CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8043 |
0.8055 |
0.0012 |
0.1% |
0.7954 |
| High |
0.8125 |
0.8060 |
-0.0065 |
-0.8% |
0.8125 |
| Low |
0.8042 |
0.8018 |
-0.0024 |
-0.3% |
0.7941 |
| Close |
0.8061 |
0.8030 |
-0.0031 |
-0.4% |
0.8061 |
| Range |
0.0083 |
0.0042 |
-0.0041 |
-49.4% |
0.0184 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
117,456 |
98,102 |
-19,354 |
-16.5% |
486,618 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8162 |
0.8138 |
0.8053 |
|
| R3 |
0.8120 |
0.8096 |
0.8042 |
|
| R2 |
0.8078 |
0.8078 |
0.8038 |
|
| R1 |
0.8054 |
0.8054 |
0.8034 |
0.8045 |
| PP |
0.8036 |
0.8036 |
0.8036 |
0.8032 |
| S1 |
0.8012 |
0.8012 |
0.8026 |
0.8003 |
| S2 |
0.7994 |
0.7994 |
0.8022 |
|
| S3 |
0.7952 |
0.7970 |
0.8018 |
|
| S4 |
0.7910 |
0.7928 |
0.8007 |
|
|
| 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 |
0.7941 |
0.0184 |
2.3% |
0.0069 |
0.9% |
48% |
False |
False |
116,944 |
| 10 |
0.8125 |
0.7870 |
0.0255 |
3.2% |
0.0073 |
0.9% |
63% |
False |
False |
105,898 |
| 20 |
0.8125 |
0.7805 |
0.0320 |
4.0% |
0.0070 |
0.9% |
70% |
False |
False |
93,601 |
| 40 |
0.8125 |
0.7781 |
0.0344 |
4.3% |
0.0072 |
0.9% |
72% |
False |
False |
97,596 |
| 60 |
0.8125 |
0.7526 |
0.0599 |
7.5% |
0.0065 |
0.8% |
84% |
False |
False |
91,134 |
| 80 |
0.8125 |
0.7362 |
0.0763 |
9.5% |
0.0063 |
0.8% |
88% |
False |
False |
70,569 |
| 100 |
0.8125 |
0.7315 |
0.0810 |
10.1% |
0.0062 |
0.8% |
88% |
False |
False |
56,528 |
| 120 |
0.8125 |
0.7315 |
0.0810 |
10.1% |
0.0059 |
0.7% |
88% |
False |
False |
47,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8239 |
|
2.618 |
0.8170 |
|
1.618 |
0.8128 |
|
1.000 |
0.8102 |
|
0.618 |
0.8086 |
|
HIGH |
0.8060 |
|
0.618 |
0.8044 |
|
0.500 |
0.8039 |
|
0.382 |
0.8034 |
|
LOW |
0.8018 |
|
0.618 |
0.7992 |
|
1.000 |
0.7976 |
|
1.618 |
0.7950 |
|
2.618 |
0.7908 |
|
4.250 |
0.7839 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8039 |
0.8049 |
| PP |
0.8036 |
0.8042 |
| S1 |
0.8033 |
0.8036 |
|