CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7959 |
0.7982 |
0.0023 |
0.3% |
0.7909 |
| High |
0.8003 |
0.8000 |
-0.0003 |
0.0% |
0.8061 |
| Low |
0.7932 |
0.7951 |
0.0019 |
0.2% |
0.7873 |
| Close |
0.7989 |
0.7994 |
0.0005 |
0.1% |
0.7989 |
| Range |
0.0071 |
0.0049 |
-0.0022 |
-31.0% |
0.0188 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
95,750 |
76,319 |
-19,431 |
-20.3% |
517,270 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8129 |
0.8110 |
0.8021 |
|
| R3 |
0.8080 |
0.8061 |
0.8007 |
|
| R2 |
0.8031 |
0.8031 |
0.8003 |
|
| R1 |
0.8012 |
0.8012 |
0.7998 |
0.8022 |
| PP |
0.7982 |
0.7982 |
0.7982 |
0.7986 |
| S1 |
0.7963 |
0.7963 |
0.7990 |
0.7973 |
| S2 |
0.7933 |
0.7933 |
0.7985 |
|
| S3 |
0.7884 |
0.7914 |
0.7981 |
|
| S4 |
0.7835 |
0.7865 |
0.7967 |
|
|
| 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% |
0.0086 |
1.1% |
64% |
False |
False |
102,947 |
| 10 |
0.8061 |
0.7781 |
0.0280 |
3.5% |
0.0088 |
1.1% |
76% |
False |
False |
108,875 |
| 20 |
0.8061 |
0.7562 |
0.0499 |
6.2% |
0.0073 |
0.9% |
87% |
False |
False |
96,096 |
| 40 |
0.8061 |
0.7413 |
0.0648 |
8.1% |
0.0062 |
0.8% |
90% |
False |
False |
72,875 |
| 60 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0059 |
0.7% |
91% |
False |
False |
48,794 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0058 |
0.7% |
91% |
False |
False |
36,654 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0057 |
0.7% |
91% |
False |
False |
29,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8208 |
|
2.618 |
0.8128 |
|
1.618 |
0.8079 |
|
1.000 |
0.8049 |
|
0.618 |
0.8030 |
|
HIGH |
0.8000 |
|
0.618 |
0.7981 |
|
0.500 |
0.7976 |
|
0.382 |
0.7970 |
|
LOW |
0.7951 |
|
0.618 |
0.7921 |
|
1.000 |
0.7902 |
|
1.618 |
0.7872 |
|
2.618 |
0.7823 |
|
4.250 |
0.7743 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7988 |
0.7997 |
| PP |
0.7982 |
0.7996 |
| S1 |
0.7976 |
0.7995 |
|