CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7820 |
0.7927 |
0.0107 |
1.4% |
0.7950 |
| High |
0.7931 |
0.7960 |
0.0029 |
0.4% |
0.7951 |
| Low |
0.7813 |
0.7877 |
0.0064 |
0.8% |
0.7835 |
| Close |
0.7914 |
0.7902 |
-0.0012 |
-0.2% |
0.7893 |
| Range |
0.0118 |
0.0083 |
-0.0035 |
-29.7% |
0.0116 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.2% |
0.0000 |
| Volume |
109,433 |
100,079 |
-9,354 |
-8.5% |
438,014 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8162 |
0.8115 |
0.7948 |
|
| R3 |
0.8079 |
0.8032 |
0.7925 |
|
| R2 |
0.7996 |
0.7996 |
0.7917 |
|
| R1 |
0.7949 |
0.7949 |
0.7910 |
0.7931 |
| PP |
0.7913 |
0.7913 |
0.7913 |
0.7904 |
| S1 |
0.7866 |
0.7866 |
0.7894 |
0.7848 |
| S2 |
0.7830 |
0.7830 |
0.7887 |
|
| S3 |
0.7747 |
0.7783 |
0.7879 |
|
| S4 |
0.7664 |
0.7700 |
0.7856 |
|
|
| 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 |
0.7960 |
0.7805 |
0.0155 |
2.0% |
0.0083 |
1.1% |
63% |
True |
False |
97,859 |
| 10 |
0.7976 |
0.7805 |
0.0171 |
2.2% |
0.0072 |
0.9% |
57% |
False |
False |
93,134 |
| 20 |
0.8061 |
0.7805 |
0.0256 |
3.2% |
0.0074 |
0.9% |
38% |
False |
False |
96,837 |
| 40 |
0.8061 |
0.7526 |
0.0535 |
6.8% |
0.0067 |
0.8% |
70% |
False |
False |
92,171 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.8% |
0.0063 |
0.8% |
77% |
False |
False |
69,179 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0062 |
0.8% |
79% |
False |
False |
52,001 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
79% |
False |
False |
41,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8313 |
|
2.618 |
0.8177 |
|
1.618 |
0.8094 |
|
1.000 |
0.8043 |
|
0.618 |
0.8011 |
|
HIGH |
0.7960 |
|
0.618 |
0.7928 |
|
0.500 |
0.7919 |
|
0.382 |
0.7909 |
|
LOW |
0.7877 |
|
0.618 |
0.7826 |
|
1.000 |
0.7794 |
|
1.618 |
0.7743 |
|
2.618 |
0.7660 |
|
4.250 |
0.7524 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7919 |
0.7896 |
| PP |
0.7913 |
0.7889 |
| S1 |
0.7908 |
0.7883 |
|