CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7963 |
0.7947 |
-0.0016 |
-0.2% |
0.7982 |
| High |
0.7963 |
0.7976 |
0.0013 |
0.2% |
0.8038 |
| Low |
0.7911 |
0.7887 |
-0.0024 |
-0.3% |
0.7887 |
| Close |
0.7939 |
0.7921 |
-0.0018 |
-0.2% |
0.7921 |
| Range |
0.0052 |
0.0089 |
0.0037 |
71.2% |
0.0151 |
| ATR |
0.0069 |
0.0071 |
0.0001 |
2.0% |
0.0000 |
| Volume |
92,405 |
113,579 |
21,174 |
22.9% |
488,059 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8195 |
0.8147 |
0.7970 |
|
| R3 |
0.8106 |
0.8058 |
0.7945 |
|
| R2 |
0.8017 |
0.8017 |
0.7937 |
|
| R1 |
0.7969 |
0.7969 |
0.7929 |
0.7949 |
| PP |
0.7928 |
0.7928 |
0.7928 |
0.7918 |
| S1 |
0.7880 |
0.7880 |
0.7913 |
0.7860 |
| S2 |
0.7839 |
0.7839 |
0.7905 |
|
| S3 |
0.7750 |
0.7791 |
0.7897 |
|
| S4 |
0.7661 |
0.7702 |
0.7872 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8402 |
0.8312 |
0.8004 |
|
| R3 |
0.8251 |
0.8161 |
0.7963 |
|
| R2 |
0.8100 |
0.8100 |
0.7949 |
|
| R1 |
0.8010 |
0.8010 |
0.7935 |
0.7980 |
| PP |
0.7949 |
0.7949 |
0.7949 |
0.7933 |
| S1 |
0.7859 |
0.7859 |
0.7907 |
0.7829 |
| S2 |
0.7798 |
0.7798 |
0.7893 |
|
| S3 |
0.7647 |
0.7708 |
0.7879 |
|
| S4 |
0.7496 |
0.7557 |
0.7838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8038 |
0.7887 |
0.0151 |
1.9% |
0.0065 |
0.8% |
23% |
False |
True |
97,611 |
| 10 |
0.8061 |
0.7873 |
0.0188 |
2.4% |
0.0077 |
1.0% |
26% |
False |
False |
100,532 |
| 20 |
0.8061 |
0.7580 |
0.0481 |
6.1% |
0.0074 |
0.9% |
71% |
False |
False |
99,685 |
| 40 |
0.8061 |
0.7509 |
0.0552 |
7.0% |
0.0062 |
0.8% |
75% |
False |
False |
82,791 |
| 60 |
0.8061 |
0.7325 |
0.0736 |
9.3% |
0.0060 |
0.8% |
81% |
False |
False |
55,624 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.8% |
81% |
False |
False |
41,796 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0058 |
0.7% |
81% |
False |
False |
33,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8354 |
|
2.618 |
0.8209 |
|
1.618 |
0.8120 |
|
1.000 |
0.8065 |
|
0.618 |
0.8031 |
|
HIGH |
0.7976 |
|
0.618 |
0.7942 |
|
0.500 |
0.7932 |
|
0.382 |
0.7921 |
|
LOW |
0.7887 |
|
0.618 |
0.7832 |
|
1.000 |
0.7798 |
|
1.618 |
0.7743 |
|
2.618 |
0.7654 |
|
4.250 |
0.7509 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7932 |
0.7938 |
| PP |
0.7928 |
0.7932 |
| S1 |
0.7925 |
0.7927 |
|