CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7530 |
0.7540 |
0.0010 |
0.1% |
0.7609 |
| High |
0.7543 |
0.7566 |
0.0023 |
0.3% |
0.7624 |
| Low |
0.7519 |
0.7525 |
0.0006 |
0.1% |
0.7519 |
| Close |
0.7527 |
0.7557 |
0.0030 |
0.4% |
0.7557 |
| Range |
0.0024 |
0.0041 |
0.0017 |
70.8% |
0.0105 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
586 |
91 |
-495 |
-84.5% |
747 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7672 |
0.7656 |
0.7580 |
|
| R3 |
0.7631 |
0.7615 |
0.7568 |
|
| R2 |
0.7590 |
0.7590 |
0.7565 |
|
| R1 |
0.7574 |
0.7574 |
0.7561 |
0.7582 |
| PP |
0.7549 |
0.7549 |
0.7549 |
0.7554 |
| S1 |
0.7533 |
0.7533 |
0.7553 |
0.7541 |
| S2 |
0.7508 |
0.7508 |
0.7549 |
|
| S3 |
0.7467 |
0.7492 |
0.7546 |
|
| S4 |
0.7426 |
0.7451 |
0.7534 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7882 |
0.7824 |
0.7615 |
|
| R3 |
0.7777 |
0.7719 |
0.7586 |
|
| R2 |
0.7672 |
0.7672 |
0.7576 |
|
| R1 |
0.7614 |
0.7614 |
0.7567 |
0.7591 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7555 |
| S1 |
0.7509 |
0.7509 |
0.7547 |
0.7486 |
| S2 |
0.7462 |
0.7462 |
0.7538 |
|
| S3 |
0.7357 |
0.7404 |
0.7528 |
|
| S4 |
0.7252 |
0.7299 |
0.7499 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7740 |
|
2.618 |
0.7673 |
|
1.618 |
0.7632 |
|
1.000 |
0.7607 |
|
0.618 |
0.7591 |
|
HIGH |
0.7566 |
|
0.618 |
0.7550 |
|
0.500 |
0.7546 |
|
0.382 |
0.7541 |
|
LOW |
0.7525 |
|
0.618 |
0.7500 |
|
1.000 |
0.7484 |
|
1.618 |
0.7459 |
|
2.618 |
0.7418 |
|
4.250 |
0.7351 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7553 |
0.7552 |
| PP |
0.7549 |
0.7547 |
| S1 |
0.7546 |
0.7543 |
|