CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7601 |
0.7631 |
0.0030 |
0.4% |
0.7675 |
| High |
0.7636 |
0.7679 |
0.0043 |
0.6% |
0.7688 |
| Low |
0.7596 |
0.7629 |
0.0033 |
0.4% |
0.7562 |
| Close |
0.7631 |
0.7676 |
0.0045 |
0.6% |
0.7596 |
| Range |
0.0040 |
0.0050 |
0.0010 |
25.0% |
0.0126 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
61,010 |
84,258 |
23,248 |
38.1% |
339,958 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7811 |
0.7794 |
0.7703 |
|
| R3 |
0.7761 |
0.7744 |
0.7690 |
|
| R2 |
0.7711 |
0.7711 |
0.7685 |
|
| R1 |
0.7694 |
0.7694 |
0.7681 |
0.7702 |
| PP |
0.7661 |
0.7661 |
0.7661 |
0.7666 |
| S1 |
0.7644 |
0.7644 |
0.7671 |
0.7653 |
| S2 |
0.7611 |
0.7611 |
0.7667 |
|
| S3 |
0.7561 |
0.7594 |
0.7662 |
|
| S4 |
0.7511 |
0.7544 |
0.7649 |
|
|
| 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 |
0.7679 |
0.7565 |
0.0114 |
1.5% |
0.0041 |
0.5% |
97% |
True |
False |
65,390 |
| 10 |
0.7705 |
0.7562 |
0.0143 |
1.9% |
0.0054 |
0.7% |
80% |
False |
False |
83,153 |
| 20 |
0.7705 |
0.7523 |
0.0182 |
2.4% |
0.0052 |
0.7% |
84% |
False |
False |
73,335 |
| 40 |
0.7705 |
0.7362 |
0.0343 |
4.5% |
0.0053 |
0.7% |
92% |
False |
False |
38,231 |
| 60 |
0.7705 |
0.7315 |
0.0390 |
5.1% |
0.0054 |
0.7% |
93% |
False |
False |
25,608 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.3% |
0.0052 |
0.7% |
88% |
False |
False |
19,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7891 |
|
2.618 |
0.7810 |
|
1.618 |
0.7760 |
|
1.000 |
0.7729 |
|
0.618 |
0.7710 |
|
HIGH |
0.7679 |
|
0.618 |
0.7660 |
|
0.500 |
0.7654 |
|
0.382 |
0.7648 |
|
LOW |
0.7629 |
|
0.618 |
0.7598 |
|
1.000 |
0.7579 |
|
1.618 |
0.7548 |
|
2.618 |
0.7498 |
|
4.250 |
0.7417 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7669 |
0.7661 |
| PP |
0.7661 |
0.7645 |
| S1 |
0.7654 |
0.7630 |
|