CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7423 |
0.7477 |
0.0054 |
0.7% |
0.7431 |
| High |
0.7487 |
0.7513 |
0.0026 |
0.3% |
0.7463 |
| Low |
0.7413 |
0.7447 |
0.0034 |
0.5% |
0.7362 |
| Close |
0.7478 |
0.7498 |
0.0020 |
0.3% |
0.7425 |
| Range |
0.0074 |
0.0066 |
-0.0008 |
-10.8% |
0.0101 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,940 |
5,627 |
3,687 |
190.1% |
3,943 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7684 |
0.7657 |
0.7534 |
|
| R3 |
0.7618 |
0.7591 |
0.7516 |
|
| R2 |
0.7552 |
0.7552 |
0.7510 |
|
| R1 |
0.7525 |
0.7525 |
0.7504 |
0.7538 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7493 |
| S1 |
0.7459 |
0.7459 |
0.7492 |
0.7473 |
| S2 |
0.7420 |
0.7420 |
0.7486 |
|
| S3 |
0.7354 |
0.7393 |
0.7480 |
|
| S4 |
0.7288 |
0.7327 |
0.7462 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7673 |
0.7481 |
|
| R3 |
0.7619 |
0.7572 |
0.7453 |
|
| R2 |
0.7518 |
0.7518 |
0.7444 |
|
| R1 |
0.7471 |
0.7471 |
0.7434 |
0.7444 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7403 |
| S1 |
0.7370 |
0.7370 |
0.7416 |
0.7343 |
| S2 |
0.7316 |
0.7316 |
0.7406 |
|
| S3 |
0.7215 |
0.7269 |
0.7397 |
|
| S4 |
0.7114 |
0.7168 |
0.7369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7513 |
0.7362 |
0.0151 |
2.0% |
0.0069 |
0.9% |
90% |
True |
False |
2,138 |
| 10 |
0.7513 |
0.7362 |
0.0151 |
2.0% |
0.0061 |
0.8% |
90% |
True |
False |
1,449 |
| 20 |
0.7513 |
0.7315 |
0.0198 |
2.6% |
0.0057 |
0.8% |
92% |
True |
False |
991 |
| 40 |
0.7589 |
0.7315 |
0.0274 |
3.7% |
0.0056 |
0.7% |
67% |
False |
False |
617 |
| 60 |
0.7725 |
0.7315 |
0.0410 |
5.5% |
0.0054 |
0.7% |
45% |
False |
False |
448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7793 |
|
2.618 |
0.7686 |
|
1.618 |
0.7620 |
|
1.000 |
0.7579 |
|
0.618 |
0.7554 |
|
HIGH |
0.7513 |
|
0.618 |
0.7488 |
|
0.500 |
0.7480 |
|
0.382 |
0.7472 |
|
LOW |
0.7447 |
|
0.618 |
0.7406 |
|
1.000 |
0.7381 |
|
1.618 |
0.7340 |
|
2.618 |
0.7274 |
|
4.250 |
0.7167 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7492 |
0.7478 |
| PP |
0.7486 |
0.7458 |
| S1 |
0.7480 |
0.7438 |
|