CME Australian Dollar Future September 2017
Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7791 |
0.7906 |
0.0115 |
1.5% |
0.7592 |
High |
0.7937 |
0.7953 |
0.0016 |
0.2% |
0.7828 |
Low |
0.7781 |
0.7903 |
0.0122 |
1.6% |
0.7580 |
Close |
0.7916 |
0.7949 |
0.0033 |
0.4% |
0.7817 |
Range |
0.0156 |
0.0050 |
-0.0106 |
-67.9% |
0.0248 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
153,078 |
95,982 |
-57,096 |
-37.3% |
399,912 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8085 |
0.8067 |
0.7977 |
|
R3 |
0.8035 |
0.8017 |
0.7963 |
|
R2 |
0.7985 |
0.7985 |
0.7958 |
|
R1 |
0.7967 |
0.7967 |
0.7954 |
0.7976 |
PP |
0.7935 |
0.7935 |
0.7935 |
0.7940 |
S1 |
0.7917 |
0.7917 |
0.7944 |
0.7926 |
S2 |
0.7885 |
0.7885 |
0.7940 |
|
S3 |
0.7835 |
0.7867 |
0.7935 |
|
S4 |
0.7785 |
0.7817 |
0.7922 |
|
|
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 |
0.7953 |
0.7669 |
0.0284 |
3.6% |
0.0084 |
1.1% |
99% |
True |
False |
111,087 |
10 |
0.7953 |
0.7565 |
0.0388 |
4.9% |
0.0063 |
0.8% |
99% |
True |
False |
88,239 |
20 |
0.7953 |
0.7526 |
0.0427 |
5.4% |
0.0057 |
0.7% |
99% |
True |
False |
84,183 |
40 |
0.7953 |
0.7362 |
0.0591 |
7.4% |
0.0057 |
0.7% |
99% |
True |
False |
52,056 |
60 |
0.7953 |
0.7315 |
0.0638 |
8.0% |
0.0057 |
0.7% |
99% |
True |
False |
34,849 |
80 |
0.7953 |
0.7315 |
0.0638 |
8.0% |
0.0054 |
0.7% |
99% |
True |
False |
26,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8166 |
2.618 |
0.8084 |
1.618 |
0.8034 |
1.000 |
0.8003 |
0.618 |
0.7984 |
HIGH |
0.7953 |
0.618 |
0.7934 |
0.500 |
0.7928 |
0.382 |
0.7922 |
LOW |
0.7903 |
0.618 |
0.7872 |
1.000 |
0.7853 |
1.618 |
0.7822 |
2.618 |
0.7772 |
4.250 |
0.7691 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7942 |
0.7922 |
PP |
0.7935 |
0.7894 |
S1 |
0.7928 |
0.7867 |
|