CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 31-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.7937 |
0.7894 |
-0.0043 |
-0.5% |
0.7918 |
High |
0.7984 |
0.7939 |
-0.0045 |
-0.6% |
0.7943 |
Low |
0.7880 |
0.7862 |
-0.0018 |
-0.2% |
0.7856 |
Close |
0.7893 |
0.7939 |
0.0046 |
0.6% |
0.7926 |
Range |
0.0104 |
0.0077 |
-0.0027 |
-26.0% |
0.0087 |
ATR |
0.0066 |
0.0067 |
0.0001 |
1.2% |
0.0000 |
Volume |
1,595 |
1,087 |
-508 |
-31.8% |
3,432 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8144 |
0.8119 |
0.7981 |
|
R3 |
0.8067 |
0.8042 |
0.7960 |
|
R2 |
0.7990 |
0.7990 |
0.7953 |
|
R1 |
0.7965 |
0.7965 |
0.7946 |
0.7978 |
PP |
0.7913 |
0.7913 |
0.7913 |
0.7920 |
S1 |
0.7888 |
0.7888 |
0.7932 |
0.7901 |
S2 |
0.7836 |
0.7836 |
0.7925 |
|
S3 |
0.7759 |
0.7811 |
0.7918 |
|
S4 |
0.7682 |
0.7734 |
0.7897 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8169 |
0.8135 |
0.7974 |
|
R3 |
0.8082 |
0.8048 |
0.7950 |
|
R2 |
0.7995 |
0.7995 |
0.7942 |
|
R1 |
0.7961 |
0.7961 |
0.7934 |
0.7978 |
PP |
0.7908 |
0.7908 |
0.7908 |
0.7917 |
S1 |
0.7874 |
0.7874 |
0.7918 |
0.7891 |
S2 |
0.7821 |
0.7821 |
0.7910 |
|
S3 |
0.7734 |
0.7787 |
0.7902 |
|
S4 |
0.7647 |
0.7700 |
0.7878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7984 |
0.7862 |
0.0122 |
1.5% |
0.0074 |
0.9% |
63% |
False |
True |
1,034 |
10 |
0.7984 |
0.7856 |
0.0128 |
1.6% |
0.0062 |
0.8% |
65% |
False |
False |
785 |
20 |
0.7984 |
0.7796 |
0.0188 |
2.4% |
0.0065 |
0.8% |
76% |
False |
False |
821 |
40 |
0.8050 |
0.7558 |
0.0492 |
6.2% |
0.0067 |
0.8% |
77% |
False |
False |
526 |
60 |
0.8050 |
0.7495 |
0.0555 |
7.0% |
0.0061 |
0.8% |
80% |
False |
False |
407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8266 |
2.618 |
0.8141 |
1.618 |
0.8064 |
1.000 |
0.8016 |
0.618 |
0.7987 |
HIGH |
0.7939 |
0.618 |
0.7910 |
0.500 |
0.7901 |
0.382 |
0.7891 |
LOW |
0.7862 |
0.618 |
0.7814 |
1.000 |
0.7785 |
1.618 |
0.7737 |
2.618 |
0.7660 |
4.250 |
0.7535 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7926 |
0.7934 |
PP |
0.7913 |
0.7928 |
S1 |
0.7901 |
0.7923 |
|