CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7674 |
0.7723 |
0.0049 |
0.6% |
0.7592 |
| High |
0.7734 |
0.7828 |
0.0094 |
1.2% |
0.7828 |
| Low |
0.7669 |
0.7723 |
0.0054 |
0.7% |
0.7580 |
| Close |
0.7725 |
0.7817 |
0.0092 |
1.2% |
0.7817 |
| Range |
0.0065 |
0.0105 |
0.0040 |
61.5% |
0.0248 |
| ATR |
0.0052 |
0.0056 |
0.0004 |
7.3% |
0.0000 |
| Volume |
98,275 |
114,802 |
16,527 |
16.8% |
399,912 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.8066 |
0.7875 |
|
| R3 |
0.7999 |
0.7961 |
0.7846 |
|
| R2 |
0.7894 |
0.7894 |
0.7836 |
|
| R1 |
0.7856 |
0.7856 |
0.7827 |
0.7875 |
| PP |
0.7789 |
0.7789 |
0.7789 |
0.7799 |
| S1 |
0.7751 |
0.7751 |
0.7807 |
0.7770 |
| S2 |
0.7684 |
0.7684 |
0.7798 |
|
| S3 |
0.7579 |
0.7646 |
0.7788 |
|
| S4 |
0.7474 |
0.7541 |
0.7759 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8486 |
0.8399 |
0.7953 |
|
| R3 |
0.8238 |
0.8151 |
0.7885 |
|
| R2 |
0.7990 |
0.7990 |
0.7862 |
|
| R1 |
0.7903 |
0.7903 |
0.7840 |
0.7947 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7763 |
| S1 |
0.7655 |
0.7655 |
0.7794 |
0.7699 |
| S2 |
0.7494 |
0.7494 |
0.7772 |
|
| S3 |
0.7246 |
0.7407 |
0.7749 |
|
| S4 |
0.6998 |
0.7159 |
0.7681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7828 |
0.7580 |
0.0248 |
3.2% |
0.0057 |
0.7% |
96% |
True |
False |
79,982 |
| 10 |
0.7828 |
0.7562 |
0.0266 |
3.4% |
0.0059 |
0.8% |
96% |
True |
False |
83,897 |
| 20 |
0.7828 |
0.7526 |
0.0302 |
3.9% |
0.0052 |
0.7% |
96% |
True |
False |
78,212 |
| 40 |
0.7828 |
0.7362 |
0.0466 |
6.0% |
0.0054 |
0.7% |
98% |
True |
False |
43,543 |
| 60 |
0.7828 |
0.7315 |
0.0513 |
6.6% |
0.0055 |
0.7% |
98% |
True |
False |
29,149 |
| 80 |
0.7828 |
0.7315 |
0.0513 |
6.6% |
0.0053 |
0.7% |
98% |
True |
False |
21,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8274 |
|
2.618 |
0.8103 |
|
1.618 |
0.7998 |
|
1.000 |
0.7933 |
|
0.618 |
0.7893 |
|
HIGH |
0.7828 |
|
0.618 |
0.7788 |
|
0.500 |
0.7776 |
|
0.382 |
0.7763 |
|
LOW |
0.7723 |
|
0.618 |
0.7658 |
|
1.000 |
0.7618 |
|
1.618 |
0.7553 |
|
2.618 |
0.7448 |
|
4.250 |
0.7277 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7803 |
0.7788 |
| PP |
0.7789 |
0.7758 |
| S1 |
0.7776 |
0.7729 |
|