CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7919 |
0.7932 |
0.0013 |
0.2% |
0.7817 |
| High |
0.7965 |
0.8008 |
0.0043 |
0.5% |
0.7985 |
| Low |
0.7898 |
0.7873 |
-0.0025 |
-0.3% |
0.7781 |
| Close |
0.7934 |
0.7969 |
0.0035 |
0.4% |
0.7913 |
| Range |
0.0067 |
0.0135 |
0.0068 |
101.5% |
0.0204 |
| ATR |
0.0065 |
0.0070 |
0.0005 |
7.6% |
0.0000 |
| Volume |
81,194 |
140,917 |
59,723 |
73.6% |
588,462 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8355 |
0.8297 |
0.8043 |
|
| R3 |
0.8220 |
0.8162 |
0.8006 |
|
| R2 |
0.8085 |
0.8085 |
0.7994 |
|
| R1 |
0.8027 |
0.8027 |
0.7981 |
0.8056 |
| PP |
0.7950 |
0.7950 |
0.7950 |
0.7965 |
| S1 |
0.7892 |
0.7892 |
0.7957 |
0.7921 |
| S2 |
0.7815 |
0.7815 |
0.7944 |
|
| S3 |
0.7680 |
0.7757 |
0.7932 |
|
| S4 |
0.7545 |
0.7622 |
0.7895 |
|
|
| 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 |
0.8008 |
0.7870 |
0.0138 |
1.7% |
0.0088 |
1.1% |
72% |
True |
False |
109,412 |
| 10 |
0.8008 |
0.7669 |
0.0339 |
4.3% |
0.0086 |
1.1% |
88% |
True |
False |
110,250 |
| 20 |
0.8008 |
0.7562 |
0.0446 |
5.6% |
0.0070 |
0.9% |
91% |
True |
False |
96,701 |
| 40 |
0.8008 |
0.7362 |
0.0646 |
8.1% |
0.0061 |
0.8% |
94% |
True |
False |
65,637 |
| 60 |
0.8008 |
0.7315 |
0.0693 |
8.7% |
0.0059 |
0.7% |
94% |
True |
False |
43,945 |
| 80 |
0.8008 |
0.7315 |
0.0693 |
8.7% |
0.0057 |
0.7% |
94% |
True |
False |
33,001 |
| 100 |
0.8008 |
0.7315 |
0.0693 |
8.7% |
0.0056 |
0.7% |
94% |
True |
False |
26,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8582 |
|
2.618 |
0.8361 |
|
1.618 |
0.8226 |
|
1.000 |
0.8143 |
|
0.618 |
0.8091 |
|
HIGH |
0.8008 |
|
0.618 |
0.7956 |
|
0.500 |
0.7941 |
|
0.382 |
0.7925 |
|
LOW |
0.7873 |
|
0.618 |
0.7790 |
|
1.000 |
0.7738 |
|
1.618 |
0.7655 |
|
2.618 |
0.7520 |
|
4.250 |
0.7299 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7960 |
0.7960 |
| PP |
0.7950 |
0.7950 |
| S1 |
0.7941 |
0.7941 |
|