CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7483 |
0.7508 |
0.0025 |
0.3% |
0.7439 |
| High |
0.7521 |
0.7565 |
0.0044 |
0.6% |
0.7473 |
| Low |
0.7455 |
0.7498 |
0.0043 |
0.6% |
0.7370 |
| Close |
0.7507 |
0.7544 |
0.0037 |
0.5% |
0.7434 |
| Range |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0103 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.7% |
0.0000 |
| Volume |
111,726 |
119,808 |
8,082 |
7.2% |
399,371 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7737 |
0.7707 |
0.7581 |
|
| R3 |
0.7670 |
0.7640 |
0.7562 |
|
| R2 |
0.7603 |
0.7603 |
0.7556 |
|
| R1 |
0.7573 |
0.7573 |
0.7550 |
0.7588 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7543 |
| S1 |
0.7506 |
0.7506 |
0.7538 |
0.7521 |
| S2 |
0.7469 |
0.7469 |
0.7532 |
|
| S3 |
0.7402 |
0.7439 |
0.7526 |
|
| S4 |
0.7335 |
0.7372 |
0.7507 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7687 |
0.7491 |
|
| R3 |
0.7632 |
0.7584 |
0.7462 |
|
| R2 |
0.7529 |
0.7529 |
0.7453 |
|
| R1 |
0.7481 |
0.7481 |
0.7443 |
0.7454 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7412 |
| S1 |
0.7378 |
0.7378 |
0.7425 |
0.7351 |
| S2 |
0.7323 |
0.7323 |
0.7415 |
|
| S3 |
0.7220 |
0.7275 |
0.7406 |
|
| S4 |
0.7117 |
0.7172 |
0.7377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7565 |
0.7370 |
0.0195 |
2.6% |
0.0074 |
1.0% |
89% |
True |
False |
106,231 |
| 10 |
0.7565 |
0.7370 |
0.0195 |
2.6% |
0.0064 |
0.9% |
89% |
True |
False |
94,573 |
| 20 |
0.7565 |
0.7332 |
0.0233 |
3.1% |
0.0059 |
0.8% |
91% |
True |
False |
93,397 |
| 40 |
0.7602 |
0.7323 |
0.0279 |
3.7% |
0.0059 |
0.8% |
79% |
False |
False |
89,155 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
53% |
False |
False |
86,788 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
53% |
False |
False |
69,518 |
| 100 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0059 |
0.8% |
53% |
False |
False |
55,649 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0060 |
0.8% |
68% |
False |
False |
46,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7850 |
|
2.618 |
0.7740 |
|
1.618 |
0.7673 |
|
1.000 |
0.7632 |
|
0.618 |
0.7606 |
|
HIGH |
0.7565 |
|
0.618 |
0.7539 |
|
0.500 |
0.7532 |
|
0.382 |
0.7524 |
|
LOW |
0.7498 |
|
0.618 |
0.7457 |
|
1.000 |
0.7431 |
|
1.618 |
0.7390 |
|
2.618 |
0.7323 |
|
4.250 |
0.7213 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7540 |
0.7527 |
| PP |
0.7536 |
0.7510 |
| S1 |
0.7532 |
0.7493 |
|