CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7572 |
0.7546 |
-0.0026 |
-0.3% |
0.7523 |
| High |
0.7573 |
0.7553 |
-0.0020 |
-0.3% |
0.7625 |
| Low |
0.7535 |
0.7526 |
-0.0009 |
-0.1% |
0.7512 |
| Close |
0.7549 |
0.7535 |
-0.0014 |
-0.2% |
0.7616 |
| Range |
0.0038 |
0.0027 |
-0.0011 |
-28.9% |
0.0113 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
66,032 |
55,790 |
-10,242 |
-15.5% |
235,374 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7619 |
0.7604 |
0.7550 |
|
| R3 |
0.7592 |
0.7577 |
0.7542 |
|
| R2 |
0.7565 |
0.7565 |
0.7540 |
|
| R1 |
0.7550 |
0.7550 |
0.7537 |
0.7544 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7535 |
| S1 |
0.7523 |
0.7523 |
0.7533 |
0.7517 |
| S2 |
0.7511 |
0.7511 |
0.7530 |
|
| S3 |
0.7484 |
0.7496 |
0.7528 |
|
| S4 |
0.7457 |
0.7469 |
0.7520 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7883 |
0.7678 |
|
| R3 |
0.7810 |
0.7770 |
0.7647 |
|
| R2 |
0.7697 |
0.7697 |
0.7637 |
|
| R1 |
0.7657 |
0.7657 |
0.7626 |
0.7677 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7595 |
| S1 |
0.7544 |
0.7544 |
0.7606 |
0.7564 |
| S2 |
0.7471 |
0.7471 |
0.7595 |
|
| S3 |
0.7358 |
0.7431 |
0.7585 |
|
| S4 |
0.7245 |
0.7318 |
0.7554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7621 |
0.7526 |
0.0095 |
1.3% |
0.0043 |
0.6% |
9% |
False |
True |
68,951 |
| 10 |
0.7625 |
0.7509 |
0.0116 |
1.5% |
0.0047 |
0.6% |
22% |
False |
False |
49,839 |
| 20 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0053 |
0.7% |
66% |
False |
False |
25,945 |
| 40 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0054 |
0.7% |
71% |
False |
False |
13,217 |
| 60 |
0.7656 |
0.7315 |
0.0341 |
4.5% |
0.0052 |
0.7% |
65% |
False |
False |
8,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7668 |
|
2.618 |
0.7624 |
|
1.618 |
0.7597 |
|
1.000 |
0.7580 |
|
0.618 |
0.7570 |
|
HIGH |
0.7553 |
|
0.618 |
0.7543 |
|
0.500 |
0.7540 |
|
0.382 |
0.7536 |
|
LOW |
0.7526 |
|
0.618 |
0.7509 |
|
1.000 |
0.7499 |
|
1.618 |
0.7482 |
|
2.618 |
0.7455 |
|
4.250 |
0.7411 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7540 |
0.7570 |
| PP |
0.7538 |
0.7558 |
| S1 |
0.7537 |
0.7547 |
|