CME Australian Dollar Future September 2017
Trading Metrics calculated at close of trading on 22-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.7924 |
0.7933 |
0.0009 |
0.1% |
0.7891 |
High |
0.7948 |
0.7948 |
0.0000 |
0.0% |
0.7960 |
Low |
0.7909 |
0.7895 |
-0.0014 |
-0.2% |
0.7805 |
Close |
0.7932 |
0.7906 |
-0.0026 |
-0.3% |
0.7930 |
Range |
0.0039 |
0.0053 |
0.0014 |
35.9% |
0.0155 |
ATR |
0.0070 |
0.0068 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
54,294 |
74,305 |
20,011 |
36.9% |
467,142 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8075 |
0.8044 |
0.7935 |
|
R3 |
0.8022 |
0.7991 |
0.7921 |
|
R2 |
0.7969 |
0.7969 |
0.7916 |
|
R1 |
0.7938 |
0.7938 |
0.7911 |
0.7927 |
PP |
0.7916 |
0.7916 |
0.7916 |
0.7911 |
S1 |
0.7885 |
0.7885 |
0.7901 |
0.7874 |
S2 |
0.7863 |
0.7863 |
0.7896 |
|
S3 |
0.7810 |
0.7832 |
0.7891 |
|
S4 |
0.7757 |
0.7779 |
0.7877 |
|
|
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 |
0.7813 |
0.0147 |
1.9% |
0.0074 |
0.9% |
63% |
False |
False |
85,099 |
10 |
0.7960 |
0.7805 |
0.0155 |
2.0% |
0.0069 |
0.9% |
65% |
False |
False |
89,569 |
20 |
0.8061 |
0.7805 |
0.0256 |
3.2% |
0.0072 |
0.9% |
39% |
False |
False |
93,952 |
40 |
0.8061 |
0.7562 |
0.0499 |
6.3% |
0.0069 |
0.9% |
69% |
False |
False |
93,504 |
60 |
0.8061 |
0.7362 |
0.0699 |
8.8% |
0.0063 |
0.8% |
78% |
False |
False |
72,740 |
80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0061 |
0.8% |
79% |
False |
False |
54,694 |
100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
79% |
False |
False |
43,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8173 |
2.618 |
0.8087 |
1.618 |
0.8034 |
1.000 |
0.8001 |
0.618 |
0.7981 |
HIGH |
0.7948 |
0.618 |
0.7928 |
0.500 |
0.7922 |
0.382 |
0.7915 |
LOW |
0.7895 |
0.618 |
0.7862 |
1.000 |
0.7842 |
1.618 |
0.7809 |
2.618 |
0.7756 |
4.250 |
0.7670 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7922 |
0.7907 |
PP |
0.7916 |
0.7907 |
S1 |
0.7911 |
0.7906 |
|