CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7988 |
0.7995 |
0.0007 |
0.1% |
0.7926 |
| High |
0.8009 |
0.8039 |
0.0030 |
0.4% |
0.7986 |
| Low |
0.7954 |
0.7964 |
0.0010 |
0.1% |
0.7862 |
| Close |
0.7985 |
0.8020 |
0.0035 |
0.4% |
0.7958 |
| Range |
0.0055 |
0.0075 |
0.0020 |
36.4% |
0.0124 |
| ATR |
0.0068 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
| Volume |
2,621 |
8,810 |
6,189 |
236.1% |
7,147 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8233 |
0.8201 |
0.8061 |
|
| R3 |
0.8158 |
0.8126 |
0.8041 |
|
| R2 |
0.8083 |
0.8083 |
0.8034 |
|
| R1 |
0.8051 |
0.8051 |
0.8027 |
0.8067 |
| PP |
0.8008 |
0.8008 |
0.8008 |
0.8016 |
| S1 |
0.7976 |
0.7976 |
0.8013 |
0.7992 |
| S2 |
0.7933 |
0.7933 |
0.8006 |
|
| S3 |
0.7858 |
0.7901 |
0.7999 |
|
| S4 |
0.7783 |
0.7826 |
0.7979 |
|
|
| 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 |
0.8039 |
0.7862 |
0.0177 |
2.2% |
0.0073 |
0.9% |
89% |
True |
False |
4,174 |
| 10 |
0.8039 |
0.7856 |
0.0183 |
2.3% |
0.0071 |
0.9% |
90% |
True |
False |
2,522 |
| 20 |
0.8039 |
0.7796 |
0.0243 |
3.0% |
0.0068 |
0.8% |
92% |
True |
False |
1,687 |
| 40 |
0.8050 |
0.7662 |
0.0388 |
4.8% |
0.0071 |
0.9% |
92% |
False |
False |
1,014 |
| 60 |
0.8050 |
0.7518 |
0.0532 |
6.6% |
0.0064 |
0.8% |
94% |
False |
False |
733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8358 |
|
2.618 |
0.8235 |
|
1.618 |
0.8160 |
|
1.000 |
0.8114 |
|
0.618 |
0.8085 |
|
HIGH |
0.8039 |
|
0.618 |
0.8010 |
|
0.500 |
0.8002 |
|
0.382 |
0.7993 |
|
LOW |
0.7964 |
|
0.618 |
0.7918 |
|
1.000 |
0.7889 |
|
1.618 |
0.7843 |
|
2.618 |
0.7768 |
|
4.250 |
0.7645 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8014 |
0.8009 |
| PP |
0.8008 |
0.7997 |
| S1 |
0.8002 |
0.7986 |
|