CME Australian Dollar Future September 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 |
0.7523 |
0.7531 |
0.0008 |
0.1% |
0.7423 |
| High |
0.7537 |
0.7554 |
0.0017 |
0.2% |
0.7557 |
| Low |
0.7512 |
0.7514 |
0.0002 |
0.0% |
0.7413 |
| Close |
0.7529 |
0.7529 |
0.0000 |
0.0% |
0.7518 |
| Range |
0.0025 |
0.0040 |
0.0015 |
60.0% |
0.0144 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
10,989 |
22,763 |
11,774 |
107.1% |
19,424 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7652 |
0.7631 |
0.7551 |
|
| R3 |
0.7612 |
0.7591 |
0.7540 |
|
| R2 |
0.7572 |
0.7572 |
0.7536 |
|
| R1 |
0.7551 |
0.7551 |
0.7533 |
0.7542 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7528 |
| S1 |
0.7511 |
0.7511 |
0.7525 |
0.7502 |
| S2 |
0.7492 |
0.7492 |
0.7522 |
|
| S3 |
0.7452 |
0.7471 |
0.7518 |
|
| S4 |
0.7412 |
0.7431 |
0.7507 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7928 |
0.7867 |
0.7597 |
|
| R3 |
0.7784 |
0.7723 |
0.7558 |
|
| R2 |
0.7640 |
0.7640 |
0.7544 |
|
| R1 |
0.7579 |
0.7579 |
0.7531 |
0.7610 |
| PP |
0.7496 |
0.7496 |
0.7496 |
0.7511 |
| S1 |
0.7435 |
0.7435 |
0.7505 |
0.7466 |
| S2 |
0.7352 |
0.7352 |
0.7492 |
|
| S3 |
0.7208 |
0.7291 |
0.7478 |
|
| S4 |
0.7064 |
0.7147 |
0.7439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7557 |
0.7490 |
0.0067 |
0.9% |
0.0037 |
0.5% |
58% |
False |
False |
9,121 |
| 10 |
0.7557 |
0.7362 |
0.0195 |
2.6% |
0.0053 |
0.7% |
86% |
False |
False |
5,630 |
| 20 |
0.7557 |
0.7362 |
0.0195 |
2.6% |
0.0053 |
0.7% |
86% |
False |
False |
3,127 |
| 40 |
0.7575 |
0.7315 |
0.0260 |
3.5% |
0.0055 |
0.7% |
82% |
False |
False |
1,744 |
| 60 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0052 |
0.7% |
52% |
False |
False |
1,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7724 |
|
2.618 |
0.7659 |
|
1.618 |
0.7619 |
|
1.000 |
0.7594 |
|
0.618 |
0.7579 |
|
HIGH |
0.7554 |
|
0.618 |
0.7539 |
|
0.500 |
0.7534 |
|
0.382 |
0.7529 |
|
LOW |
0.7514 |
|
0.618 |
0.7489 |
|
1.000 |
0.7474 |
|
1.618 |
0.7449 |
|
2.618 |
0.7409 |
|
4.250 |
0.7344 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7534 |
0.7532 |
| PP |
0.7532 |
0.7531 |
| S1 |
0.7531 |
0.7530 |
|