CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7906 |
0.7901 |
-0.0005 |
-0.1% |
0.7924 |
| High |
0.7914 |
0.7952 |
0.0038 |
0.5% |
0.7952 |
| Low |
0.7865 |
0.7884 |
0.0019 |
0.2% |
0.7865 |
| Close |
0.7903 |
0.7935 |
0.0032 |
0.4% |
0.7935 |
| Range |
0.0049 |
0.0068 |
0.0019 |
38.8% |
0.0087 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
63,737 |
86,864 |
23,127 |
36.3% |
345,916 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8128 |
0.8099 |
0.7972 |
|
| R3 |
0.8060 |
0.8031 |
0.7954 |
|
| R2 |
0.7992 |
0.7992 |
0.7947 |
|
| R1 |
0.7963 |
0.7963 |
0.7941 |
0.7978 |
| PP |
0.7924 |
0.7924 |
0.7924 |
0.7931 |
| S1 |
0.7895 |
0.7895 |
0.7929 |
0.7910 |
| S2 |
0.7856 |
0.7856 |
0.7923 |
|
| S3 |
0.7788 |
0.7827 |
0.7916 |
|
| S4 |
0.7720 |
0.7759 |
0.7898 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8178 |
0.8144 |
0.7983 |
|
| R3 |
0.8091 |
0.8057 |
0.7959 |
|
| R2 |
0.8004 |
0.8004 |
0.7951 |
|
| R1 |
0.7970 |
0.7970 |
0.7943 |
0.7987 |
| PP |
0.7917 |
0.7917 |
0.7917 |
0.7926 |
| S1 |
0.7883 |
0.7883 |
0.7927 |
0.7900 |
| S2 |
0.7830 |
0.7830 |
0.7919 |
|
| S3 |
0.7743 |
0.7796 |
0.7911 |
|
| S4 |
0.7656 |
0.7709 |
0.7887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7952 |
0.7865 |
0.0087 |
1.1% |
0.0049 |
0.6% |
80% |
True |
False |
69,183 |
| 10 |
0.7960 |
0.7805 |
0.0155 |
2.0% |
0.0067 |
0.8% |
84% |
False |
False |
81,305 |
| 20 |
0.8038 |
0.7805 |
0.0233 |
2.9% |
0.0064 |
0.8% |
56% |
False |
False |
86,956 |
| 40 |
0.8061 |
0.7562 |
0.0499 |
6.3% |
0.0068 |
0.9% |
75% |
False |
False |
92,095 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.8% |
0.0063 |
0.8% |
82% |
False |
False |
76,316 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0060 |
0.8% |
83% |
False |
False |
57,386 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
83% |
False |
False |
45,952 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0058 |
0.7% |
83% |
False |
False |
38,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8241 |
|
2.618 |
0.8130 |
|
1.618 |
0.8062 |
|
1.000 |
0.8020 |
|
0.618 |
0.7994 |
|
HIGH |
0.7952 |
|
0.618 |
0.7926 |
|
0.500 |
0.7918 |
|
0.382 |
0.7910 |
|
LOW |
0.7884 |
|
0.618 |
0.7842 |
|
1.000 |
0.7816 |
|
1.618 |
0.7774 |
|
2.618 |
0.7706 |
|
4.250 |
0.7595 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7929 |
0.7926 |
| PP |
0.7924 |
0.7917 |
| S1 |
0.7918 |
0.7909 |
|