CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7585 |
0.7581 |
-0.0004 |
-0.1% |
0.7533 |
| High |
0.7632 |
0.7630 |
-0.0002 |
0.0% |
0.7636 |
| Low |
0.7568 |
0.7576 |
0.0008 |
0.1% |
0.7521 |
| Close |
0.7582 |
0.7626 |
0.0044 |
0.6% |
0.7626 |
| Range |
0.0064 |
0.0054 |
-0.0010 |
-15.6% |
0.0115 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
105,263 |
22,009 |
-83,254 |
-79.1% |
429,108 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7773 |
0.7753 |
0.7656 |
|
| R3 |
0.7719 |
0.7699 |
0.7641 |
|
| R2 |
0.7665 |
0.7665 |
0.7636 |
|
| R1 |
0.7645 |
0.7645 |
0.7631 |
0.7655 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7616 |
| S1 |
0.7591 |
0.7591 |
0.7621 |
0.7601 |
| S2 |
0.7557 |
0.7557 |
0.7616 |
|
| S3 |
0.7503 |
0.7537 |
0.7611 |
|
| S4 |
0.7449 |
0.7483 |
0.7596 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7898 |
0.7689 |
|
| R3 |
0.7824 |
0.7783 |
0.7658 |
|
| R2 |
0.7709 |
0.7709 |
0.7647 |
|
| R1 |
0.7668 |
0.7668 |
0.7637 |
0.7689 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7605 |
| S1 |
0.7553 |
0.7553 |
0.7615 |
0.7574 |
| S2 |
0.7479 |
0.7479 |
0.7605 |
|
| S3 |
0.7364 |
0.7438 |
0.7594 |
|
| S4 |
0.7249 |
0.7323 |
0.7563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7636 |
0.7521 |
0.0115 |
1.5% |
0.0057 |
0.8% |
91% |
False |
False |
85,821 |
| 10 |
0.7636 |
0.7420 |
0.0216 |
2.8% |
0.0055 |
0.7% |
95% |
False |
False |
88,213 |
| 20 |
0.7636 |
0.7370 |
0.0266 |
3.5% |
0.0057 |
0.8% |
96% |
False |
False |
86,999 |
| 40 |
0.7636 |
0.7323 |
0.0313 |
4.1% |
0.0058 |
0.8% |
97% |
False |
False |
88,915 |
| 60 |
0.7669 |
0.7323 |
0.0346 |
4.5% |
0.0055 |
0.7% |
88% |
False |
False |
85,382 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.4% |
0.0057 |
0.8% |
73% |
False |
False |
76,603 |
| 100 |
0.7737 |
0.7323 |
0.0414 |
5.4% |
0.0058 |
0.8% |
73% |
False |
False |
61,339 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
7.9% |
0.0059 |
0.8% |
82% |
False |
False |
51,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7860 |
|
2.618 |
0.7771 |
|
1.618 |
0.7717 |
|
1.000 |
0.7684 |
|
0.618 |
0.7663 |
|
HIGH |
0.7630 |
|
0.618 |
0.7609 |
|
0.500 |
0.7603 |
|
0.382 |
0.7597 |
|
LOW |
0.7576 |
|
0.618 |
0.7543 |
|
1.000 |
0.7522 |
|
1.618 |
0.7489 |
|
2.618 |
0.7435 |
|
4.250 |
0.7347 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7618 |
0.7612 |
| PP |
0.7611 |
0.7598 |
| S1 |
0.7603 |
0.7584 |
|