CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7723 |
0.7817 |
0.0094 |
1.2% |
0.7592 |
| High |
0.7828 |
0.7832 |
0.0004 |
0.1% |
0.7828 |
| Low |
0.7723 |
0.7786 |
0.0063 |
0.8% |
0.7580 |
| Close |
0.7817 |
0.7794 |
-0.0023 |
-0.3% |
0.7817 |
| Range |
0.0105 |
0.0046 |
-0.0059 |
-56.2% |
0.0248 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
114,802 |
93,299 |
-21,503 |
-18.7% |
399,912 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7942 |
0.7914 |
0.7819 |
|
| R3 |
0.7896 |
0.7868 |
0.7807 |
|
| R2 |
0.7850 |
0.7850 |
0.7802 |
|
| R1 |
0.7822 |
0.7822 |
0.7798 |
0.7813 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7800 |
| S1 |
0.7776 |
0.7776 |
0.7790 |
0.7767 |
| S2 |
0.7758 |
0.7758 |
0.7786 |
|
| S3 |
0.7712 |
0.7730 |
0.7781 |
|
| S4 |
0.7666 |
0.7684 |
0.7769 |
|
|
| 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 |
0.7832 |
0.7596 |
0.0236 |
3.0% |
0.0061 |
0.8% |
84% |
True |
False |
90,328 |
| 10 |
0.7832 |
0.7562 |
0.0270 |
3.5% |
0.0059 |
0.8% |
86% |
True |
False |
83,316 |
| 20 |
0.7832 |
0.7526 |
0.0306 |
3.9% |
0.0052 |
0.7% |
88% |
True |
False |
78,573 |
| 40 |
0.7832 |
0.7362 |
0.0470 |
6.0% |
0.0054 |
0.7% |
92% |
True |
False |
45,853 |
| 60 |
0.7832 |
0.7315 |
0.0517 |
6.6% |
0.0055 |
0.7% |
93% |
True |
False |
30,700 |
| 80 |
0.7832 |
0.7315 |
0.0517 |
6.6% |
0.0053 |
0.7% |
93% |
True |
False |
23,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8028 |
|
2.618 |
0.7952 |
|
1.618 |
0.7906 |
|
1.000 |
0.7878 |
|
0.618 |
0.7860 |
|
HIGH |
0.7832 |
|
0.618 |
0.7814 |
|
0.500 |
0.7809 |
|
0.382 |
0.7804 |
|
LOW |
0.7786 |
|
0.618 |
0.7758 |
|
1.000 |
0.7740 |
|
1.618 |
0.7712 |
|
2.618 |
0.7666 |
|
4.250 |
0.7591 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7809 |
0.7780 |
| PP |
0.7804 |
0.7765 |
| S1 |
0.7799 |
0.7751 |
|