CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7909 |
0.7919 |
0.0010 |
0.1% |
0.7817 |
| High |
0.7962 |
0.7965 |
0.0003 |
0.0% |
0.7985 |
| Low |
0.7898 |
0.7898 |
0.0000 |
0.0% |
0.7781 |
| Close |
0.7920 |
0.7934 |
0.0014 |
0.2% |
0.7913 |
| Range |
0.0064 |
0.0067 |
0.0003 |
4.7% |
0.0204 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.2% |
0.0000 |
| Volume |
78,850 |
81,194 |
2,344 |
3.0% |
588,462 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8133 |
0.8101 |
0.7971 |
|
| R3 |
0.8066 |
0.8034 |
0.7952 |
|
| R2 |
0.7999 |
0.7999 |
0.7946 |
|
| R1 |
0.7967 |
0.7967 |
0.7940 |
0.7983 |
| PP |
0.7932 |
0.7932 |
0.7932 |
0.7941 |
| S1 |
0.7900 |
0.7900 |
0.7928 |
0.7916 |
| S2 |
0.7865 |
0.7865 |
0.7922 |
|
| S3 |
0.7798 |
0.7833 |
0.7916 |
|
| S4 |
0.7731 |
0.7766 |
0.7897 |
|
|
| 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 |
0.7870 |
0.0115 |
1.4% |
0.0071 |
0.9% |
56% |
False |
False |
100,425 |
| 10 |
0.7985 |
0.7629 |
0.0356 |
4.5% |
0.0078 |
1.0% |
86% |
False |
False |
104,584 |
| 20 |
0.7985 |
0.7562 |
0.0423 |
5.3% |
0.0066 |
0.8% |
88% |
False |
False |
93,056 |
| 40 |
0.7985 |
0.7362 |
0.0623 |
7.9% |
0.0059 |
0.7% |
92% |
False |
False |
62,135 |
| 60 |
0.7985 |
0.7315 |
0.0670 |
8.4% |
0.0058 |
0.7% |
92% |
False |
False |
41,608 |
| 80 |
0.7985 |
0.7315 |
0.0670 |
8.4% |
0.0056 |
0.7% |
92% |
False |
False |
31,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8250 |
|
2.618 |
0.8140 |
|
1.618 |
0.8073 |
|
1.000 |
0.8032 |
|
0.618 |
0.8006 |
|
HIGH |
0.7965 |
|
0.618 |
0.7939 |
|
0.500 |
0.7932 |
|
0.382 |
0.7924 |
|
LOW |
0.7898 |
|
0.618 |
0.7857 |
|
1.000 |
0.7831 |
|
1.618 |
0.7790 |
|
2.618 |
0.7723 |
|
4.250 |
0.7613 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7933 |
0.7929 |
| PP |
0.7932 |
0.7923 |
| S1 |
0.7932 |
0.7918 |
|