CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7923 |
0.7901 |
-0.0022 |
-0.3% |
0.7883 |
| High |
0.7938 |
0.7906 |
-0.0032 |
-0.4% |
0.7949 |
| Low |
0.7887 |
0.7870 |
-0.0017 |
-0.2% |
0.7796 |
| Close |
0.7897 |
0.7896 |
-0.0001 |
0.0% |
0.7921 |
| Range |
0.0051 |
0.0036 |
-0.0015 |
-29.4% |
0.0153 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
451 |
1,090 |
639 |
141.7% |
4,816 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7983 |
0.7916 |
|
| R3 |
0.7963 |
0.7947 |
0.7906 |
|
| R2 |
0.7927 |
0.7927 |
0.7903 |
|
| R1 |
0.7911 |
0.7911 |
0.7899 |
0.7901 |
| PP |
0.7891 |
0.7891 |
0.7891 |
0.7886 |
| S1 |
0.7875 |
0.7875 |
0.7893 |
0.7865 |
| S2 |
0.7855 |
0.7855 |
0.7889 |
|
| S3 |
0.7819 |
0.7839 |
0.7886 |
|
| S4 |
0.7783 |
0.7803 |
0.7876 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8348 |
0.8287 |
0.8005 |
|
| R3 |
0.8195 |
0.8134 |
0.7963 |
|
| R2 |
0.8042 |
0.8042 |
0.7949 |
|
| R1 |
0.7981 |
0.7981 |
0.7935 |
0.8012 |
| PP |
0.7889 |
0.7889 |
0.7889 |
0.7904 |
| S1 |
0.7828 |
0.7828 |
0.7907 |
0.7859 |
| S2 |
0.7736 |
0.7736 |
0.7893 |
|
| S3 |
0.7583 |
0.7675 |
0.7879 |
|
| S4 |
0.7430 |
0.7522 |
0.7837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7949 |
0.7857 |
0.0092 |
1.2% |
0.0056 |
0.7% |
42% |
False |
False |
709 |
| 10 |
0.7949 |
0.7796 |
0.0153 |
1.9% |
0.0064 |
0.8% |
65% |
False |
False |
852 |
| 20 |
0.8050 |
0.7796 |
0.0254 |
3.2% |
0.0064 |
0.8% |
39% |
False |
False |
608 |
| 40 |
0.8050 |
0.7556 |
0.0494 |
6.3% |
0.0066 |
0.8% |
69% |
False |
False |
434 |
| 60 |
0.8050 |
0.7357 |
0.0693 |
8.8% |
0.0059 |
0.7% |
78% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8059 |
|
2.618 |
0.8000 |
|
1.618 |
0.7964 |
|
1.000 |
0.7942 |
|
0.618 |
0.7928 |
|
HIGH |
0.7906 |
|
0.618 |
0.7892 |
|
0.500 |
0.7888 |
|
0.382 |
0.7884 |
|
LOW |
0.7870 |
|
0.618 |
0.7848 |
|
1.000 |
0.7834 |
|
1.618 |
0.7812 |
|
2.618 |
0.7776 |
|
4.250 |
0.7717 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7893 |
0.7904 |
| PP |
0.7891 |
0.7901 |
| S1 |
0.7888 |
0.7899 |
|