CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8055 |
0.8028 |
-0.0027 |
-0.3% |
0.7954 |
| High |
0.8060 |
0.8049 |
-0.0011 |
-0.1% |
0.8125 |
| Low |
0.8018 |
0.7997 |
-0.0021 |
-0.3% |
0.7941 |
| Close |
0.8030 |
0.8020 |
-0.0010 |
-0.1% |
0.8061 |
| Range |
0.0042 |
0.0052 |
0.0010 |
23.8% |
0.0184 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
98,102 |
103,939 |
5,837 |
5.9% |
486,618 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8178 |
0.8151 |
0.8049 |
|
| R3 |
0.8126 |
0.8099 |
0.8034 |
|
| R2 |
0.8074 |
0.8074 |
0.8030 |
|
| R1 |
0.8047 |
0.8047 |
0.8025 |
0.8035 |
| PP |
0.8022 |
0.8022 |
0.8022 |
0.8016 |
| S1 |
0.7995 |
0.7995 |
0.8015 |
0.7982 |
| S2 |
0.7970 |
0.7970 |
0.8010 |
|
| S3 |
0.7918 |
0.7943 |
0.8006 |
|
| S4 |
0.7866 |
0.7891 |
0.7991 |
|
|
| 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 |
0.7963 |
0.0162 |
2.0% |
0.0062 |
0.8% |
35% |
False |
False |
109,039 |
| 10 |
0.8125 |
0.7870 |
0.0255 |
3.2% |
0.0074 |
0.9% |
59% |
False |
False |
110,469 |
| 20 |
0.8125 |
0.7805 |
0.0320 |
4.0% |
0.0069 |
0.9% |
67% |
False |
False |
94,964 |
| 40 |
0.8125 |
0.7781 |
0.0344 |
4.3% |
0.0072 |
0.9% |
69% |
False |
False |
97,862 |
| 60 |
0.8125 |
0.7526 |
0.0599 |
7.5% |
0.0065 |
0.8% |
82% |
False |
False |
91,432 |
| 80 |
0.8125 |
0.7362 |
0.0763 |
9.5% |
0.0063 |
0.8% |
86% |
False |
False |
71,857 |
| 100 |
0.8125 |
0.7315 |
0.0810 |
10.1% |
0.0062 |
0.8% |
87% |
False |
False |
57,565 |
| 120 |
0.8125 |
0.7315 |
0.0810 |
10.1% |
0.0059 |
0.7% |
87% |
False |
False |
47,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8270 |
|
2.618 |
0.8185 |
|
1.618 |
0.8133 |
|
1.000 |
0.8101 |
|
0.618 |
0.8081 |
|
HIGH |
0.8049 |
|
0.618 |
0.8029 |
|
0.500 |
0.8023 |
|
0.382 |
0.8017 |
|
LOW |
0.7997 |
|
0.618 |
0.7965 |
|
1.000 |
0.7945 |
|
1.618 |
0.7913 |
|
2.618 |
0.7861 |
|
4.250 |
0.7776 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8023 |
0.8061 |
| PP |
0.8022 |
0.8047 |
| S1 |
0.8021 |
0.8034 |
|