CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7533 |
0.7540 |
0.0007 |
0.1% |
0.7431 |
| High |
0.7546 |
0.7564 |
0.0018 |
0.2% |
0.7565 |
| Low |
0.7521 |
0.7524 |
0.0003 |
0.0% |
0.7420 |
| Close |
0.7539 |
0.7539 |
0.0000 |
0.0% |
0.7528 |
| Range |
0.0025 |
0.0040 |
0.0015 |
60.0% |
0.0145 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
59,242 |
84,032 |
24,790 |
41.8% |
453,027 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7662 |
0.7641 |
0.7561 |
|
| R3 |
0.7622 |
0.7601 |
0.7550 |
|
| R2 |
0.7582 |
0.7582 |
0.7546 |
|
| R1 |
0.7561 |
0.7561 |
0.7543 |
0.7552 |
| PP |
0.7542 |
0.7542 |
0.7542 |
0.7538 |
| S1 |
0.7521 |
0.7521 |
0.7535 |
0.7512 |
| S2 |
0.7502 |
0.7502 |
0.7532 |
|
| S3 |
0.7462 |
0.7481 |
0.7528 |
|
| S4 |
0.7422 |
0.7441 |
0.7517 |
|
|
| 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 |
0.7498 |
0.0067 |
0.9% |
0.0037 |
0.5% |
61% |
False |
False |
80,792 |
| 10 |
0.7565 |
0.7370 |
0.0195 |
2.6% |
0.0054 |
0.7% |
87% |
False |
False |
90,346 |
| 20 |
0.7565 |
0.7370 |
0.0195 |
2.6% |
0.0054 |
0.7% |
87% |
False |
False |
88,545 |
| 40 |
0.7588 |
0.7323 |
0.0265 |
3.5% |
0.0057 |
0.8% |
82% |
False |
False |
87,904 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0054 |
0.7% |
52% |
False |
False |
85,401 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0056 |
0.7% |
52% |
False |
False |
73,049 |
| 100 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
52% |
False |
False |
58,485 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0058 |
0.8% |
67% |
False |
False |
48,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7734 |
|
2.618 |
0.7669 |
|
1.618 |
0.7629 |
|
1.000 |
0.7604 |
|
0.618 |
0.7589 |
|
HIGH |
0.7564 |
|
0.618 |
0.7549 |
|
0.500 |
0.7544 |
|
0.382 |
0.7539 |
|
LOW |
0.7524 |
|
0.618 |
0.7499 |
|
1.000 |
0.7484 |
|
1.618 |
0.7459 |
|
2.618 |
0.7419 |
|
4.250 |
0.7354 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7544 |
0.7542 |
| PP |
0.7542 |
0.7541 |
| S1 |
0.7541 |
0.7540 |
|