CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8028 |
0.8019 |
-0.0009 |
-0.1% |
0.7954 |
| High |
0.8049 |
0.8043 |
-0.0006 |
-0.1% |
0.8125 |
| Low |
0.7997 |
0.7970 |
-0.0027 |
-0.3% |
0.7941 |
| Close |
0.8020 |
0.7974 |
-0.0046 |
-0.6% |
0.8061 |
| Range |
0.0052 |
0.0073 |
0.0021 |
40.4% |
0.0184 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.5% |
0.0000 |
| Volume |
103,939 |
161,993 |
58,054 |
55.9% |
486,618 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8215 |
0.8167 |
0.8014 |
|
| R3 |
0.8142 |
0.8094 |
0.7994 |
|
| R2 |
0.8069 |
0.8069 |
0.7987 |
|
| R1 |
0.8021 |
0.8021 |
0.7981 |
0.8009 |
| PP |
0.7996 |
0.7996 |
0.7996 |
0.7989 |
| S1 |
0.7948 |
0.7948 |
0.7967 |
0.7936 |
| S2 |
0.7923 |
0.7923 |
0.7961 |
|
| S3 |
0.7850 |
0.7875 |
0.7954 |
|
| S4 |
0.7777 |
0.7802 |
0.7934 |
|
|
| 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 |
0.7970 |
0.0155 |
1.9% |
0.0066 |
0.8% |
3% |
False |
True |
119,481 |
| 10 |
0.8125 |
0.7870 |
0.0255 |
3.2% |
0.0073 |
0.9% |
41% |
False |
False |
117,398 |
| 20 |
0.8125 |
0.7813 |
0.0312 |
3.9% |
0.0069 |
0.9% |
52% |
False |
False |
98,386 |
| 40 |
0.8125 |
0.7805 |
0.0320 |
4.0% |
0.0070 |
0.9% |
53% |
False |
False |
98,084 |
| 60 |
0.8125 |
0.7526 |
0.0599 |
7.5% |
0.0066 |
0.8% |
75% |
False |
False |
93,035 |
| 80 |
0.8125 |
0.7362 |
0.0763 |
9.6% |
0.0063 |
0.8% |
80% |
False |
False |
73,876 |
| 100 |
0.8125 |
0.7315 |
0.0810 |
10.2% |
0.0062 |
0.8% |
81% |
False |
False |
59,184 |
| 120 |
0.8125 |
0.7315 |
0.0810 |
10.2% |
0.0059 |
0.7% |
81% |
False |
False |
49,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8353 |
|
2.618 |
0.8234 |
|
1.618 |
0.8161 |
|
1.000 |
0.8116 |
|
0.618 |
0.8088 |
|
HIGH |
0.8043 |
|
0.618 |
0.8015 |
|
0.500 |
0.8007 |
|
0.382 |
0.7998 |
|
LOW |
0.7970 |
|
0.618 |
0.7925 |
|
1.000 |
0.7897 |
|
1.618 |
0.7852 |
|
2.618 |
0.7779 |
|
4.250 |
0.7660 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8007 |
0.8015 |
| PP |
0.7996 |
0.8001 |
| S1 |
0.7985 |
0.7988 |
|