CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7592 |
0.7601 |
0.0009 |
0.1% |
0.7675 |
| High |
0.7607 |
0.7636 |
0.0029 |
0.4% |
0.7688 |
| Low |
0.7580 |
0.7596 |
0.0016 |
0.2% |
0.7562 |
| Close |
0.7600 |
0.7631 |
0.0031 |
0.4% |
0.7596 |
| Range |
0.0027 |
0.0040 |
0.0013 |
48.1% |
0.0126 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
41,567 |
61,010 |
19,443 |
46.8% |
339,958 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7741 |
0.7726 |
0.7653 |
|
| R3 |
0.7701 |
0.7686 |
0.7642 |
|
| R2 |
0.7661 |
0.7661 |
0.7638 |
|
| R1 |
0.7646 |
0.7646 |
0.7635 |
0.7654 |
| PP |
0.7621 |
0.7621 |
0.7621 |
0.7625 |
| S1 |
0.7606 |
0.7606 |
0.7627 |
0.7614 |
| S2 |
0.7581 |
0.7581 |
0.7624 |
|
| S3 |
0.7541 |
0.7566 |
0.7620 |
|
| S4 |
0.7501 |
0.7526 |
0.7609 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7993 |
0.7921 |
0.7665 |
|
| R3 |
0.7867 |
0.7795 |
0.7631 |
|
| R2 |
0.7741 |
0.7741 |
0.7619 |
|
| R1 |
0.7669 |
0.7669 |
0.7608 |
0.7642 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7602 |
| S1 |
0.7543 |
0.7543 |
0.7584 |
0.7516 |
| S2 |
0.7489 |
0.7489 |
0.7573 |
|
| S3 |
0.7363 |
0.7417 |
0.7561 |
|
| S4 |
0.7237 |
0.7291 |
0.7527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7676 |
0.7562 |
0.0114 |
1.5% |
0.0054 |
0.7% |
61% |
False |
False |
75,897 |
| 10 |
0.7705 |
0.7562 |
0.0143 |
1.9% |
0.0053 |
0.7% |
48% |
False |
False |
81,528 |
| 20 |
0.7705 |
0.7514 |
0.0191 |
2.5% |
0.0052 |
0.7% |
61% |
False |
False |
70,260 |
| 40 |
0.7705 |
0.7362 |
0.0343 |
4.5% |
0.0053 |
0.7% |
78% |
False |
False |
36,143 |
| 60 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0054 |
0.7% |
81% |
False |
False |
24,205 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0052 |
0.7% |
77% |
False |
False |
18,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7806 |
|
2.618 |
0.7741 |
|
1.618 |
0.7701 |
|
1.000 |
0.7676 |
|
0.618 |
0.7661 |
|
HIGH |
0.7636 |
|
0.618 |
0.7621 |
|
0.500 |
0.7616 |
|
0.382 |
0.7611 |
|
LOW |
0.7596 |
|
0.618 |
0.7571 |
|
1.000 |
0.7556 |
|
1.618 |
0.7531 |
|
2.618 |
0.7491 |
|
4.250 |
0.7426 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7626 |
0.7621 |
| PP |
0.7621 |
0.7611 |
| S1 |
0.7616 |
0.7601 |
|