CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8048 |
0.8022 |
-0.0026 |
-0.3% |
0.7950 |
| High |
0.8050 |
0.8039 |
-0.0011 |
-0.1% |
0.8115 |
| Low |
0.8009 |
0.7989 |
-0.0020 |
-0.2% |
0.7932 |
| Close |
0.8021 |
0.8011 |
-0.0010 |
-0.1% |
0.8052 |
| Range |
0.0041 |
0.0050 |
0.0009 |
22.0% |
0.0183 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
26,192 |
28,666 |
2,474 |
9.4% |
27,813 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8163 |
0.8137 |
0.8039 |
|
| R3 |
0.8113 |
0.8087 |
0.8025 |
|
| R2 |
0.8063 |
0.8063 |
0.8020 |
|
| R1 |
0.8037 |
0.8037 |
0.8016 |
0.8025 |
| PP |
0.8013 |
0.8013 |
0.8013 |
0.8007 |
| S1 |
0.7987 |
0.7987 |
0.8006 |
0.7975 |
| S2 |
0.7963 |
0.7963 |
0.8002 |
|
| S3 |
0.7913 |
0.7937 |
0.7997 |
|
| S4 |
0.7863 |
0.7887 |
0.7984 |
|
|
| 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 |
0.7954 |
0.0161 |
2.0% |
0.0060 |
0.8% |
35% |
False |
False |
15,505 |
| 10 |
0.8115 |
0.7862 |
0.0253 |
3.2% |
0.0072 |
0.9% |
59% |
False |
False |
8,929 |
| 20 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0067 |
0.8% |
67% |
False |
False |
4,883 |
| 40 |
0.8115 |
0.7773 |
0.0342 |
4.3% |
0.0070 |
0.9% |
70% |
False |
False |
2,651 |
| 60 |
0.8115 |
0.7519 |
0.0596 |
7.4% |
0.0063 |
0.8% |
83% |
False |
False |
1,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8252 |
|
2.618 |
0.8170 |
|
1.618 |
0.8120 |
|
1.000 |
0.8089 |
|
0.618 |
0.8070 |
|
HIGH |
0.8039 |
|
0.618 |
0.8020 |
|
0.500 |
0.8014 |
|
0.382 |
0.8008 |
|
LOW |
0.7989 |
|
0.618 |
0.7958 |
|
1.000 |
0.7939 |
|
1.618 |
0.7908 |
|
2.618 |
0.7858 |
|
4.250 |
0.7777 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8014 |
0.8052 |
| PP |
0.8013 |
0.8038 |
| S1 |
0.8012 |
0.8025 |
|