CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7997 |
0.8000 |
0.0003 |
0.0% |
0.7932 |
| High |
0.8020 |
0.8050 |
0.0030 |
0.4% |
0.7997 |
| Low |
0.7963 |
0.7972 |
0.0009 |
0.1% |
0.7870 |
| Close |
0.7994 |
0.8029 |
0.0035 |
0.4% |
0.7968 |
| Range |
0.0057 |
0.0078 |
0.0021 |
36.8% |
0.0127 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
109,782 |
115,919 |
6,137 |
5.6% |
474,260 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8251 |
0.8218 |
0.8072 |
|
| R3 |
0.8173 |
0.8140 |
0.8050 |
|
| R2 |
0.8095 |
0.8095 |
0.8043 |
|
| R1 |
0.8062 |
0.8062 |
0.8036 |
0.8079 |
| PP |
0.8017 |
0.8017 |
0.8017 |
0.8025 |
| S1 |
0.7984 |
0.7984 |
0.8022 |
0.8001 |
| S2 |
0.7939 |
0.7939 |
0.8015 |
|
| S3 |
0.7861 |
0.7906 |
0.8008 |
|
| S4 |
0.7783 |
0.7828 |
0.7986 |
|
|
| 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 |
0.8050 |
0.7870 |
0.0180 |
2.2% |
0.0075 |
0.9% |
88% |
True |
False |
118,441 |
| 10 |
0.8050 |
0.7865 |
0.0185 |
2.3% |
0.0072 |
0.9% |
89% |
True |
False |
99,402 |
| 20 |
0.8050 |
0.7805 |
0.0245 |
3.1% |
0.0069 |
0.9% |
91% |
True |
False |
92,665 |
| 40 |
0.8061 |
0.7669 |
0.0392 |
4.9% |
0.0073 |
0.9% |
92% |
False |
False |
97,534 |
| 60 |
0.8061 |
0.7523 |
0.0538 |
6.7% |
0.0066 |
0.8% |
94% |
False |
False |
89,467 |
| 80 |
0.8061 |
0.7362 |
0.0699 |
8.7% |
0.0063 |
0.8% |
95% |
False |
False |
67,882 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0062 |
0.8% |
96% |
False |
False |
54,378 |
| 120 |
0.8061 |
0.7315 |
0.0746 |
9.3% |
0.0059 |
0.7% |
96% |
False |
False |
45,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8382 |
|
2.618 |
0.8254 |
|
1.618 |
0.8176 |
|
1.000 |
0.8128 |
|
0.618 |
0.8098 |
|
HIGH |
0.8050 |
|
0.618 |
0.8020 |
|
0.500 |
0.8011 |
|
0.382 |
0.8002 |
|
LOW |
0.7972 |
|
0.618 |
0.7924 |
|
1.000 |
0.7894 |
|
1.618 |
0.7846 |
|
2.618 |
0.7768 |
|
4.250 |
0.7640 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8023 |
0.8018 |
| PP |
0.8017 |
0.8007 |
| S1 |
0.8011 |
0.7996 |
|