CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7933 |
0.7909 |
-0.0024 |
-0.3% |
0.7891 |
| High |
0.7948 |
0.7917 |
-0.0031 |
-0.4% |
0.7960 |
| Low |
0.7895 |
0.7880 |
-0.0015 |
-0.2% |
0.7805 |
| Close |
0.7906 |
0.7905 |
-0.0001 |
0.0% |
0.7930 |
| Range |
0.0053 |
0.0037 |
-0.0016 |
-30.2% |
0.0155 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
74,305 |
66,716 |
-7,589 |
-10.2% |
467,142 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8012 |
0.7995 |
0.7925 |
|
| R3 |
0.7975 |
0.7958 |
0.7915 |
|
| R2 |
0.7938 |
0.7938 |
0.7912 |
|
| R1 |
0.7921 |
0.7921 |
0.7908 |
0.7911 |
| PP |
0.7901 |
0.7901 |
0.7901 |
0.7896 |
| S1 |
0.7884 |
0.7884 |
0.7902 |
0.7874 |
| S2 |
0.7864 |
0.7864 |
0.7898 |
|
| S3 |
0.7827 |
0.7847 |
0.7895 |
|
| S4 |
0.7790 |
0.7810 |
0.7885 |
|
|
| 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 |
0.7866 |
0.0094 |
1.2% |
0.0058 |
0.7% |
41% |
False |
False |
76,556 |
| 10 |
0.7960 |
0.7805 |
0.0155 |
2.0% |
0.0067 |
0.8% |
65% |
False |
False |
85,928 |
| 20 |
0.8061 |
0.7805 |
0.0256 |
3.2% |
0.0067 |
0.8% |
39% |
False |
False |
90,241 |
| 40 |
0.8061 |
0.7562 |
0.0499 |
6.3% |
0.0068 |
0.9% |
69% |
False |
False |
93,471 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.8% |
0.0063 |
0.8% |
78% |
False |
False |
73,839 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0061 |
0.8% |
79% |
False |
False |
55,519 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
79% |
False |
False |
44,449 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0058 |
0.7% |
79% |
False |
False |
37,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8074 |
|
2.618 |
0.8014 |
|
1.618 |
0.7977 |
|
1.000 |
0.7954 |
|
0.618 |
0.7940 |
|
HIGH |
0.7917 |
|
0.618 |
0.7903 |
|
0.500 |
0.7899 |
|
0.382 |
0.7894 |
|
LOW |
0.7880 |
|
0.618 |
0.7857 |
|
1.000 |
0.7843 |
|
1.618 |
0.7820 |
|
2.618 |
0.7783 |
|
4.250 |
0.7723 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7903 |
0.7914 |
| PP |
0.7901 |
0.7911 |
| S1 |
0.7899 |
0.7908 |
|