CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7950 |
0.7910 |
-0.0040 |
-0.5% |
0.7982 |
| High |
0.7951 |
0.7938 |
-0.0013 |
-0.2% |
0.8038 |
| Low |
0.7895 |
0.7884 |
-0.0011 |
-0.1% |
0.7887 |
| Close |
0.7909 |
0.7909 |
0.0000 |
0.0% |
0.7921 |
| Range |
0.0056 |
0.0054 |
-0.0002 |
-3.6% |
0.0151 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
55,799 |
82,257 |
26,458 |
47.4% |
488,059 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8072 |
0.8045 |
0.7939 |
|
| R3 |
0.8018 |
0.7991 |
0.7924 |
|
| R2 |
0.7964 |
0.7964 |
0.7919 |
|
| R1 |
0.7937 |
0.7937 |
0.7914 |
0.7924 |
| PP |
0.7910 |
0.7910 |
0.7910 |
0.7904 |
| S1 |
0.7883 |
0.7883 |
0.7904 |
0.7870 |
| S2 |
0.7856 |
0.7856 |
0.7899 |
|
| S3 |
0.7802 |
0.7829 |
0.7894 |
|
| S4 |
0.7748 |
0.7775 |
0.7879 |
|
|
| 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 |
0.7989 |
0.7884 |
0.0105 |
1.3% |
0.0061 |
0.8% |
24% |
False |
True |
85,336 |
| 10 |
0.8061 |
0.7873 |
0.0188 |
2.4% |
0.0075 |
0.9% |
19% |
False |
False |
98,334 |
| 20 |
0.8061 |
0.7629 |
0.0432 |
5.5% |
0.0076 |
1.0% |
65% |
False |
False |
101,459 |
| 40 |
0.8061 |
0.7514 |
0.0547 |
6.9% |
0.0064 |
0.8% |
72% |
False |
False |
85,860 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.8% |
0.0061 |
0.8% |
78% |
False |
False |
57,915 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.8% |
80% |
False |
False |
43,519 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0057 |
0.7% |
80% |
False |
False |
34,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8167 |
|
2.618 |
0.8079 |
|
1.618 |
0.8025 |
|
1.000 |
0.7992 |
|
0.618 |
0.7971 |
|
HIGH |
0.7938 |
|
0.618 |
0.7917 |
|
0.500 |
0.7911 |
|
0.382 |
0.7905 |
|
LOW |
0.7884 |
|
0.618 |
0.7851 |
|
1.000 |
0.7830 |
|
1.618 |
0.7797 |
|
2.618 |
0.7743 |
|
4.250 |
0.7655 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7911 |
0.7930 |
| PP |
0.7910 |
0.7923 |
| S1 |
0.7910 |
0.7916 |
|