CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7984 |
0.8001 |
0.0017 |
0.2% |
0.8055 |
| High |
0.8016 |
0.8035 |
0.0019 |
0.2% |
0.8060 |
| Low |
0.7955 |
0.7986 |
0.0031 |
0.4% |
0.7955 |
| Close |
0.7986 |
0.8000 |
0.0014 |
0.2% |
0.8000 |
| Range |
0.0061 |
0.0049 |
-0.0012 |
-19.7% |
0.0105 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
137,182 |
29,658 |
-107,524 |
-78.4% |
530,874 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8154 |
0.8126 |
0.8027 |
|
| R3 |
0.8105 |
0.8077 |
0.8013 |
|
| R2 |
0.8056 |
0.8056 |
0.8009 |
|
| R1 |
0.8028 |
0.8028 |
0.8004 |
0.8018 |
| PP |
0.8007 |
0.8007 |
0.8007 |
0.8002 |
| S1 |
0.7979 |
0.7979 |
0.7996 |
0.7968 |
| S2 |
0.7958 |
0.7958 |
0.7991 |
|
| S3 |
0.7909 |
0.7930 |
0.7987 |
|
| S4 |
0.7860 |
0.7881 |
0.7973 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8320 |
0.8265 |
0.8058 |
|
| R3 |
0.8215 |
0.8160 |
0.8029 |
|
| R2 |
0.8110 |
0.8110 |
0.8019 |
|
| R1 |
0.8055 |
0.8055 |
0.8010 |
0.8030 |
| PP |
0.8005 |
0.8005 |
0.8005 |
0.7993 |
| S1 |
0.7950 |
0.7950 |
0.7990 |
0.7925 |
| S2 |
0.7900 |
0.7900 |
0.7981 |
|
| S3 |
0.7795 |
0.7845 |
0.7971 |
|
| S4 |
0.7690 |
0.7740 |
0.7942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8060 |
0.7955 |
0.0105 |
1.3% |
0.0055 |
0.7% |
43% |
False |
False |
106,174 |
| 10 |
0.8125 |
0.7921 |
0.0204 |
2.6% |
0.0066 |
0.8% |
39% |
False |
False |
112,834 |
| 20 |
0.8125 |
0.7865 |
0.0260 |
3.3% |
0.0064 |
0.8% |
52% |
False |
False |
96,252 |
| 40 |
0.8125 |
0.7805 |
0.0320 |
4.0% |
0.0069 |
0.9% |
61% |
False |
False |
96,545 |
| 60 |
0.8125 |
0.7526 |
0.0599 |
7.5% |
0.0066 |
0.8% |
79% |
False |
False |
93,531 |
| 80 |
0.8125 |
0.7362 |
0.0763 |
9.5% |
0.0063 |
0.8% |
84% |
False |
False |
75,947 |
| 100 |
0.8125 |
0.7315 |
0.0810 |
10.1% |
0.0062 |
0.8% |
85% |
False |
False |
60,851 |
| 120 |
0.8125 |
0.7315 |
0.0810 |
10.1% |
0.0060 |
0.7% |
85% |
False |
False |
50,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8243 |
|
2.618 |
0.8163 |
|
1.618 |
0.8114 |
|
1.000 |
0.8084 |
|
0.618 |
0.8065 |
|
HIGH |
0.8035 |
|
0.618 |
0.8016 |
|
0.500 |
0.8011 |
|
0.382 |
0.8005 |
|
LOW |
0.7986 |
|
0.618 |
0.7956 |
|
1.000 |
0.7937 |
|
1.618 |
0.7907 |
|
2.618 |
0.7858 |
|
4.250 |
0.7778 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8011 |
0.8000 |
| PP |
0.8007 |
0.7999 |
| S1 |
0.8004 |
0.7999 |
|