CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7508 |
0.7550 |
0.0042 |
0.6% |
0.7439 |
| High |
0.7565 |
0.7553 |
-0.0012 |
-0.2% |
0.7473 |
| Low |
0.7498 |
0.7524 |
0.0026 |
0.3% |
0.7370 |
| Close |
0.7544 |
0.7546 |
0.0002 |
0.0% |
0.7434 |
| Range |
0.0067 |
0.0029 |
-0.0038 |
-56.7% |
0.0103 |
| ATR |
0.0062 |
0.0059 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
119,808 |
77,594 |
-42,214 |
-35.2% |
399,371 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7628 |
0.7616 |
0.7562 |
|
| R3 |
0.7599 |
0.7587 |
0.7554 |
|
| R2 |
0.7570 |
0.7570 |
0.7551 |
|
| R1 |
0.7558 |
0.7558 |
0.7549 |
0.7550 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7537 |
| S1 |
0.7529 |
0.7529 |
0.7543 |
0.7521 |
| S2 |
0.7512 |
0.7512 |
0.7541 |
|
| S3 |
0.7483 |
0.7500 |
0.7538 |
|
| S4 |
0.7454 |
0.7471 |
0.7530 |
|
|
| 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 |
0.7372 |
0.0193 |
2.6% |
0.0063 |
0.8% |
90% |
False |
False |
98,425 |
| 10 |
0.7565 |
0.7370 |
0.0195 |
2.6% |
0.0061 |
0.8% |
90% |
False |
False |
94,226 |
| 20 |
0.7565 |
0.7333 |
0.0232 |
3.1% |
0.0058 |
0.8% |
92% |
False |
False |
92,422 |
| 40 |
0.7602 |
0.7323 |
0.0279 |
3.7% |
0.0059 |
0.8% |
80% |
False |
False |
88,776 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0057 |
0.8% |
54% |
False |
False |
87,067 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
54% |
False |
False |
70,485 |
| 100 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0059 |
0.8% |
54% |
False |
False |
56,424 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0060 |
0.8% |
68% |
False |
False |
47,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7676 |
|
2.618 |
0.7629 |
|
1.618 |
0.7600 |
|
1.000 |
0.7582 |
|
0.618 |
0.7571 |
|
HIGH |
0.7553 |
|
0.618 |
0.7542 |
|
0.500 |
0.7539 |
|
0.382 |
0.7535 |
|
LOW |
0.7524 |
|
0.618 |
0.7506 |
|
1.000 |
0.7495 |
|
1.618 |
0.7477 |
|
2.618 |
0.7448 |
|
4.250 |
0.7401 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7544 |
0.7534 |
| PP |
0.7541 |
0.7522 |
| S1 |
0.7539 |
0.7510 |
|