CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7945 |
0.7954 |
0.0009 |
0.1% |
0.7932 |
| High |
0.7997 |
0.8028 |
0.0031 |
0.4% |
0.7997 |
| Low |
0.7921 |
0.7941 |
0.0020 |
0.3% |
0.7870 |
| Close |
0.7968 |
0.7996 |
0.0028 |
0.4% |
0.7968 |
| Range |
0.0076 |
0.0087 |
0.0011 |
14.5% |
0.0127 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.8% |
0.0000 |
| Volume |
110,850 |
143,461 |
32,611 |
29.4% |
474,260 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8249 |
0.8210 |
0.8044 |
|
| R3 |
0.8162 |
0.8123 |
0.8020 |
|
| R2 |
0.8075 |
0.8075 |
0.8012 |
|
| R1 |
0.8036 |
0.8036 |
0.8004 |
0.8056 |
| PP |
0.7988 |
0.7988 |
0.7988 |
0.7998 |
| S1 |
0.7949 |
0.7949 |
0.7988 |
0.7969 |
| S2 |
0.7901 |
0.7901 |
0.7980 |
|
| S3 |
0.7814 |
0.7862 |
0.7972 |
|
| S4 |
0.7727 |
0.7775 |
0.7948 |
|
|
| 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 |
0.8028 |
0.7870 |
0.0158 |
2.0% |
0.0085 |
1.1% |
80% |
True |
False |
111,899 |
| 10 |
0.8028 |
0.7865 |
0.0163 |
2.0% |
0.0068 |
0.8% |
80% |
True |
False |
90,934 |
| 20 |
0.8028 |
0.7805 |
0.0223 |
2.8% |
0.0068 |
0.9% |
86% |
True |
False |
90,649 |
| 40 |
0.8061 |
0.7596 |
0.0465 |
5.8% |
0.0072 |
0.9% |
86% |
False |
False |
95,523 |
| 60 |
0.8061 |
0.7512 |
0.0549 |
6.9% |
0.0065 |
0.8% |
88% |
False |
False |
86,268 |
| 80 |
0.8061 |
0.7355 |
0.0706 |
8.8% |
0.0063 |
0.8% |
91% |
False |
False |
65,074 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0061 |
0.8% |
91% |
False |
False |
52,123 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0059 |
0.7% |
91% |
False |
False |
43,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8398 |
|
2.618 |
0.8256 |
|
1.618 |
0.8169 |
|
1.000 |
0.8115 |
|
0.618 |
0.8082 |
|
HIGH |
0.8028 |
|
0.618 |
0.7995 |
|
0.500 |
0.7985 |
|
0.382 |
0.7974 |
|
LOW |
0.7941 |
|
0.618 |
0.7887 |
|
1.000 |
0.7854 |
|
1.618 |
0.7800 |
|
2.618 |
0.7713 |
|
4.250 |
0.7571 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7992 |
0.7980 |
| PP |
0.7988 |
0.7965 |
| S1 |
0.7985 |
0.7949 |
|