CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7885 |
0.7869 |
-0.0016 |
-0.2% |
0.7950 |
| High |
0.7908 |
0.7906 |
-0.0002 |
0.0% |
0.7951 |
| Low |
0.7863 |
0.7835 |
-0.0028 |
-0.4% |
0.7835 |
| Close |
0.7887 |
0.7893 |
0.0006 |
0.1% |
0.7893 |
| Range |
0.0045 |
0.0071 |
0.0026 |
57.8% |
0.0116 |
| ATR |
0.0066 |
0.0067 |
0.0000 |
0.5% |
0.0000 |
| Volume |
87,284 |
109,539 |
22,255 |
25.5% |
438,014 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8091 |
0.8063 |
0.7932 |
|
| R3 |
0.8020 |
0.7992 |
0.7913 |
|
| R2 |
0.7949 |
0.7949 |
0.7906 |
|
| R1 |
0.7921 |
0.7921 |
0.7900 |
0.7935 |
| PP |
0.7878 |
0.7878 |
0.7878 |
0.7885 |
| S1 |
0.7850 |
0.7850 |
0.7886 |
0.7864 |
| S2 |
0.7807 |
0.7807 |
0.7880 |
|
| S3 |
0.7736 |
0.7779 |
0.7873 |
|
| S4 |
0.7665 |
0.7708 |
0.7854 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8241 |
0.8183 |
0.7957 |
|
| R3 |
0.8125 |
0.8067 |
0.7925 |
|
| R2 |
0.8009 |
0.8009 |
0.7914 |
|
| R1 |
0.7951 |
0.7951 |
0.7904 |
0.7922 |
| PP |
0.7893 |
0.7893 |
0.7893 |
0.7879 |
| S1 |
0.7835 |
0.7835 |
0.7882 |
0.7806 |
| S2 |
0.7777 |
0.7777 |
0.7872 |
|
| S3 |
0.7661 |
0.7719 |
0.7861 |
|
| S4 |
0.7545 |
0.7603 |
0.7829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7951 |
0.7835 |
0.0116 |
1.5% |
0.0057 |
0.7% |
50% |
False |
True |
87,602 |
| 10 |
0.8038 |
0.7835 |
0.0203 |
2.6% |
0.0061 |
0.8% |
29% |
False |
True |
92,607 |
| 20 |
0.8061 |
0.7781 |
0.0280 |
3.5% |
0.0074 |
0.9% |
40% |
False |
False |
101,590 |
| 40 |
0.8061 |
0.7526 |
0.0535 |
6.8% |
0.0063 |
0.8% |
69% |
False |
False |
89,901 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.9% |
0.0061 |
0.8% |
76% |
False |
False |
62,892 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.5% |
0.0060 |
0.8% |
77% |
False |
False |
47,259 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.5% |
0.0057 |
0.7% |
77% |
False |
False |
37,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8208 |
|
2.618 |
0.8092 |
|
1.618 |
0.8021 |
|
1.000 |
0.7977 |
|
0.618 |
0.7950 |
|
HIGH |
0.7906 |
|
0.618 |
0.7879 |
|
0.500 |
0.7871 |
|
0.382 |
0.7862 |
|
LOW |
0.7835 |
|
0.618 |
0.7791 |
|
1.000 |
0.7764 |
|
1.618 |
0.7720 |
|
2.618 |
0.7649 |
|
4.250 |
0.7533 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7886 |
0.7886 |
| PP |
0.7878 |
0.7880 |
| S1 |
0.7871 |
0.7873 |
|