CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7949 |
0.7953 |
0.0004 |
0.1% |
0.7817 |
| High |
0.7985 |
0.7953 |
-0.0032 |
-0.4% |
0.7985 |
| Low |
0.7893 |
0.7870 |
-0.0023 |
-0.3% |
0.7781 |
| Close |
0.7955 |
0.7913 |
-0.0042 |
-0.5% |
0.7913 |
| Range |
0.0092 |
0.0083 |
-0.0009 |
-9.8% |
0.0204 |
| ATR |
0.0064 |
0.0065 |
0.0002 |
2.4% |
0.0000 |
| Volume |
132,454 |
113,649 |
-18,805 |
-14.2% |
588,462 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8161 |
0.8120 |
0.7959 |
|
| R3 |
0.8078 |
0.8037 |
0.7936 |
|
| R2 |
0.7995 |
0.7995 |
0.7928 |
|
| R1 |
0.7954 |
0.7954 |
0.7921 |
0.7933 |
| PP |
0.7912 |
0.7912 |
0.7912 |
0.7902 |
| S1 |
0.7871 |
0.7871 |
0.7905 |
0.7850 |
| S2 |
0.7829 |
0.7829 |
0.7898 |
|
| S3 |
0.7746 |
0.7788 |
0.7890 |
|
| S4 |
0.7663 |
0.7705 |
0.7867 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8505 |
0.8413 |
0.8025 |
|
| R3 |
0.8301 |
0.8209 |
0.7969 |
|
| R2 |
0.8097 |
0.8097 |
0.7950 |
|
| R1 |
0.8005 |
0.8005 |
0.7932 |
0.8051 |
| PP |
0.7893 |
0.7893 |
0.7893 |
0.7916 |
| S1 |
0.7801 |
0.7801 |
0.7894 |
0.7847 |
| S2 |
0.7689 |
0.7689 |
0.7876 |
|
| S3 |
0.7485 |
0.7597 |
0.7857 |
|
| S4 |
0.7281 |
0.7393 |
0.7801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7985 |
0.7781 |
0.0204 |
2.6% |
0.0085 |
1.1% |
65% |
False |
False |
117,692 |
| 10 |
0.7985 |
0.7580 |
0.0405 |
5.1% |
0.0071 |
0.9% |
82% |
False |
False |
98,837 |
| 20 |
0.7985 |
0.7531 |
0.0454 |
5.7% |
0.0063 |
0.8% |
84% |
False |
False |
90,397 |
| 40 |
0.7985 |
0.7362 |
0.0623 |
7.9% |
0.0058 |
0.7% |
88% |
False |
False |
58,171 |
| 60 |
0.7985 |
0.7315 |
0.0670 |
8.5% |
0.0057 |
0.7% |
89% |
False |
False |
38,944 |
| 80 |
0.7985 |
0.7315 |
0.0670 |
8.5% |
0.0055 |
0.7% |
89% |
False |
False |
29,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8306 |
|
2.618 |
0.8170 |
|
1.618 |
0.8087 |
|
1.000 |
0.8036 |
|
0.618 |
0.8004 |
|
HIGH |
0.7953 |
|
0.618 |
0.7921 |
|
0.500 |
0.7912 |
|
0.382 |
0.7902 |
|
LOW |
0.7870 |
|
0.618 |
0.7819 |
|
1.000 |
0.7787 |
|
1.618 |
0.7736 |
|
2.618 |
0.7653 |
|
4.250 |
0.7517 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7913 |
0.7928 |
| PP |
0.7912 |
0.7923 |
| S1 |
0.7912 |
0.7918 |
|