CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7901 |
0.7895 |
-0.0006 |
-0.1% |
0.7883 |
| High |
0.7906 |
0.7904 |
-0.0002 |
0.0% |
0.7949 |
| Low |
0.7870 |
0.7856 |
-0.0014 |
-0.2% |
0.7796 |
| Close |
0.7896 |
0.7894 |
-0.0002 |
0.0% |
0.7921 |
| Range |
0.0036 |
0.0048 |
0.0012 |
33.3% |
0.0153 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,090 |
263 |
-827 |
-75.9% |
4,816 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8029 |
0.8009 |
0.7920 |
|
| R3 |
0.7981 |
0.7961 |
0.7907 |
|
| R2 |
0.7933 |
0.7933 |
0.7903 |
|
| R1 |
0.7913 |
0.7913 |
0.7898 |
0.7899 |
| PP |
0.7885 |
0.7885 |
0.7885 |
0.7878 |
| S1 |
0.7865 |
0.7865 |
0.7890 |
0.7851 |
| S2 |
0.7837 |
0.7837 |
0.7885 |
|
| S3 |
0.7789 |
0.7817 |
0.7881 |
|
| S4 |
0.7741 |
0.7769 |
0.7868 |
|
|
| 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 |
0.7938 |
0.7856 |
0.0082 |
1.0% |
0.0049 |
0.6% |
46% |
False |
True |
535 |
| 10 |
0.7949 |
0.7796 |
0.0153 |
1.9% |
0.0065 |
0.8% |
64% |
False |
False |
811 |
| 20 |
0.8028 |
0.7796 |
0.0232 |
2.9% |
0.0061 |
0.8% |
42% |
False |
False |
607 |
| 40 |
0.8050 |
0.7556 |
0.0494 |
6.3% |
0.0065 |
0.8% |
68% |
False |
False |
435 |
| 60 |
0.8050 |
0.7357 |
0.0693 |
8.8% |
0.0059 |
0.7% |
77% |
False |
False |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8108 |
|
2.618 |
0.8030 |
|
1.618 |
0.7982 |
|
1.000 |
0.7952 |
|
0.618 |
0.7934 |
|
HIGH |
0.7904 |
|
0.618 |
0.7886 |
|
0.500 |
0.7880 |
|
0.382 |
0.7874 |
|
LOW |
0.7856 |
|
0.618 |
0.7826 |
|
1.000 |
0.7808 |
|
1.618 |
0.7778 |
|
2.618 |
0.7730 |
|
4.250 |
0.7652 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7889 |
0.7897 |
| PP |
0.7885 |
0.7896 |
| S1 |
0.7880 |
0.7895 |
|