CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7585 |
0.0005 |
0.1% |
0.7609 |
| High |
0.7607 |
0.7627 |
0.0020 |
0.3% |
0.7624 |
| Low |
0.7564 |
0.7566 |
0.0002 |
0.0% |
0.7519 |
| Close |
0.7579 |
0.7623 |
0.0044 |
0.6% |
0.7557 |
| Range |
0.0043 |
0.0061 |
0.0018 |
41.9% |
0.0105 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.3% |
0.0000 |
| Volume |
92 |
229 |
137 |
148.9% |
747 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7788 |
0.7767 |
0.7657 |
|
| R3 |
0.7727 |
0.7706 |
0.7640 |
|
| R2 |
0.7666 |
0.7666 |
0.7634 |
|
| R1 |
0.7645 |
0.7645 |
0.7629 |
0.7656 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7611 |
| S1 |
0.7584 |
0.7584 |
0.7617 |
0.7595 |
| S2 |
0.7544 |
0.7544 |
0.7612 |
|
| S3 |
0.7483 |
0.7523 |
0.7606 |
|
| S4 |
0.7422 |
0.7462 |
0.7589 |
|
|
| 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 |
0.7886 |
|
2.618 |
0.7787 |
|
1.618 |
0.7726 |
|
1.000 |
0.7688 |
|
0.618 |
0.7665 |
|
HIGH |
0.7627 |
|
0.618 |
0.7604 |
|
0.500 |
0.7597 |
|
0.382 |
0.7589 |
|
LOW |
0.7566 |
|
0.618 |
0.7528 |
|
1.000 |
0.7505 |
|
1.618 |
0.7467 |
|
2.618 |
0.7406 |
|
4.250 |
0.7307 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7614 |
0.7611 |
| PP |
0.7605 |
0.7599 |
| S1 |
0.7597 |
0.7588 |
|