CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7947 |
0.7950 |
0.0003 |
0.0% |
0.7982 |
| High |
0.7976 |
0.7951 |
-0.0025 |
-0.3% |
0.8038 |
| Low |
0.7887 |
0.7895 |
0.0008 |
0.1% |
0.7887 |
| Close |
0.7921 |
0.7909 |
-0.0012 |
-0.2% |
0.7921 |
| Range |
0.0089 |
0.0056 |
-0.0033 |
-37.1% |
0.0151 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
113,579 |
55,799 |
-57,780 |
-50.9% |
488,059 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8086 |
0.8054 |
0.7940 |
|
| R3 |
0.8030 |
0.7998 |
0.7924 |
|
| R2 |
0.7974 |
0.7974 |
0.7919 |
|
| R1 |
0.7942 |
0.7942 |
0.7914 |
0.7930 |
| PP |
0.7918 |
0.7918 |
0.7918 |
0.7913 |
| S1 |
0.7886 |
0.7886 |
0.7904 |
0.7874 |
| S2 |
0.7862 |
0.7862 |
0.7899 |
|
| S3 |
0.7806 |
0.7830 |
0.7894 |
|
| S4 |
0.7750 |
0.7774 |
0.7878 |
|
|
| 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% |
0.0066 |
0.8% |
15% |
False |
False |
93,507 |
| 10 |
0.8061 |
0.7873 |
0.0188 |
2.4% |
0.0076 |
1.0% |
19% |
False |
False |
98,227 |
| 20 |
0.8061 |
0.7596 |
0.0465 |
5.9% |
0.0076 |
1.0% |
67% |
False |
False |
100,396 |
| 40 |
0.8061 |
0.7512 |
0.0549 |
6.9% |
0.0063 |
0.8% |
72% |
False |
False |
84,078 |
| 60 |
0.8061 |
0.7355 |
0.0706 |
8.9% |
0.0061 |
0.8% |
78% |
False |
False |
56,549 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.8% |
80% |
False |
False |
42,492 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0057 |
0.7% |
80% |
False |
False |
34,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8189 |
|
2.618 |
0.8098 |
|
1.618 |
0.8042 |
|
1.000 |
0.8007 |
|
0.618 |
0.7986 |
|
HIGH |
0.7951 |
|
0.618 |
0.7930 |
|
0.500 |
0.7923 |
|
0.382 |
0.7916 |
|
LOW |
0.7895 |
|
0.618 |
0.7860 |
|
1.000 |
0.7839 |
|
1.618 |
0.7804 |
|
2.618 |
0.7748 |
|
4.250 |
0.7657 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7923 |
0.7932 |
| PP |
0.7918 |
0.7924 |
| S1 |
0.7914 |
0.7917 |
|