CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7932 |
0.7939 |
0.0007 |
0.1% |
0.7924 |
| High |
0.7972 |
0.7982 |
0.0010 |
0.1% |
0.7952 |
| Low |
0.7925 |
0.7904 |
-0.0021 |
-0.3% |
0.7865 |
| Close |
0.7971 |
0.7956 |
-0.0015 |
-0.2% |
0.7935 |
| Range |
0.0047 |
0.0078 |
0.0031 |
66.0% |
0.0087 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0000 |
| Volume |
58,225 |
92,703 |
34,478 |
59.2% |
345,916 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8181 |
0.8147 |
0.7999 |
|
| R3 |
0.8103 |
0.8069 |
0.7977 |
|
| R2 |
0.8025 |
0.8025 |
0.7970 |
|
| R1 |
0.7991 |
0.7991 |
0.7963 |
0.8008 |
| PP |
0.7947 |
0.7947 |
0.7947 |
0.7956 |
| S1 |
0.7913 |
0.7913 |
0.7949 |
0.7930 |
| S2 |
0.7869 |
0.7869 |
0.7942 |
|
| S3 |
0.7791 |
0.7835 |
0.7935 |
|
| S4 |
0.7713 |
0.7757 |
0.7913 |
|
|
| 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 |
0.7982 |
0.7865 |
0.0117 |
1.5% |
0.0056 |
0.7% |
78% |
True |
False |
73,649 |
| 10 |
0.7982 |
0.7813 |
0.0169 |
2.1% |
0.0065 |
0.8% |
85% |
True |
False |
79,374 |
| 20 |
0.7989 |
0.7805 |
0.0184 |
2.3% |
0.0063 |
0.8% |
82% |
False |
False |
84,531 |
| 40 |
0.8061 |
0.7562 |
0.0499 |
6.3% |
0.0069 |
0.9% |
79% |
False |
False |
91,815 |
| 60 |
0.8061 |
0.7447 |
0.0614 |
7.7% |
0.0062 |
0.8% |
83% |
False |
False |
78,780 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0061 |
0.8% |
86% |
False |
False |
59,263 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0060 |
0.7% |
86% |
False |
False |
47,459 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0058 |
0.7% |
86% |
False |
False |
39,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8314 |
|
2.618 |
0.8186 |
|
1.618 |
0.8108 |
|
1.000 |
0.8060 |
|
0.618 |
0.8030 |
|
HIGH |
0.7982 |
|
0.618 |
0.7952 |
|
0.500 |
0.7943 |
|
0.382 |
0.7934 |
|
LOW |
0.7904 |
|
0.618 |
0.7856 |
|
1.000 |
0.7826 |
|
1.618 |
0.7778 |
|
2.618 |
0.7700 |
|
4.250 |
0.7573 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7952 |
0.7948 |
| PP |
0.7947 |
0.7941 |
| S1 |
0.7943 |
0.7933 |
|