CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7909 |
0.7906 |
-0.0003 |
0.0% |
0.7891 |
| High |
0.7917 |
0.7914 |
-0.0003 |
0.0% |
0.7960 |
| Low |
0.7880 |
0.7865 |
-0.0015 |
-0.2% |
0.7805 |
| Close |
0.7905 |
0.7903 |
-0.0002 |
0.0% |
0.7930 |
| Range |
0.0037 |
0.0049 |
0.0012 |
32.4% |
0.0155 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
66,716 |
63,737 |
-2,979 |
-4.5% |
467,142 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.8021 |
0.7930 |
|
| R3 |
0.7992 |
0.7972 |
0.7916 |
|
| R2 |
0.7943 |
0.7943 |
0.7912 |
|
| R1 |
0.7923 |
0.7923 |
0.7907 |
0.7909 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7887 |
| S1 |
0.7874 |
0.7874 |
0.7899 |
0.7859 |
| S2 |
0.7845 |
0.7845 |
0.7894 |
|
| S3 |
0.7796 |
0.7825 |
0.7890 |
|
| S4 |
0.7747 |
0.7776 |
0.7876 |
|
|
| 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 |
0.7948 |
0.7865 |
0.0083 |
1.1% |
0.0051 |
0.6% |
46% |
False |
True |
69,287 |
| 10 |
0.7960 |
0.7805 |
0.0155 |
2.0% |
0.0067 |
0.8% |
63% |
False |
False |
83,573 |
| 20 |
0.8038 |
0.7805 |
0.0233 |
2.9% |
0.0064 |
0.8% |
42% |
False |
False |
87,400 |
| 40 |
0.8061 |
0.7562 |
0.0499 |
6.3% |
0.0068 |
0.9% |
68% |
False |
False |
92,487 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.8% |
0.0063 |
0.8% |
77% |
False |
False |
74,885 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0061 |
0.8% |
79% |
False |
False |
56,312 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
79% |
False |
False |
45,084 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0058 |
0.7% |
79% |
False |
False |
37,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8122 |
|
2.618 |
0.8042 |
|
1.618 |
0.7993 |
|
1.000 |
0.7963 |
|
0.618 |
0.7944 |
|
HIGH |
0.7914 |
|
0.618 |
0.7895 |
|
0.500 |
0.7890 |
|
0.382 |
0.7884 |
|
LOW |
0.7865 |
|
0.618 |
0.7835 |
|
1.000 |
0.7816 |
|
1.618 |
0.7786 |
|
2.618 |
0.7737 |
|
4.250 |
0.7657 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7899 |
0.7907 |
| PP |
0.7894 |
0.7905 |
| S1 |
0.7890 |
0.7904 |
|