CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7524 |
0.7484 |
-0.0040 |
-0.5% |
0.7290 |
| High |
0.7538 |
0.7547 |
0.0009 |
0.1% |
0.7492 |
| Low |
0.7478 |
0.7468 |
-0.0010 |
-0.1% |
0.7269 |
| Close |
0.7511 |
0.7531 |
0.0020 |
0.3% |
0.7476 |
| Range |
0.0060 |
0.0079 |
0.0019 |
31.7% |
0.0223 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.4% |
0.0000 |
| Volume |
127 |
108 |
-19 |
-15.0% |
628 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7752 |
0.7721 |
0.7574 |
|
| R3 |
0.7673 |
0.7642 |
0.7553 |
|
| R2 |
0.7594 |
0.7594 |
0.7545 |
|
| R1 |
0.7563 |
0.7563 |
0.7538 |
0.7579 |
| PP |
0.7515 |
0.7515 |
0.7515 |
0.7523 |
| S1 |
0.7484 |
0.7484 |
0.7524 |
0.7500 |
| S2 |
0.7436 |
0.7436 |
0.7517 |
|
| S3 |
0.7357 |
0.7405 |
0.7509 |
|
| S4 |
0.7278 |
0.7326 |
0.7488 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8081 |
0.8002 |
0.7599 |
|
| R3 |
0.7858 |
0.7779 |
0.7537 |
|
| R2 |
0.7635 |
0.7635 |
0.7517 |
|
| R1 |
0.7556 |
0.7556 |
0.7496 |
0.7596 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7432 |
| S1 |
0.7333 |
0.7333 |
0.7456 |
0.7373 |
| S2 |
0.7189 |
0.7189 |
0.7435 |
|
| S3 |
0.6966 |
0.7110 |
0.7415 |
|
| S4 |
0.6743 |
0.6887 |
0.7353 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7883 |
|
2.618 |
0.7754 |
|
1.618 |
0.7675 |
|
1.000 |
0.7626 |
|
0.618 |
0.7596 |
|
HIGH |
0.7547 |
|
0.618 |
0.7517 |
|
0.500 |
0.7508 |
|
0.382 |
0.7498 |
|
LOW |
0.7468 |
|
0.618 |
0.7419 |
|
1.000 |
0.7389 |
|
1.618 |
0.7340 |
|
2.618 |
0.7261 |
|
4.250 |
0.7132 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7523 |
0.7518 |
| PP |
0.7515 |
0.7504 |
| S1 |
0.7508 |
0.7491 |
|