CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8036 |
0.8048 |
0.0012 |
0.1% |
0.7950 |
| High |
0.8115 |
0.8050 |
-0.0065 |
-0.8% |
0.8115 |
| Low |
0.8034 |
0.8009 |
-0.0025 |
-0.3% |
0.7932 |
| Close |
0.8052 |
0.8021 |
-0.0031 |
-0.4% |
0.8052 |
| Range |
0.0081 |
0.0041 |
-0.0040 |
-49.4% |
0.0183 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
11,236 |
26,192 |
14,956 |
133.1% |
27,813 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8150 |
0.8126 |
0.8044 |
|
| R3 |
0.8109 |
0.8085 |
0.8032 |
|
| R2 |
0.8068 |
0.8068 |
0.8029 |
|
| R1 |
0.8044 |
0.8044 |
0.8025 |
0.8036 |
| PP |
0.8027 |
0.8027 |
0.8027 |
0.8022 |
| S1 |
0.8003 |
0.8003 |
0.8017 |
0.7995 |
| S2 |
0.7986 |
0.7986 |
0.8013 |
|
| S3 |
0.7945 |
0.7962 |
0.8010 |
|
| S4 |
0.7904 |
0.7921 |
0.7998 |
|
|
| 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 |
0.7932 |
0.0183 |
2.3% |
0.0067 |
0.8% |
49% |
False |
False |
10,801 |
| 10 |
0.8115 |
0.7862 |
0.0253 |
3.2% |
0.0071 |
0.9% |
63% |
False |
False |
6,115 |
| 20 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0068 |
0.9% |
71% |
False |
False |
3,470 |
| 40 |
0.8115 |
0.7773 |
0.0342 |
4.3% |
0.0070 |
0.9% |
73% |
False |
False |
1,937 |
| 60 |
0.8115 |
0.7519 |
0.0596 |
7.4% |
0.0063 |
0.8% |
84% |
False |
False |
1,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8224 |
|
2.618 |
0.8157 |
|
1.618 |
0.8116 |
|
1.000 |
0.8091 |
|
0.618 |
0.8075 |
|
HIGH |
0.8050 |
|
0.618 |
0.8034 |
|
0.500 |
0.8030 |
|
0.382 |
0.8025 |
|
LOW |
0.8009 |
|
0.618 |
0.7984 |
|
1.000 |
0.7968 |
|
1.618 |
0.7943 |
|
2.618 |
0.7902 |
|
4.250 |
0.7835 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8030 |
0.8040 |
| PP |
0.8027 |
0.8033 |
| S1 |
0.8024 |
0.8027 |
|