CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7631 |
0.7674 |
0.0043 |
0.6% |
0.7675 |
| High |
0.7679 |
0.7734 |
0.0055 |
0.7% |
0.7688 |
| Low |
0.7629 |
0.7669 |
0.0040 |
0.5% |
0.7562 |
| Close |
0.7676 |
0.7725 |
0.0049 |
0.6% |
0.7596 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0126 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.9% |
0.0000 |
| Volume |
84,258 |
98,275 |
14,017 |
16.6% |
339,958 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7904 |
0.7880 |
0.7761 |
|
| R3 |
0.7839 |
0.7815 |
0.7743 |
|
| R2 |
0.7774 |
0.7774 |
0.7737 |
|
| R1 |
0.7750 |
0.7750 |
0.7731 |
0.7762 |
| PP |
0.7709 |
0.7709 |
0.7709 |
0.7716 |
| S1 |
0.7685 |
0.7685 |
0.7719 |
0.7697 |
| S2 |
0.7644 |
0.7644 |
0.7713 |
|
| S3 |
0.7579 |
0.7620 |
0.7707 |
|
| S4 |
0.7514 |
0.7555 |
0.7689 |
|
|
| 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 |
0.7734 |
0.7565 |
0.0169 |
2.2% |
0.0047 |
0.6% |
95% |
True |
False |
72,015 |
| 10 |
0.7734 |
0.7562 |
0.0172 |
2.2% |
0.0053 |
0.7% |
95% |
True |
False |
82,671 |
| 20 |
0.7734 |
0.7526 |
0.0208 |
2.7% |
0.0050 |
0.7% |
96% |
True |
False |
75,005 |
| 40 |
0.7734 |
0.7362 |
0.0372 |
4.8% |
0.0053 |
0.7% |
98% |
True |
False |
40,683 |
| 60 |
0.7734 |
0.7315 |
0.0419 |
5.4% |
0.0054 |
0.7% |
98% |
True |
False |
27,242 |
| 80 |
0.7734 |
0.7315 |
0.0419 |
5.4% |
0.0052 |
0.7% |
98% |
True |
False |
20,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8010 |
|
2.618 |
0.7904 |
|
1.618 |
0.7839 |
|
1.000 |
0.7799 |
|
0.618 |
0.7774 |
|
HIGH |
0.7734 |
|
0.618 |
0.7709 |
|
0.500 |
0.7702 |
|
0.382 |
0.7694 |
|
LOW |
0.7669 |
|
0.618 |
0.7629 |
|
1.000 |
0.7604 |
|
1.618 |
0.7564 |
|
2.618 |
0.7499 |
|
4.250 |
0.7393 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7717 |
0.7705 |
| PP |
0.7709 |
0.7685 |
| S1 |
0.7702 |
0.7665 |
|