CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7911 |
0.7885 |
-0.0026 |
-0.3% |
0.7982 |
| High |
0.7911 |
0.7908 |
-0.0003 |
0.0% |
0.8038 |
| Low |
0.7852 |
0.7863 |
0.0011 |
0.1% |
0.7887 |
| Close |
0.7880 |
0.7887 |
0.0007 |
0.1% |
0.7921 |
| Range |
0.0059 |
0.0045 |
-0.0014 |
-23.7% |
0.0151 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
103,135 |
87,284 |
-15,851 |
-15.4% |
488,059 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8021 |
0.7999 |
0.7912 |
|
| R3 |
0.7976 |
0.7954 |
0.7899 |
|
| R2 |
0.7931 |
0.7931 |
0.7895 |
|
| R1 |
0.7909 |
0.7909 |
0.7891 |
0.7920 |
| PP |
0.7886 |
0.7886 |
0.7886 |
0.7892 |
| S1 |
0.7864 |
0.7864 |
0.7883 |
0.7875 |
| S2 |
0.7841 |
0.7841 |
0.7879 |
|
| S3 |
0.7796 |
0.7819 |
0.7875 |
|
| S4 |
0.7751 |
0.7774 |
0.7862 |
|
|
| 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 |
0.7976 |
0.7852 |
0.0124 |
1.6% |
0.0061 |
0.8% |
28% |
False |
False |
88,410 |
| 10 |
0.8038 |
0.7852 |
0.0186 |
2.4% |
0.0061 |
0.8% |
19% |
False |
False |
91,228 |
| 20 |
0.8061 |
0.7723 |
0.0338 |
4.3% |
0.0076 |
1.0% |
49% |
False |
False |
101,853 |
| 40 |
0.8061 |
0.7526 |
0.0535 |
6.8% |
0.0063 |
0.8% |
67% |
False |
False |
88,429 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.9% |
0.0061 |
0.8% |
75% |
False |
False |
61,073 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.5% |
0.0060 |
0.8% |
77% |
False |
False |
45,895 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.5% |
0.0057 |
0.7% |
77% |
False |
False |
36,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8099 |
|
2.618 |
0.8026 |
|
1.618 |
0.7981 |
|
1.000 |
0.7953 |
|
0.618 |
0.7936 |
|
HIGH |
0.7908 |
|
0.618 |
0.7891 |
|
0.500 |
0.7886 |
|
0.382 |
0.7880 |
|
LOW |
0.7863 |
|
0.618 |
0.7835 |
|
1.000 |
0.7818 |
|
1.618 |
0.7790 |
|
2.618 |
0.7745 |
|
4.250 |
0.7672 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7887 |
0.7895 |
| PP |
0.7886 |
0.7892 |
| S1 |
0.7886 |
0.7890 |
|