CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7950 |
0.7904 |
-0.0046 |
-0.6% |
0.7924 |
| High |
0.7994 |
0.7949 |
-0.0045 |
-0.6% |
0.7952 |
| Low |
0.7889 |
0.7870 |
-0.0019 |
-0.2% |
0.7865 |
| Close |
0.7902 |
0.7948 |
0.0046 |
0.6% |
0.7935 |
| Range |
0.0105 |
0.0079 |
-0.0026 |
-24.8% |
0.0087 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.2% |
0.0000 |
| Volume |
100,287 |
112,195 |
11,908 |
11.9% |
345,916 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8159 |
0.8133 |
0.7991 |
|
| R3 |
0.8080 |
0.8054 |
0.7970 |
|
| R2 |
0.8001 |
0.8001 |
0.7962 |
|
| R1 |
0.7975 |
0.7975 |
0.7955 |
0.7988 |
| PP |
0.7922 |
0.7922 |
0.7922 |
0.7929 |
| S1 |
0.7896 |
0.7896 |
0.7941 |
0.7909 |
| S2 |
0.7843 |
0.7843 |
0.7934 |
|
| S3 |
0.7764 |
0.7817 |
0.7926 |
|
| S4 |
0.7685 |
0.7738 |
0.7905 |
|
|
| 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 |
0.7870 |
0.0124 |
1.6% |
0.0075 |
0.9% |
63% |
False |
True |
90,054 |
| 10 |
0.7994 |
0.7865 |
0.0129 |
1.6% |
0.0063 |
0.8% |
64% |
False |
False |
79,671 |
| 20 |
0.7994 |
0.7805 |
0.0189 |
2.4% |
0.0067 |
0.8% |
76% |
False |
False |
86,403 |
| 40 |
0.8061 |
0.7565 |
0.0496 |
6.2% |
0.0070 |
0.9% |
77% |
False |
False |
92,078 |
| 60 |
0.8061 |
0.7509 |
0.0552 |
6.9% |
0.0063 |
0.8% |
80% |
False |
False |
82,157 |
| 80 |
0.8061 |
0.7325 |
0.0736 |
9.3% |
0.0062 |
0.8% |
85% |
False |
False |
61,908 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0061 |
0.8% |
85% |
False |
False |
49,582 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
85% |
False |
False |
41,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8285 |
|
2.618 |
0.8156 |
|
1.618 |
0.8077 |
|
1.000 |
0.8028 |
|
0.618 |
0.7998 |
|
HIGH |
0.7949 |
|
0.618 |
0.7919 |
|
0.500 |
0.7910 |
|
0.382 |
0.7900 |
|
LOW |
0.7870 |
|
0.618 |
0.7821 |
|
1.000 |
0.7791 |
|
1.618 |
0.7742 |
|
2.618 |
0.7663 |
|
4.250 |
0.7534 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7935 |
0.7943 |
| PP |
0.7922 |
0.7937 |
| S1 |
0.7910 |
0.7932 |
|