CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7950 |
0.7988 |
0.0038 |
0.5% |
0.7926 |
| High |
0.8017 |
0.8009 |
-0.0008 |
-0.1% |
0.7986 |
| Low |
0.7932 |
0.7954 |
0.0022 |
0.3% |
0.7862 |
| Close |
0.7987 |
0.7985 |
-0.0002 |
0.0% |
0.7958 |
| Range |
0.0085 |
0.0055 |
-0.0030 |
-35.3% |
0.0124 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
5,146 |
2,621 |
-2,525 |
-49.1% |
7,147 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8148 |
0.8121 |
0.8015 |
|
| R3 |
0.8093 |
0.8066 |
0.8000 |
|
| R2 |
0.8038 |
0.8038 |
0.7995 |
|
| R1 |
0.8011 |
0.8011 |
0.7990 |
0.7997 |
| PP |
0.7983 |
0.7983 |
0.7983 |
0.7976 |
| S1 |
0.7956 |
0.7956 |
0.7980 |
0.7942 |
| S2 |
0.7928 |
0.7928 |
0.7975 |
|
| S3 |
0.7873 |
0.7901 |
0.7970 |
|
| S4 |
0.7818 |
0.7846 |
0.7955 |
|
|
| 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 |
0.8017 |
0.7862 |
0.0155 |
1.9% |
0.0079 |
1.0% |
79% |
False |
False |
2,731 |
| 10 |
0.8017 |
0.7856 |
0.0161 |
2.0% |
0.0067 |
0.8% |
80% |
False |
False |
1,750 |
| 20 |
0.8017 |
0.7796 |
0.0221 |
2.8% |
0.0067 |
0.8% |
86% |
False |
False |
1,306 |
| 40 |
0.8050 |
0.7628 |
0.0422 |
5.3% |
0.0070 |
0.9% |
85% |
False |
False |
798 |
| 60 |
0.8050 |
0.7509 |
0.0541 |
6.8% |
0.0063 |
0.8% |
88% |
False |
False |
589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8243 |
|
2.618 |
0.8153 |
|
1.618 |
0.8098 |
|
1.000 |
0.8064 |
|
0.618 |
0.8043 |
|
HIGH |
0.8009 |
|
0.618 |
0.7988 |
|
0.500 |
0.7982 |
|
0.382 |
0.7975 |
|
LOW |
0.7954 |
|
0.618 |
0.7920 |
|
1.000 |
0.7899 |
|
1.618 |
0.7865 |
|
2.618 |
0.7810 |
|
4.250 |
0.7720 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7984 |
0.7978 |
| PP |
0.7983 |
0.7971 |
| S1 |
0.7982 |
0.7964 |
|