CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7932 |
0.8007 |
0.0075 |
0.9% |
0.7817 |
| High |
0.8008 |
0.8061 |
0.0053 |
0.7% |
0.7985 |
| Low |
0.7873 |
0.7952 |
0.0079 |
1.0% |
0.7781 |
| Close |
0.7969 |
0.7964 |
-0.0005 |
-0.1% |
0.7913 |
| Range |
0.0135 |
0.0109 |
-0.0026 |
-19.3% |
0.0204 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
3.9% |
0.0000 |
| Volume |
140,917 |
120,559 |
-20,358 |
-14.4% |
588,462 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8319 |
0.8251 |
0.8024 |
|
| R3 |
0.8210 |
0.8142 |
0.7994 |
|
| R2 |
0.8101 |
0.8101 |
0.7984 |
|
| R1 |
0.8033 |
0.8033 |
0.7974 |
0.8013 |
| PP |
0.7992 |
0.7992 |
0.7992 |
0.7982 |
| S1 |
0.7924 |
0.7924 |
0.7954 |
0.7904 |
| S2 |
0.7883 |
0.7883 |
0.7944 |
|
| S3 |
0.7774 |
0.7815 |
0.7934 |
|
| S4 |
0.7665 |
0.7706 |
0.7904 |
|
|
| 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 |
0.8061 |
0.7870 |
0.0191 |
2.4% |
0.0092 |
1.2% |
49% |
True |
False |
107,033 |
| 10 |
0.8061 |
0.7723 |
0.0338 |
4.2% |
0.0091 |
1.1% |
71% |
True |
False |
112,478 |
| 20 |
0.8061 |
0.7562 |
0.0499 |
6.3% |
0.0072 |
0.9% |
81% |
True |
False |
97,575 |
| 40 |
0.8061 |
0.7362 |
0.0699 |
8.8% |
0.0062 |
0.8% |
86% |
True |
False |
68,628 |
| 60 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0060 |
0.8% |
87% |
True |
False |
45,949 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0058 |
0.7% |
87% |
True |
False |
34,504 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0057 |
0.7% |
87% |
True |
False |
27,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8524 |
|
2.618 |
0.8346 |
|
1.618 |
0.8237 |
|
1.000 |
0.8170 |
|
0.618 |
0.8128 |
|
HIGH |
0.8061 |
|
0.618 |
0.8019 |
|
0.500 |
0.8007 |
|
0.382 |
0.7994 |
|
LOW |
0.7952 |
|
0.618 |
0.7885 |
|
1.000 |
0.7843 |
|
1.618 |
0.7776 |
|
2.618 |
0.7667 |
|
4.250 |
0.7489 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8007 |
0.7967 |
| PP |
0.7992 |
0.7966 |
| S1 |
0.7978 |
0.7965 |
|