CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7408 |
0.7420 |
0.0012 |
0.2% |
0.7403 |
| High |
0.7428 |
0.7451 |
0.0023 |
0.3% |
0.7408 |
| Low |
0.7375 |
0.7395 |
0.0020 |
0.3% |
0.7315 |
| Close |
0.7410 |
0.7401 |
-0.0009 |
-0.1% |
0.7378 |
| Range |
0.0053 |
0.0056 |
0.0003 |
5.7% |
0.0093 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.2% |
0.0000 |
| Volume |
398 |
911 |
513 |
128.9% |
2,259 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7584 |
0.7548 |
0.7432 |
|
| R3 |
0.7528 |
0.7492 |
0.7416 |
|
| R2 |
0.7472 |
0.7472 |
0.7411 |
|
| R1 |
0.7436 |
0.7436 |
0.7406 |
0.7426 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7411 |
| S1 |
0.7380 |
0.7380 |
0.7396 |
0.7370 |
| S2 |
0.7360 |
0.7360 |
0.7391 |
|
| S3 |
0.7304 |
0.7324 |
0.7386 |
|
| S4 |
0.7248 |
0.7268 |
0.7370 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7646 |
0.7605 |
0.7429 |
|
| R3 |
0.7553 |
0.7512 |
0.7404 |
|
| R2 |
0.7460 |
0.7460 |
0.7395 |
|
| R1 |
0.7419 |
0.7419 |
0.7387 |
0.7393 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7354 |
| S1 |
0.7326 |
0.7326 |
0.7369 |
0.7300 |
| S2 |
0.7274 |
0.7274 |
0.7361 |
|
| S3 |
0.7181 |
0.7233 |
0.7352 |
|
| S4 |
0.7088 |
0.7140 |
0.7327 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7689 |
|
2.618 |
0.7598 |
|
1.618 |
0.7542 |
|
1.000 |
0.7507 |
|
0.618 |
0.7486 |
|
HIGH |
0.7451 |
|
0.618 |
0.7430 |
|
0.500 |
0.7423 |
|
0.382 |
0.7416 |
|
LOW |
0.7395 |
|
0.618 |
0.7360 |
|
1.000 |
0.7339 |
|
1.618 |
0.7304 |
|
2.618 |
0.7248 |
|
4.250 |
0.7157 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7423 |
0.7413 |
| PP |
0.7416 |
0.7409 |
| S1 |
0.7408 |
0.7405 |
|