CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7536 |
0.7533 |
-0.0003 |
0.0% |
0.7431 |
| High |
0.7544 |
0.7546 |
0.0002 |
0.0% |
0.7565 |
| Low |
0.7519 |
0.7521 |
0.0002 |
0.0% |
0.7420 |
| Close |
0.7528 |
0.7539 |
0.0011 |
0.1% |
0.7528 |
| Range |
0.0025 |
0.0025 |
0.0000 |
0.0% |
0.0145 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
63,285 |
59,242 |
-4,043 |
-6.4% |
453,027 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7610 |
0.7600 |
0.7553 |
|
| R3 |
0.7585 |
0.7575 |
0.7546 |
|
| R2 |
0.7560 |
0.7560 |
0.7544 |
|
| R1 |
0.7550 |
0.7550 |
0.7541 |
0.7555 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7538 |
| S1 |
0.7525 |
0.7525 |
0.7537 |
0.7530 |
| S2 |
0.7510 |
0.7510 |
0.7534 |
|
| S3 |
0.7485 |
0.7500 |
0.7532 |
|
| S4 |
0.7460 |
0.7475 |
0.7525 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7879 |
0.7608 |
|
| R3 |
0.7794 |
0.7734 |
0.7568 |
|
| R2 |
0.7649 |
0.7649 |
0.7555 |
|
| R1 |
0.7589 |
0.7589 |
0.7541 |
0.7619 |
| PP |
0.7504 |
0.7504 |
0.7504 |
0.7520 |
| S1 |
0.7444 |
0.7444 |
0.7515 |
0.7474 |
| S2 |
0.7359 |
0.7359 |
0.7501 |
|
| S3 |
0.7214 |
0.7299 |
0.7488 |
|
| S4 |
0.7069 |
0.7154 |
0.7448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7565 |
0.7455 |
0.0110 |
1.5% |
0.0042 |
0.6% |
76% |
False |
False |
86,331 |
| 10 |
0.7565 |
0.7370 |
0.0195 |
2.6% |
0.0055 |
0.7% |
87% |
False |
False |
91,164 |
| 20 |
0.7565 |
0.7370 |
0.0195 |
2.6% |
0.0055 |
0.7% |
87% |
False |
False |
88,403 |
| 40 |
0.7602 |
0.7323 |
0.0279 |
3.7% |
0.0057 |
0.8% |
77% |
False |
False |
86,853 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0055 |
0.7% |
52% |
False |
False |
85,297 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0057 |
0.7% |
52% |
False |
False |
72,002 |
| 100 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
52% |
False |
False |
57,645 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0059 |
0.8% |
67% |
False |
False |
48,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7652 |
|
2.618 |
0.7611 |
|
1.618 |
0.7586 |
|
1.000 |
0.7571 |
|
0.618 |
0.7561 |
|
HIGH |
0.7546 |
|
0.618 |
0.7536 |
|
0.500 |
0.7534 |
|
0.382 |
0.7531 |
|
LOW |
0.7521 |
|
0.618 |
0.7506 |
|
1.000 |
0.7496 |
|
1.618 |
0.7481 |
|
2.618 |
0.7456 |
|
4.250 |
0.7415 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7537 |
0.7538 |
| PP |
0.7535 |
0.7537 |
| S1 |
0.7534 |
0.7536 |
|