
0.7553 |
|
0.618 |
0.7522 |
|
1.000 |
0.7503 |
|
1.618 |
0.7472 |
|
2.618 |
0.7422 |
|
4.250 |
0.7341 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7578 |
0.7589 |
| PP |
0.7573 |
0.7580 |
| S1 |
0.7569 |
0.7572 |
|