CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7927 |
0.7884 |
-0.0043 |
-0.5% |
0.7891 |
| High |
0.7960 |
0.7942 |
-0.0018 |
-0.2% |
0.7960 |
| Low |
0.7877 |
0.7866 |
-0.0011 |
-0.1% |
0.7805 |
| Close |
0.7902 |
0.7930 |
0.0028 |
0.4% |
0.7930 |
| Range |
0.0083 |
0.0076 |
-0.0007 |
-8.4% |
0.0155 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
| Volume |
100,079 |
87,386 |
-12,693 |
-12.7% |
467,142 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8141 |
0.8111 |
0.7972 |
|
| R3 |
0.8065 |
0.8035 |
0.7951 |
|
| R2 |
0.7989 |
0.7989 |
0.7944 |
|
| R1 |
0.7959 |
0.7959 |
0.7937 |
0.7974 |
| PP |
0.7913 |
0.7913 |
0.7913 |
0.7920 |
| S1 |
0.7883 |
0.7883 |
0.7923 |
0.7898 |
| S2 |
0.7837 |
0.7837 |
0.7916 |
|
| S3 |
0.7761 |
0.7807 |
0.7909 |
|
| S4 |
0.7685 |
0.7731 |
0.7888 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8363 |
0.8302 |
0.8015 |
|
| R3 |
0.8208 |
0.8147 |
0.7973 |
|
| R2 |
0.8053 |
0.8053 |
0.7958 |
|
| R1 |
0.7992 |
0.7992 |
0.7944 |
0.8023 |
| PP |
0.7898 |
0.7898 |
0.7898 |
0.7914 |
| S1 |
0.7837 |
0.7837 |
0.7916 |
0.7868 |
| S2 |
0.7743 |
0.7743 |
0.7902 |
|
| S3 |
0.7588 |
0.7682 |
0.7887 |
|
| S4 |
0.7433 |
0.7527 |
0.7845 |
|
|
| 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% |
0.0084 |
1.1% |
81% |
False |
False |
93,428 |
| 10 |
0.7960 |
0.7805 |
0.0155 |
2.0% |
0.0070 |
0.9% |
81% |
False |
False |
90,515 |
| 20 |
0.8061 |
0.7805 |
0.0256 |
3.2% |
0.0074 |
0.9% |
49% |
False |
False |
95,524 |
| 40 |
0.8061 |
0.7531 |
0.0530 |
6.7% |
0.0068 |
0.9% |
75% |
False |
False |
92,960 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.8% |
0.0063 |
0.8% |
81% |
False |
False |
70,622 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0061 |
0.8% |
82% |
False |
False |
53,089 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
82% |
False |
False |
42,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8265 |
|
2.618 |
0.8141 |
|
1.618 |
0.8065 |
|
1.000 |
0.8018 |
|
0.618 |
0.7989 |
|
HIGH |
0.7942 |
|
0.618 |
0.7913 |
|
0.500 |
0.7904 |
|
0.382 |
0.7895 |
|
LOW |
0.7866 |
|
0.618 |
0.7819 |
|
1.000 |
0.7790 |
|
1.618 |
0.7743 |
|
2.618 |
0.7667 |
|
4.250 |
0.7543 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7921 |
0.7916 |
| PP |
0.7913 |
0.7901 |
| S1 |
0.7904 |
0.7887 |
|