CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8019 |
0.7984 |
-0.0035 |
-0.4% |
0.7954 |
| High |
0.8043 |
0.8016 |
-0.0027 |
-0.3% |
0.8125 |
| Low |
0.7970 |
0.7955 |
-0.0015 |
-0.2% |
0.7941 |
| Close |
0.7974 |
0.7986 |
0.0012 |
0.2% |
0.8061 |
| Range |
0.0073 |
0.0061 |
-0.0012 |
-16.4% |
0.0184 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
161,993 |
137,182 |
-24,811 |
-15.3% |
486,618 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8169 |
0.8138 |
0.8020 |
|
| R3 |
0.8108 |
0.8077 |
0.8003 |
|
| R2 |
0.8047 |
0.8047 |
0.7997 |
|
| R1 |
0.8016 |
0.8016 |
0.7992 |
0.8032 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7993 |
| S1 |
0.7955 |
0.7955 |
0.7980 |
0.7971 |
| S2 |
0.7925 |
0.7925 |
0.7975 |
|
| S3 |
0.7864 |
0.7894 |
0.7969 |
|
| S4 |
0.7803 |
0.7833 |
0.7952 |
|
|
| 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 |
0.7955 |
0.0170 |
2.1% |
0.0062 |
0.8% |
18% |
False |
True |
123,734 |
| 10 |
0.8125 |
0.7870 |
0.0255 |
3.2% |
0.0069 |
0.9% |
45% |
False |
False |
121,087 |
| 20 |
0.8125 |
0.7865 |
0.0260 |
3.3% |
0.0066 |
0.8% |
47% |
False |
False |
99,773 |
| 40 |
0.8125 |
0.7805 |
0.0320 |
4.0% |
0.0070 |
0.9% |
57% |
False |
False |
99,114 |
| 60 |
0.8125 |
0.7526 |
0.0599 |
7.5% |
0.0066 |
0.8% |
77% |
False |
False |
94,137 |
| 80 |
0.8125 |
0.7362 |
0.0763 |
9.6% |
0.0063 |
0.8% |
82% |
False |
False |
75,585 |
| 100 |
0.8125 |
0.7315 |
0.0810 |
10.1% |
0.0062 |
0.8% |
83% |
False |
False |
60,555 |
| 120 |
0.8125 |
0.7315 |
0.0810 |
10.1% |
0.0060 |
0.7% |
83% |
False |
False |
50,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8275 |
|
2.618 |
0.8176 |
|
1.618 |
0.8115 |
|
1.000 |
0.8077 |
|
0.618 |
0.8054 |
|
HIGH |
0.8016 |
|
0.618 |
0.7993 |
|
0.500 |
0.7986 |
|
0.382 |
0.7978 |
|
LOW |
0.7955 |
|
0.618 |
0.7917 |
|
1.000 |
0.7894 |
|
1.618 |
0.7856 |
|
2.618 |
0.7795 |
|
4.250 |
0.7696 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7986 |
0.8002 |
| PP |
0.7986 |
0.7997 |
| S1 |
0.7986 |
0.7991 |
|