CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7869 |
0.7891 |
0.0022 |
0.3% |
0.7950 |
| High |
0.7906 |
0.7916 |
0.0010 |
0.1% |
0.7951 |
| Low |
0.7835 |
0.7841 |
0.0006 |
0.1% |
0.7835 |
| Close |
0.7893 |
0.7855 |
-0.0038 |
-0.5% |
0.7893 |
| Range |
0.0071 |
0.0075 |
0.0004 |
5.6% |
0.0116 |
| ATR |
0.0067 |
0.0067 |
0.0001 |
0.9% |
0.0000 |
| Volume |
109,539 |
76,691 |
-32,848 |
-30.0% |
438,014 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8096 |
0.8050 |
0.7896 |
|
| R3 |
0.8021 |
0.7975 |
0.7876 |
|
| R2 |
0.7946 |
0.7946 |
0.7869 |
|
| R1 |
0.7900 |
0.7900 |
0.7862 |
0.7886 |
| PP |
0.7871 |
0.7871 |
0.7871 |
0.7863 |
| S1 |
0.7825 |
0.7825 |
0.7848 |
0.7811 |
| S2 |
0.7796 |
0.7796 |
0.7841 |
|
| S3 |
0.7721 |
0.7750 |
0.7834 |
|
| S4 |
0.7646 |
0.7675 |
0.7814 |
|
|
| 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 |
0.7938 |
0.7835 |
0.0103 |
1.3% |
0.0061 |
0.8% |
19% |
False |
False |
91,781 |
| 10 |
0.8038 |
0.7835 |
0.0203 |
2.6% |
0.0063 |
0.8% |
10% |
False |
False |
92,644 |
| 20 |
0.8061 |
0.7781 |
0.0280 |
3.6% |
0.0076 |
1.0% |
26% |
False |
False |
100,759 |
| 40 |
0.8061 |
0.7526 |
0.0535 |
6.8% |
0.0064 |
0.8% |
61% |
False |
False |
89,666 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.9% |
0.0061 |
0.8% |
71% |
False |
False |
64,155 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.5% |
0.0060 |
0.8% |
72% |
False |
False |
48,215 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.5% |
0.0057 |
0.7% |
72% |
False |
False |
38,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8235 |
|
2.618 |
0.8112 |
|
1.618 |
0.8037 |
|
1.000 |
0.7991 |
|
0.618 |
0.7962 |
|
HIGH |
0.7916 |
|
0.618 |
0.7887 |
|
0.500 |
0.7879 |
|
0.382 |
0.7870 |
|
LOW |
0.7841 |
|
0.618 |
0.7795 |
|
1.000 |
0.7766 |
|
1.618 |
0.7720 |
|
2.618 |
0.7645 |
|
4.250 |
0.7522 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7879 |
0.7876 |
| PP |
0.7871 |
0.7869 |
| S1 |
0.7863 |
0.7862 |
|