CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7954 |
0.7997 |
0.0043 |
0.5% |
0.7932 |
| High |
0.8028 |
0.8020 |
-0.0008 |
-0.1% |
0.7997 |
| Low |
0.7941 |
0.7963 |
0.0022 |
0.3% |
0.7870 |
| Close |
0.7996 |
0.7994 |
-0.0002 |
0.0% |
0.7968 |
| Range |
0.0087 |
0.0057 |
-0.0030 |
-34.5% |
0.0127 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
143,461 |
109,782 |
-33,679 |
-23.5% |
474,260 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8163 |
0.8136 |
0.8025 |
|
| R3 |
0.8106 |
0.8079 |
0.8010 |
|
| R2 |
0.8049 |
0.8049 |
0.8004 |
|
| R1 |
0.8022 |
0.8022 |
0.7999 |
0.8007 |
| PP |
0.7992 |
0.7992 |
0.7992 |
0.7985 |
| S1 |
0.7965 |
0.7965 |
0.7989 |
0.7950 |
| S2 |
0.7935 |
0.7935 |
0.7984 |
|
| S3 |
0.7878 |
0.7908 |
0.7978 |
|
| S4 |
0.7821 |
0.7851 |
0.7963 |
|
|
| 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% |
0.0081 |
1.0% |
78% |
False |
False |
115,315 |
| 10 |
0.8028 |
0.7865 |
0.0163 |
2.0% |
0.0068 |
0.9% |
79% |
False |
False |
94,482 |
| 20 |
0.8028 |
0.7805 |
0.0223 |
2.8% |
0.0068 |
0.9% |
85% |
False |
False |
92,025 |
| 40 |
0.8061 |
0.7629 |
0.0432 |
5.4% |
0.0072 |
0.9% |
84% |
False |
False |
96,742 |
| 60 |
0.8061 |
0.7514 |
0.0547 |
6.8% |
0.0066 |
0.8% |
88% |
False |
False |
87,915 |
| 80 |
0.8061 |
0.7362 |
0.0699 |
8.7% |
0.0063 |
0.8% |
90% |
False |
False |
66,442 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0061 |
0.8% |
91% |
False |
False |
53,220 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0059 |
0.7% |
91% |
False |
False |
44,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8262 |
|
2.618 |
0.8169 |
|
1.618 |
0.8112 |
|
1.000 |
0.8077 |
|
0.618 |
0.8055 |
|
HIGH |
0.8020 |
|
0.618 |
0.7998 |
|
0.500 |
0.7992 |
|
0.382 |
0.7985 |
|
LOW |
0.7963 |
|
0.618 |
0.7928 |
|
1.000 |
0.7906 |
|
1.618 |
0.7871 |
|
2.618 |
0.7814 |
|
4.250 |
0.7721 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7993 |
0.7988 |
| PP |
0.7992 |
0.7981 |
| S1 |
0.7992 |
0.7975 |
|