CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 08-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.7995 |
0.8036 |
0.0041 |
0.5% |
0.7950 |
High |
0.8039 |
0.8115 |
0.0076 |
0.9% |
0.8115 |
Low |
0.7964 |
0.8034 |
0.0070 |
0.9% |
0.7932 |
Close |
0.8020 |
0.8052 |
0.0032 |
0.4% |
0.8052 |
Range |
0.0075 |
0.0081 |
0.0006 |
8.0% |
0.0183 |
ATR |
0.0068 |
0.0070 |
0.0002 |
2.8% |
0.0000 |
Volume |
8,810 |
11,236 |
2,426 |
27.5% |
27,813 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8310 |
0.8262 |
0.8097 |
|
R3 |
0.8229 |
0.8181 |
0.8074 |
|
R2 |
0.8148 |
0.8148 |
0.8067 |
|
R1 |
0.8100 |
0.8100 |
0.8059 |
0.8124 |
PP |
0.8067 |
0.8067 |
0.8067 |
0.8079 |
S1 |
0.8019 |
0.8019 |
0.8045 |
0.8043 |
S2 |
0.7986 |
0.7986 |
0.8037 |
|
S3 |
0.7905 |
0.7938 |
0.8030 |
|
S4 |
0.7824 |
0.7857 |
0.8007 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8582 |
0.8500 |
0.8153 |
|
R3 |
0.8399 |
0.8317 |
0.8102 |
|
R2 |
0.8216 |
0.8216 |
0.8086 |
|
R1 |
0.8134 |
0.8134 |
0.8069 |
0.8175 |
PP |
0.8033 |
0.8033 |
0.8033 |
0.8054 |
S1 |
0.7951 |
0.7951 |
0.8035 |
0.7992 |
S2 |
0.7850 |
0.7850 |
0.8018 |
|
S3 |
0.7667 |
0.7768 |
0.8002 |
|
S4 |
0.7484 |
0.7585 |
0.7951 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8115 |
0.7911 |
0.0204 |
2.5% |
0.0074 |
0.9% |
69% |
True |
False |
6,204 |
10 |
0.8115 |
0.7862 |
0.0253 |
3.1% |
0.0074 |
0.9% |
75% |
True |
False |
3,619 |
20 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0070 |
0.9% |
80% |
True |
False |
2,215 |
40 |
0.8115 |
0.7714 |
0.0401 |
5.0% |
0.0071 |
0.9% |
84% |
True |
False |
1,290 |
60 |
0.8115 |
0.7519 |
0.0596 |
7.4% |
0.0063 |
0.8% |
89% |
True |
False |
916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8459 |
2.618 |
0.8327 |
1.618 |
0.8246 |
1.000 |
0.8196 |
0.618 |
0.8165 |
HIGH |
0.8115 |
0.618 |
0.8084 |
0.500 |
0.8075 |
0.382 |
0.8065 |
LOW |
0.8034 |
0.618 |
0.7984 |
1.000 |
0.7953 |
1.618 |
0.7903 |
2.618 |
0.7822 |
4.250 |
0.7690 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8075 |
0.8046 |
PP |
0.8067 |
0.8040 |
S1 |
0.8060 |
0.8035 |
|