CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7817 |
0.7791 |
-0.0026 |
-0.3% |
0.7592 |
| High |
0.7832 |
0.7937 |
0.0105 |
1.3% |
0.7828 |
| Low |
0.7786 |
0.7781 |
-0.0005 |
-0.1% |
0.7580 |
| Close |
0.7794 |
0.7916 |
0.0122 |
1.6% |
0.7817 |
| Range |
0.0046 |
0.0156 |
0.0110 |
239.1% |
0.0248 |
| ATR |
0.0055 |
0.0062 |
0.0007 |
13.1% |
0.0000 |
| Volume |
93,299 |
153,078 |
59,779 |
64.1% |
399,912 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8346 |
0.8287 |
0.8002 |
|
| R3 |
0.8190 |
0.8131 |
0.7959 |
|
| R2 |
0.8034 |
0.8034 |
0.7945 |
|
| R1 |
0.7975 |
0.7975 |
0.7930 |
0.8005 |
| PP |
0.7878 |
0.7878 |
0.7878 |
0.7893 |
| S1 |
0.7819 |
0.7819 |
0.7902 |
0.7849 |
| S2 |
0.7722 |
0.7722 |
0.7887 |
|
| S3 |
0.7566 |
0.7663 |
0.7873 |
|
| S4 |
0.7410 |
0.7507 |
0.7830 |
|
|
| 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 |
0.7937 |
0.7629 |
0.0308 |
3.9% |
0.0084 |
1.1% |
93% |
True |
False |
108,742 |
| 10 |
0.7937 |
0.7562 |
0.0375 |
4.7% |
0.0069 |
0.9% |
94% |
True |
False |
92,320 |
| 20 |
0.7937 |
0.7526 |
0.0411 |
5.2% |
0.0058 |
0.7% |
95% |
True |
False |
82,937 |
| 40 |
0.7937 |
0.7362 |
0.0575 |
7.3% |
0.0057 |
0.7% |
96% |
True |
False |
49,667 |
| 60 |
0.7937 |
0.7315 |
0.0622 |
7.9% |
0.0057 |
0.7% |
97% |
True |
False |
33,251 |
| 80 |
0.7937 |
0.7315 |
0.0622 |
7.9% |
0.0054 |
0.7% |
97% |
True |
False |
24,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8600 |
|
2.618 |
0.8345 |
|
1.618 |
0.8189 |
|
1.000 |
0.8093 |
|
0.618 |
0.8033 |
|
HIGH |
0.7937 |
|
0.618 |
0.7877 |
|
0.500 |
0.7859 |
|
0.382 |
0.7841 |
|
LOW |
0.7781 |
|
0.618 |
0.7685 |
|
1.000 |
0.7625 |
|
1.618 |
0.7529 |
|
2.618 |
0.7373 |
|
4.250 |
0.7118 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7897 |
0.7887 |
| PP |
0.7878 |
0.7859 |
| S1 |
0.7859 |
0.7830 |
|