CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7904 |
0.7945 |
0.0041 |
0.5% |
0.7932 |
| High |
0.7949 |
0.7997 |
0.0048 |
0.6% |
0.7997 |
| Low |
0.7870 |
0.7921 |
0.0051 |
0.6% |
0.7870 |
| Close |
0.7948 |
0.7968 |
0.0020 |
0.3% |
0.7968 |
| Range |
0.0079 |
0.0076 |
-0.0003 |
-3.8% |
0.0127 |
| ATR |
0.0069 |
0.0069 |
0.0001 |
0.8% |
0.0000 |
| Volume |
112,195 |
110,850 |
-1,345 |
-1.2% |
474,260 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8190 |
0.8155 |
0.8010 |
|
| R3 |
0.8114 |
0.8079 |
0.7989 |
|
| R2 |
0.8038 |
0.8038 |
0.7982 |
|
| R1 |
0.8003 |
0.8003 |
0.7975 |
0.8021 |
| PP |
0.7962 |
0.7962 |
0.7962 |
0.7971 |
| S1 |
0.7927 |
0.7927 |
0.7961 |
0.7945 |
| S2 |
0.7886 |
0.7886 |
0.7954 |
|
| S3 |
0.7810 |
0.7851 |
0.7947 |
|
| S4 |
0.7734 |
0.7775 |
0.7926 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8326 |
0.8274 |
0.8038 |
|
| R3 |
0.8199 |
0.8147 |
0.8003 |
|
| R2 |
0.8072 |
0.8072 |
0.7991 |
|
| R1 |
0.8020 |
0.8020 |
0.7980 |
0.8046 |
| PP |
0.7945 |
0.7945 |
0.7945 |
0.7958 |
| S1 |
0.7893 |
0.7893 |
0.7956 |
0.7919 |
| S2 |
0.7818 |
0.7818 |
0.7945 |
|
| S3 |
0.7691 |
0.7766 |
0.7933 |
|
| S4 |
0.7564 |
0.7639 |
0.7898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7997 |
0.7870 |
0.0127 |
1.6% |
0.0077 |
1.0% |
77% |
True |
False |
94,852 |
| 10 |
0.7997 |
0.7865 |
0.0132 |
1.7% |
0.0063 |
0.8% |
78% |
True |
False |
82,017 |
| 20 |
0.7997 |
0.7805 |
0.0192 |
2.4% |
0.0067 |
0.8% |
85% |
True |
False |
86,266 |
| 40 |
0.8061 |
0.7580 |
0.0481 |
6.0% |
0.0070 |
0.9% |
81% |
False |
False |
92,975 |
| 60 |
0.8061 |
0.7509 |
0.0552 |
6.9% |
0.0064 |
0.8% |
83% |
False |
False |
83,950 |
| 80 |
0.8061 |
0.7325 |
0.0736 |
9.2% |
0.0062 |
0.8% |
87% |
False |
False |
63,285 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0061 |
0.8% |
88% |
False |
False |
50,690 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
88% |
False |
False |
42,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8320 |
|
2.618 |
0.8196 |
|
1.618 |
0.8120 |
|
1.000 |
0.8073 |
|
0.618 |
0.8044 |
|
HIGH |
0.7997 |
|
0.618 |
0.7968 |
|
0.500 |
0.7959 |
|
0.382 |
0.7950 |
|
LOW |
0.7921 |
|
0.618 |
0.7874 |
|
1.000 |
0.7845 |
|
1.618 |
0.7798 |
|
2.618 |
0.7722 |
|
4.250 |
0.7598 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7965 |
0.7957 |
| PP |
0.7962 |
0.7945 |
| S1 |
0.7959 |
0.7934 |
|