CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7884 |
0.7924 |
0.0040 |
0.5% |
0.7891 |
| High |
0.7942 |
0.7948 |
0.0006 |
0.1% |
0.7960 |
| Low |
0.7866 |
0.7909 |
0.0043 |
0.5% |
0.7805 |
| Close |
0.7930 |
0.7932 |
0.0002 |
0.0% |
0.7930 |
| Range |
0.0076 |
0.0039 |
-0.0037 |
-48.7% |
0.0155 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
87,386 |
54,294 |
-33,092 |
-37.9% |
467,142 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.8028 |
0.7953 |
|
| R3 |
0.8008 |
0.7989 |
0.7943 |
|
| R2 |
0.7969 |
0.7969 |
0.7939 |
|
| R1 |
0.7950 |
0.7950 |
0.7936 |
0.7960 |
| PP |
0.7930 |
0.7930 |
0.7930 |
0.7934 |
| S1 |
0.7911 |
0.7911 |
0.7928 |
0.7921 |
| S2 |
0.7891 |
0.7891 |
0.7925 |
|
| S3 |
0.7852 |
0.7872 |
0.7921 |
|
| S4 |
0.7813 |
0.7833 |
0.7911 |
|
|
| 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% |
0.0077 |
1.0% |
82% |
False |
False |
88,949 |
| 10 |
0.7960 |
0.7805 |
0.0155 |
2.0% |
0.0069 |
0.9% |
82% |
False |
False |
90,365 |
| 20 |
0.8061 |
0.7805 |
0.0256 |
3.2% |
0.0072 |
0.9% |
50% |
False |
False |
94,296 |
| 40 |
0.8061 |
0.7555 |
0.0506 |
6.4% |
0.0068 |
0.9% |
75% |
False |
False |
92,969 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.8% |
0.0063 |
0.8% |
82% |
False |
False |
71,512 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0061 |
0.8% |
83% |
False |
False |
53,766 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
83% |
False |
False |
43,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8114 |
|
2.618 |
0.8050 |
|
1.618 |
0.8011 |
|
1.000 |
0.7987 |
|
0.618 |
0.7972 |
|
HIGH |
0.7948 |
|
0.618 |
0.7933 |
|
0.500 |
0.7929 |
|
0.382 |
0.7924 |
|
LOW |
0.7909 |
|
0.618 |
0.7885 |
|
1.000 |
0.7870 |
|
1.618 |
0.7846 |
|
2.618 |
0.7807 |
|
4.250 |
0.7743 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7931 |
0.7926 |
| PP |
0.7930 |
0.7919 |
| S1 |
0.7929 |
0.7913 |
|