CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7982 |
0.7997 |
0.0015 |
0.2% |
0.7909 |
| High |
0.8000 |
0.8038 |
0.0038 |
0.5% |
0.8061 |
| Low |
0.7951 |
0.7956 |
0.0005 |
0.1% |
0.7873 |
| Close |
0.7994 |
0.7965 |
-0.0029 |
-0.4% |
0.7989 |
| Range |
0.0049 |
0.0082 |
0.0033 |
67.3% |
0.0188 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.1% |
0.0000 |
| Volume |
76,319 |
123,116 |
46,797 |
61.3% |
517,270 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8232 |
0.8181 |
0.8010 |
|
| R3 |
0.8150 |
0.8099 |
0.7988 |
|
| R2 |
0.8068 |
0.8068 |
0.7980 |
|
| R1 |
0.8017 |
0.8017 |
0.7973 |
0.8002 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7979 |
| S1 |
0.7935 |
0.7935 |
0.7957 |
0.7920 |
| S2 |
0.7904 |
0.7904 |
0.7950 |
|
| S3 |
0.7822 |
0.7853 |
0.7942 |
|
| S4 |
0.7740 |
0.7771 |
0.7920 |
|
|
| 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% |
49% |
False |
False |
111,332 |
| 10 |
0.8061 |
0.7870 |
0.0191 |
2.4% |
0.0080 |
1.0% |
50% |
False |
False |
105,879 |
| 20 |
0.8061 |
0.7562 |
0.0499 |
6.3% |
0.0075 |
0.9% |
81% |
False |
False |
99,099 |
| 40 |
0.8061 |
0.7447 |
0.0614 |
7.7% |
0.0062 |
0.8% |
84% |
False |
False |
75,904 |
| 60 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0060 |
0.8% |
87% |
False |
False |
50,841 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
87% |
False |
False |
38,192 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0057 |
0.7% |
87% |
False |
False |
30,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8387 |
|
2.618 |
0.8253 |
|
1.618 |
0.8171 |
|
1.000 |
0.8120 |
|
0.618 |
0.8089 |
|
HIGH |
0.8038 |
|
0.618 |
0.8007 |
|
0.500 |
0.7997 |
|
0.382 |
0.7987 |
|
LOW |
0.7956 |
|
0.618 |
0.7905 |
|
1.000 |
0.7874 |
|
1.618 |
0.7823 |
|
2.618 |
0.7741 |
|
4.250 |
0.7608 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7997 |
0.7985 |
| PP |
0.7986 |
0.7978 |
| S1 |
0.7976 |
0.7972 |
|