CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7901 |
0.7932 |
0.0031 |
0.4% |
0.7924 |
| High |
0.7952 |
0.7972 |
0.0020 |
0.3% |
0.7952 |
| Low |
0.7884 |
0.7925 |
0.0041 |
0.5% |
0.7865 |
| Close |
0.7935 |
0.7971 |
0.0036 |
0.5% |
0.7935 |
| Range |
0.0068 |
0.0047 |
-0.0021 |
-30.9% |
0.0087 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
86,864 |
58,225 |
-28,639 |
-33.0% |
345,916 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8081 |
0.7997 |
|
| R3 |
0.8050 |
0.8034 |
0.7984 |
|
| R2 |
0.8003 |
0.8003 |
0.7980 |
|
| R1 |
0.7987 |
0.7987 |
0.7975 |
0.7995 |
| PP |
0.7956 |
0.7956 |
0.7956 |
0.7960 |
| S1 |
0.7940 |
0.7940 |
0.7967 |
0.7948 |
| S2 |
0.7909 |
0.7909 |
0.7962 |
|
| S3 |
0.7862 |
0.7893 |
0.7958 |
|
| S4 |
0.7815 |
0.7846 |
0.7945 |
|
|
| 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 |
0.7972 |
0.7865 |
0.0107 |
1.3% |
0.0051 |
0.6% |
99% |
True |
False |
69,969 |
| 10 |
0.7972 |
0.7805 |
0.0167 |
2.1% |
0.0064 |
0.8% |
99% |
True |
False |
79,459 |
| 20 |
0.8038 |
0.7805 |
0.0233 |
2.9% |
0.0064 |
0.8% |
71% |
False |
False |
86,051 |
| 40 |
0.8061 |
0.7562 |
0.0499 |
6.3% |
0.0068 |
0.9% |
82% |
False |
False |
91,073 |
| 60 |
0.8061 |
0.7413 |
0.0648 |
8.1% |
0.0062 |
0.8% |
86% |
False |
False |
77,267 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0061 |
0.8% |
88% |
False |
False |
58,108 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
88% |
False |
False |
46,534 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0058 |
0.7% |
88% |
False |
False |
38,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8172 |
|
2.618 |
0.8095 |
|
1.618 |
0.8048 |
|
1.000 |
0.8019 |
|
0.618 |
0.8001 |
|
HIGH |
0.7972 |
|
0.618 |
0.7954 |
|
0.500 |
0.7949 |
|
0.382 |
0.7943 |
|
LOW |
0.7925 |
|
0.618 |
0.7896 |
|
1.000 |
0.7878 |
|
1.618 |
0.7849 |
|
2.618 |
0.7802 |
|
4.250 |
0.7725 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7964 |
0.7954 |
| PP |
0.7956 |
0.7936 |
| S1 |
0.7949 |
0.7919 |
|