CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8007 |
0.7959 |
-0.0048 |
-0.6% |
0.7909 |
| High |
0.8061 |
0.8003 |
-0.0058 |
-0.7% |
0.8061 |
| Low |
0.7952 |
0.7932 |
-0.0020 |
-0.3% |
0.7873 |
| Close |
0.7964 |
0.7989 |
0.0025 |
0.3% |
0.7989 |
| Range |
0.0109 |
0.0071 |
-0.0038 |
-34.9% |
0.0188 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
120,559 |
95,750 |
-24,809 |
-20.6% |
517,270 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8188 |
0.8159 |
0.8028 |
|
| R3 |
0.8117 |
0.8088 |
0.8009 |
|
| R2 |
0.8046 |
0.8046 |
0.8002 |
|
| R1 |
0.8017 |
0.8017 |
0.7996 |
0.8032 |
| PP |
0.7975 |
0.7975 |
0.7975 |
0.7982 |
| S1 |
0.7946 |
0.7946 |
0.7982 |
0.7961 |
| S2 |
0.7904 |
0.7904 |
0.7976 |
|
| S3 |
0.7833 |
0.7875 |
0.7969 |
|
| S4 |
0.7762 |
0.7804 |
0.7950 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8538 |
0.8452 |
0.8092 |
|
| R3 |
0.8350 |
0.8264 |
0.8041 |
|
| R2 |
0.8162 |
0.8162 |
0.8023 |
|
| R1 |
0.8076 |
0.8076 |
0.8006 |
0.8119 |
| PP |
0.7974 |
0.7974 |
0.7974 |
0.7996 |
| S1 |
0.7888 |
0.7888 |
0.7972 |
0.7931 |
| S2 |
0.7786 |
0.7786 |
0.7955 |
|
| S3 |
0.7598 |
0.7700 |
0.7937 |
|
| S4 |
0.7410 |
0.7512 |
0.7886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8061 |
0.7873 |
0.0188 |
2.4% |
0.0089 |
1.1% |
62% |
False |
False |
103,454 |
| 10 |
0.8061 |
0.7781 |
0.0280 |
3.5% |
0.0087 |
1.1% |
74% |
False |
False |
110,573 |
| 20 |
0.8061 |
0.7562 |
0.0499 |
6.2% |
0.0073 |
0.9% |
86% |
False |
False |
97,235 |
| 40 |
0.8061 |
0.7362 |
0.0699 |
8.7% |
0.0062 |
0.8% |
90% |
False |
False |
70,996 |
| 60 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0059 |
0.7% |
90% |
False |
False |
47,529 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0058 |
0.7% |
90% |
False |
False |
35,700 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0057 |
0.7% |
90% |
False |
False |
28,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8305 |
|
2.618 |
0.8189 |
|
1.618 |
0.8118 |
|
1.000 |
0.8074 |
|
0.618 |
0.8047 |
|
HIGH |
0.8003 |
|
0.618 |
0.7976 |
|
0.500 |
0.7968 |
|
0.382 |
0.7959 |
|
LOW |
0.7932 |
|
0.618 |
0.7888 |
|
1.000 |
0.7861 |
|
1.618 |
0.7817 |
|
2.618 |
0.7746 |
|
4.250 |
0.7630 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7982 |
0.7982 |
| PP |
0.7975 |
0.7974 |
| S1 |
0.7968 |
0.7967 |
|