CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7953 |
0.7909 |
-0.0044 |
-0.6% |
0.7817 |
| High |
0.7953 |
0.7962 |
0.0009 |
0.1% |
0.7985 |
| Low |
0.7870 |
0.7898 |
0.0028 |
0.4% |
0.7781 |
| Close |
0.7913 |
0.7920 |
0.0007 |
0.1% |
0.7913 |
| Range |
0.0083 |
0.0064 |
-0.0019 |
-22.9% |
0.0204 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
113,649 |
78,850 |
-34,799 |
-30.6% |
588,462 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8119 |
0.8083 |
0.7955 |
|
| R3 |
0.8055 |
0.8019 |
0.7938 |
|
| R2 |
0.7991 |
0.7991 |
0.7932 |
|
| R1 |
0.7955 |
0.7955 |
0.7926 |
0.7973 |
| PP |
0.7927 |
0.7927 |
0.7927 |
0.7936 |
| S1 |
0.7891 |
0.7891 |
0.7914 |
0.7909 |
| S2 |
0.7863 |
0.7863 |
0.7908 |
|
| S3 |
0.7799 |
0.7827 |
0.7902 |
|
| S4 |
0.7735 |
0.7763 |
0.7885 |
|
|
| 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% |
0.0089 |
1.1% |
68% |
False |
False |
114,802 |
| 10 |
0.7985 |
0.7596 |
0.0389 |
4.9% |
0.0075 |
0.9% |
83% |
False |
False |
102,565 |
| 20 |
0.7985 |
0.7555 |
0.0430 |
5.4% |
0.0064 |
0.8% |
85% |
False |
False |
91,643 |
| 40 |
0.7985 |
0.7362 |
0.0623 |
7.9% |
0.0058 |
0.7% |
90% |
False |
False |
60,121 |
| 60 |
0.7985 |
0.7315 |
0.0670 |
8.5% |
0.0058 |
0.7% |
90% |
False |
False |
40,256 |
| 80 |
0.7985 |
0.7315 |
0.0670 |
8.5% |
0.0055 |
0.7% |
90% |
False |
False |
30,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8234 |
|
2.618 |
0.8130 |
|
1.618 |
0.8066 |
|
1.000 |
0.8026 |
|
0.618 |
0.8002 |
|
HIGH |
0.7962 |
|
0.618 |
0.7938 |
|
0.500 |
0.7930 |
|
0.382 |
0.7922 |
|
LOW |
0.7898 |
|
0.618 |
0.7858 |
|
1.000 |
0.7834 |
|
1.618 |
0.7794 |
|
2.618 |
0.7730 |
|
4.250 |
0.7626 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7930 |
0.7928 |
| PP |
0.7927 |
0.7925 |
| S1 |
0.7923 |
0.7923 |
|