CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7906 |
0.7949 |
0.0043 |
0.5% |
0.7592 |
| High |
0.7953 |
0.7985 |
0.0032 |
0.4% |
0.7828 |
| Low |
0.7903 |
0.7893 |
-0.0010 |
-0.1% |
0.7580 |
| Close |
0.7949 |
0.7955 |
0.0006 |
0.1% |
0.7817 |
| Range |
0.0050 |
0.0092 |
0.0042 |
84.0% |
0.0248 |
| ATR |
0.0061 |
0.0064 |
0.0002 |
3.5% |
0.0000 |
| Volume |
95,982 |
132,454 |
36,472 |
38.0% |
399,912 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8220 |
0.8180 |
0.8006 |
|
| R3 |
0.8128 |
0.8088 |
0.7980 |
|
| R2 |
0.8036 |
0.8036 |
0.7972 |
|
| R1 |
0.7996 |
0.7996 |
0.7963 |
0.8016 |
| PP |
0.7944 |
0.7944 |
0.7944 |
0.7955 |
| S1 |
0.7904 |
0.7904 |
0.7947 |
0.7924 |
| S2 |
0.7852 |
0.7852 |
0.7938 |
|
| S3 |
0.7760 |
0.7812 |
0.7930 |
|
| S4 |
0.7668 |
0.7720 |
0.7904 |
|
|
| 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 |
0.7985 |
0.7723 |
0.0262 |
3.3% |
0.0090 |
1.1% |
89% |
True |
False |
117,923 |
| 10 |
0.7985 |
0.7565 |
0.0420 |
5.3% |
0.0068 |
0.9% |
93% |
True |
False |
94,969 |
| 20 |
0.7985 |
0.7526 |
0.0459 |
5.8% |
0.0060 |
0.8% |
93% |
True |
False |
87,504 |
| 40 |
0.7985 |
0.7362 |
0.0623 |
7.8% |
0.0058 |
0.7% |
95% |
True |
False |
55,349 |
| 60 |
0.7985 |
0.7315 |
0.0670 |
8.4% |
0.0058 |
0.7% |
96% |
True |
False |
37,055 |
| 80 |
0.7985 |
0.7315 |
0.0670 |
8.4% |
0.0055 |
0.7% |
96% |
True |
False |
27,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8376 |
|
2.618 |
0.8226 |
|
1.618 |
0.8134 |
|
1.000 |
0.8077 |
|
0.618 |
0.8042 |
|
HIGH |
0.7985 |
|
0.618 |
0.7950 |
|
0.500 |
0.7939 |
|
0.382 |
0.7928 |
|
LOW |
0.7893 |
|
0.618 |
0.7836 |
|
1.000 |
0.7801 |
|
1.618 |
0.7744 |
|
2.618 |
0.7652 |
|
4.250 |
0.7502 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7950 |
0.7931 |
| PP |
0.7944 |
0.7907 |
| S1 |
0.7939 |
0.7883 |
|