CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.8043 |
0.0043 |
0.5% |
0.7954 |
| High |
0.8050 |
0.8125 |
0.0075 |
0.9% |
0.8125 |
| Low |
0.7972 |
0.8042 |
0.0070 |
0.9% |
0.7941 |
| Close |
0.8029 |
0.8061 |
0.0032 |
0.4% |
0.8061 |
| Range |
0.0078 |
0.0083 |
0.0005 |
6.4% |
0.0184 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.6% |
0.0000 |
| Volume |
115,919 |
117,456 |
1,537 |
1.3% |
486,618 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8325 |
0.8276 |
0.8107 |
|
| R3 |
0.8242 |
0.8193 |
0.8084 |
|
| R2 |
0.8159 |
0.8159 |
0.8076 |
|
| R1 |
0.8110 |
0.8110 |
0.8069 |
0.8135 |
| PP |
0.8076 |
0.8076 |
0.8076 |
0.8088 |
| S1 |
0.8027 |
0.8027 |
0.8053 |
0.8052 |
| S2 |
0.7993 |
0.7993 |
0.8046 |
|
| S3 |
0.7910 |
0.7944 |
0.8038 |
|
| S4 |
0.7827 |
0.7861 |
0.8015 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8594 |
0.8512 |
0.8162 |
|
| R3 |
0.8410 |
0.8328 |
0.8112 |
|
| R2 |
0.8226 |
0.8226 |
0.8095 |
|
| R1 |
0.8144 |
0.8144 |
0.8078 |
0.8185 |
| PP |
0.8042 |
0.8042 |
0.8042 |
0.8063 |
| S1 |
0.7960 |
0.7960 |
0.8044 |
0.8001 |
| S2 |
0.7858 |
0.7858 |
0.8027 |
|
| S3 |
0.7674 |
0.7776 |
0.8010 |
|
| S4 |
0.7490 |
0.7592 |
0.7960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8125 |
0.7921 |
0.0204 |
2.5% |
0.0076 |
0.9% |
69% |
True |
False |
119,493 |
| 10 |
0.8125 |
0.7870 |
0.0255 |
3.2% |
0.0076 |
0.9% |
75% |
True |
False |
104,774 |
| 20 |
0.8125 |
0.7805 |
0.0320 |
4.0% |
0.0071 |
0.9% |
80% |
True |
False |
94,173 |
| 40 |
0.8125 |
0.7723 |
0.0402 |
5.0% |
0.0074 |
0.9% |
84% |
True |
False |
98,013 |
| 60 |
0.8125 |
0.7526 |
0.0599 |
7.4% |
0.0066 |
0.8% |
89% |
True |
False |
90,344 |
| 80 |
0.8125 |
0.7362 |
0.0763 |
9.5% |
0.0063 |
0.8% |
92% |
True |
False |
69,348 |
| 100 |
0.8125 |
0.7315 |
0.0810 |
10.0% |
0.0062 |
0.8% |
92% |
True |
False |
55,551 |
| 120 |
0.8125 |
0.7315 |
0.0810 |
10.0% |
0.0059 |
0.7% |
92% |
True |
False |
46,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8478 |
|
2.618 |
0.8342 |
|
1.618 |
0.8259 |
|
1.000 |
0.8208 |
|
0.618 |
0.8176 |
|
HIGH |
0.8125 |
|
0.618 |
0.8093 |
|
0.500 |
0.8084 |
|
0.382 |
0.8074 |
|
LOW |
0.8042 |
|
0.618 |
0.7991 |
|
1.000 |
0.7959 |
|
1.618 |
0.7908 |
|
2.618 |
0.7825 |
|
4.250 |
0.7689 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8084 |
0.8055 |
| PP |
0.8076 |
0.8050 |
| S1 |
0.8069 |
0.8044 |
|