CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7849 |
0.7820 |
-0.0029 |
-0.4% |
0.7950 |
| High |
0.7873 |
0.7931 |
0.0058 |
0.7% |
0.7951 |
| Low |
0.7805 |
0.7813 |
0.0008 |
0.1% |
0.7835 |
| Close |
0.7815 |
0.7914 |
0.0099 |
1.3% |
0.7893 |
| Range |
0.0068 |
0.0118 |
0.0050 |
73.5% |
0.0116 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
5.4% |
0.0000 |
| Volume |
93,553 |
109,433 |
15,880 |
17.0% |
438,014 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8240 |
0.8195 |
0.7979 |
|
| R3 |
0.8122 |
0.8077 |
0.7946 |
|
| R2 |
0.8004 |
0.8004 |
0.7936 |
|
| R1 |
0.7959 |
0.7959 |
0.7925 |
0.7982 |
| PP |
0.7886 |
0.7886 |
0.7886 |
0.7897 |
| S1 |
0.7841 |
0.7841 |
0.7903 |
0.7864 |
| S2 |
0.7768 |
0.7768 |
0.7892 |
|
| S3 |
0.7650 |
0.7723 |
0.7882 |
|
| S4 |
0.7532 |
0.7605 |
0.7849 |
|
|
| 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 |
0.7931 |
0.7805 |
0.0126 |
1.6% |
0.0075 |
1.0% |
87% |
True |
False |
95,300 |
| 10 |
0.7976 |
0.7805 |
0.0171 |
2.2% |
0.0069 |
0.9% |
64% |
False |
False |
92,367 |
| 20 |
0.8061 |
0.7805 |
0.0256 |
3.2% |
0.0075 |
0.9% |
43% |
False |
False |
98,456 |
| 40 |
0.8061 |
0.7526 |
0.0535 |
6.8% |
0.0066 |
0.8% |
73% |
False |
False |
91,319 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.8% |
0.0063 |
0.8% |
79% |
False |
False |
67,522 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0061 |
0.8% |
80% |
False |
False |
50,751 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0058 |
0.7% |
80% |
False |
False |
40,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8433 |
|
2.618 |
0.8240 |
|
1.618 |
0.8122 |
|
1.000 |
0.8049 |
|
0.618 |
0.8004 |
|
HIGH |
0.7931 |
|
0.618 |
0.7886 |
|
0.500 |
0.7872 |
|
0.382 |
0.7858 |
|
LOW |
0.7813 |
|
0.618 |
0.7740 |
|
1.000 |
0.7695 |
|
1.618 |
0.7622 |
|
2.618 |
0.7504 |
|
4.250 |
0.7312 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7900 |
0.7899 |
| PP |
0.7886 |
0.7883 |
| S1 |
0.7872 |
0.7868 |
|