CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7939 |
0.7950 |
0.0011 |
0.1% |
0.7924 |
| High |
0.7982 |
0.7994 |
0.0012 |
0.2% |
0.7952 |
| Low |
0.7904 |
0.7889 |
-0.0015 |
-0.2% |
0.7865 |
| Close |
0.7956 |
0.7902 |
-0.0054 |
-0.7% |
0.7935 |
| Range |
0.0078 |
0.0105 |
0.0027 |
34.6% |
0.0087 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.4% |
0.0000 |
| Volume |
92,703 |
100,287 |
7,584 |
8.2% |
345,916 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8243 |
0.8178 |
0.7960 |
|
| R3 |
0.8138 |
0.8073 |
0.7931 |
|
| R2 |
0.8033 |
0.8033 |
0.7921 |
|
| R1 |
0.7968 |
0.7968 |
0.7912 |
0.7948 |
| PP |
0.7928 |
0.7928 |
0.7928 |
0.7919 |
| S1 |
0.7863 |
0.7863 |
0.7892 |
0.7843 |
| S2 |
0.7823 |
0.7823 |
0.7883 |
|
| S3 |
0.7718 |
0.7758 |
0.7873 |
|
| S4 |
0.7613 |
0.7653 |
0.7844 |
|
|
| 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 |
0.7994 |
0.7865 |
0.0129 |
1.6% |
0.0069 |
0.9% |
29% |
True |
False |
80,363 |
| 10 |
0.7994 |
0.7865 |
0.0129 |
1.6% |
0.0064 |
0.8% |
29% |
True |
False |
78,459 |
| 20 |
0.7994 |
0.7805 |
0.0189 |
2.4% |
0.0066 |
0.8% |
51% |
True |
False |
85,413 |
| 40 |
0.8061 |
0.7565 |
0.0496 |
6.3% |
0.0069 |
0.9% |
68% |
False |
False |
90,902 |
| 60 |
0.8061 |
0.7490 |
0.0571 |
7.2% |
0.0063 |
0.8% |
72% |
False |
False |
80,357 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0062 |
0.8% |
79% |
False |
False |
60,516 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0060 |
0.8% |
79% |
False |
False |
48,461 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
79% |
False |
False |
40,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8440 |
|
2.618 |
0.8269 |
|
1.618 |
0.8164 |
|
1.000 |
0.8099 |
|
0.618 |
0.8059 |
|
HIGH |
0.7994 |
|
0.618 |
0.7954 |
|
0.500 |
0.7942 |
|
0.382 |
0.7929 |
|
LOW |
0.7889 |
|
0.618 |
0.7824 |
|
1.000 |
0.7784 |
|
1.618 |
0.7719 |
|
2.618 |
0.7614 |
|
4.250 |
0.7443 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7942 |
0.7942 |
| PP |
0.7928 |
0.7928 |
| S1 |
0.7915 |
0.7915 |
|