CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7894 |
0.7935 |
0.0041 |
0.5% |
0.7926 |
| High |
0.7939 |
0.7986 |
0.0047 |
0.6% |
0.7986 |
| Low |
0.7862 |
0.7911 |
0.0049 |
0.6% |
0.7862 |
| Close |
0.7939 |
0.7958 |
0.0019 |
0.2% |
0.7958 |
| Range |
0.0077 |
0.0075 |
-0.0002 |
-2.6% |
0.0124 |
| ATR |
0.0067 |
0.0067 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,087 |
3,207 |
2,120 |
195.0% |
7,147 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8177 |
0.8142 |
0.7999 |
|
| R3 |
0.8102 |
0.8067 |
0.7979 |
|
| R2 |
0.8027 |
0.8027 |
0.7972 |
|
| R1 |
0.7992 |
0.7992 |
0.7965 |
0.8010 |
| PP |
0.7952 |
0.7952 |
0.7952 |
0.7960 |
| S1 |
0.7917 |
0.7917 |
0.7951 |
0.7935 |
| S2 |
0.7877 |
0.7877 |
0.7944 |
|
| S3 |
0.7802 |
0.7842 |
0.7937 |
|
| S4 |
0.7727 |
0.7767 |
0.7917 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8307 |
0.8257 |
0.8026 |
|
| R3 |
0.8183 |
0.8133 |
0.7992 |
|
| R2 |
0.8059 |
0.8059 |
0.7981 |
|
| R1 |
0.8009 |
0.8009 |
0.7969 |
0.8034 |
| PP |
0.7935 |
0.7935 |
0.7935 |
0.7948 |
| S1 |
0.7885 |
0.7885 |
0.7947 |
0.7910 |
| S2 |
0.7811 |
0.7811 |
0.7935 |
|
| S3 |
0.7687 |
0.7761 |
0.7924 |
|
| S4 |
0.7563 |
0.7637 |
0.7890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7986 |
0.7862 |
0.0124 |
1.6% |
0.0076 |
0.9% |
77% |
True |
False |
1,429 |
| 10 |
0.7986 |
0.7856 |
0.0130 |
1.6% |
0.0062 |
0.8% |
78% |
True |
False |
1,057 |
| 20 |
0.7986 |
0.7796 |
0.0190 |
2.4% |
0.0065 |
0.8% |
85% |
True |
False |
950 |
| 40 |
0.8050 |
0.7572 |
0.0478 |
6.0% |
0.0068 |
0.9% |
81% |
False |
False |
606 |
| 60 |
0.8050 |
0.7495 |
0.0555 |
7.0% |
0.0061 |
0.8% |
83% |
False |
False |
460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8305 |
|
2.618 |
0.8182 |
|
1.618 |
0.8107 |
|
1.000 |
0.8061 |
|
0.618 |
0.8032 |
|
HIGH |
0.7986 |
|
0.618 |
0.7957 |
|
0.500 |
0.7949 |
|
0.382 |
0.7940 |
|
LOW |
0.7911 |
|
0.618 |
0.7865 |
|
1.000 |
0.7836 |
|
1.618 |
0.7790 |
|
2.618 |
0.7715 |
|
4.250 |
0.7592 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7955 |
0.7947 |
| PP |
0.7952 |
0.7935 |
| S1 |
0.7949 |
0.7924 |
|