CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8001 |
0.8000 |
-0.0001 |
0.0% |
0.8055 |
| High |
0.8035 |
0.8034 |
-0.0001 |
0.0% |
0.8060 |
| Low |
0.7986 |
0.7982 |
-0.0004 |
-0.1% |
0.7955 |
| Close |
0.8000 |
0.7990 |
-0.0010 |
-0.1% |
0.8000 |
| Range |
0.0049 |
0.0052 |
0.0003 |
6.1% |
0.0105 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
29,658 |
2,995 |
-26,663 |
-89.9% |
530,874 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8158 |
0.8126 |
0.8019 |
|
| R3 |
0.8106 |
0.8074 |
0.8004 |
|
| R2 |
0.8054 |
0.8054 |
0.8000 |
|
| R1 |
0.8022 |
0.8022 |
0.7995 |
0.8012 |
| PP |
0.8002 |
0.8002 |
0.8002 |
0.7997 |
| S1 |
0.7970 |
0.7970 |
0.7985 |
0.7960 |
| S2 |
0.7950 |
0.7950 |
0.7980 |
|
| S3 |
0.7898 |
0.7918 |
0.7976 |
|
| S4 |
0.7846 |
0.7866 |
0.7961 |
|
|
| 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 |
0.8049 |
0.7955 |
0.0094 |
1.2% |
0.0057 |
0.7% |
37% |
False |
False |
87,153 |
| 10 |
0.8125 |
0.7941 |
0.0184 |
2.3% |
0.0063 |
0.8% |
27% |
False |
False |
102,048 |
| 20 |
0.8125 |
0.7865 |
0.0260 |
3.3% |
0.0063 |
0.8% |
48% |
False |
False |
92,033 |
| 40 |
0.8125 |
0.7805 |
0.0320 |
4.0% |
0.0068 |
0.9% |
58% |
False |
False |
93,778 |
| 60 |
0.8125 |
0.7531 |
0.0594 |
7.4% |
0.0067 |
0.8% |
77% |
False |
False |
92,651 |
| 80 |
0.8125 |
0.7362 |
0.0763 |
9.5% |
0.0063 |
0.8% |
82% |
False |
False |
75,975 |
| 100 |
0.8125 |
0.7315 |
0.0810 |
10.1% |
0.0062 |
0.8% |
83% |
False |
False |
60,878 |
| 120 |
0.8125 |
0.7315 |
0.0810 |
10.1% |
0.0060 |
0.7% |
83% |
False |
False |
50,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8255 |
|
2.618 |
0.8170 |
|
1.618 |
0.8118 |
|
1.000 |
0.8086 |
|
0.618 |
0.8066 |
|
HIGH |
0.8034 |
|
0.618 |
0.8014 |
|
0.500 |
0.8008 |
|
0.382 |
0.8002 |
|
LOW |
0.7982 |
|
0.618 |
0.7950 |
|
1.000 |
0.7930 |
|
1.618 |
0.7898 |
|
2.618 |
0.7846 |
|
4.250 |
0.7761 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8008 |
0.7995 |
| PP |
0.8002 |
0.7993 |
| S1 |
0.7996 |
0.7992 |
|