CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7891 |
0.7849 |
-0.0042 |
-0.5% |
0.7950 |
| High |
0.7916 |
0.7873 |
-0.0043 |
-0.5% |
0.7951 |
| Low |
0.7841 |
0.7805 |
-0.0036 |
-0.5% |
0.7835 |
| Close |
0.7855 |
0.7815 |
-0.0040 |
-0.5% |
0.7893 |
| Range |
0.0075 |
0.0068 |
-0.0007 |
-9.3% |
0.0116 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.1% |
0.0000 |
| Volume |
76,691 |
93,553 |
16,862 |
22.0% |
438,014 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8035 |
0.7993 |
0.7852 |
|
| R3 |
0.7967 |
0.7925 |
0.7834 |
|
| R2 |
0.7899 |
0.7899 |
0.7827 |
|
| R1 |
0.7857 |
0.7857 |
0.7821 |
0.7844 |
| PP |
0.7831 |
0.7831 |
0.7831 |
0.7825 |
| S1 |
0.7789 |
0.7789 |
0.7809 |
0.7776 |
| S2 |
0.7763 |
0.7763 |
0.7803 |
|
| S3 |
0.7695 |
0.7721 |
0.7796 |
|
| S4 |
0.7627 |
0.7653 |
0.7778 |
|
|
| 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 |
0.7916 |
0.7805 |
0.0111 |
1.4% |
0.0064 |
0.8% |
9% |
False |
True |
94,040 |
| 10 |
0.7989 |
0.7805 |
0.0184 |
2.4% |
0.0062 |
0.8% |
5% |
False |
True |
89,688 |
| 20 |
0.8061 |
0.7805 |
0.0256 |
3.3% |
0.0071 |
0.9% |
4% |
False |
True |
97,783 |
| 40 |
0.8061 |
0.7526 |
0.0535 |
6.8% |
0.0064 |
0.8% |
54% |
False |
False |
90,360 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.9% |
0.0061 |
0.8% |
65% |
False |
False |
65,706 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.5% |
0.0060 |
0.8% |
67% |
False |
False |
49,384 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.5% |
0.0057 |
0.7% |
67% |
False |
False |
39,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8162 |
|
2.618 |
0.8051 |
|
1.618 |
0.7983 |
|
1.000 |
0.7941 |
|
0.618 |
0.7915 |
|
HIGH |
0.7873 |
|
0.618 |
0.7847 |
|
0.500 |
0.7839 |
|
0.382 |
0.7831 |
|
LOW |
0.7805 |
|
0.618 |
0.7763 |
|
1.000 |
0.7737 |
|
1.618 |
0.7695 |
|
2.618 |
0.7627 |
|
4.250 |
0.7516 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7839 |
0.7861 |
| PP |
0.7831 |
0.7845 |
| S1 |
0.7823 |
0.7830 |
|