CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8022 |
0.8013 |
-0.0009 |
-0.1% |
0.7950 |
| High |
0.8039 |
0.8034 |
-0.0005 |
-0.1% |
0.8115 |
| Low |
0.7989 |
0.7962 |
-0.0027 |
-0.3% |
0.7932 |
| Close |
0.8011 |
0.7965 |
-0.0046 |
-0.6% |
0.8052 |
| Range |
0.0050 |
0.0072 |
0.0022 |
44.0% |
0.0183 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.6% |
0.0000 |
| Volume |
28,666 |
88,450 |
59,784 |
208.6% |
27,813 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8203 |
0.8156 |
0.8005 |
|
| R3 |
0.8131 |
0.8084 |
0.7985 |
|
| R2 |
0.8059 |
0.8059 |
0.7978 |
|
| R1 |
0.8012 |
0.8012 |
0.7972 |
0.8000 |
| PP |
0.7987 |
0.7987 |
0.7987 |
0.7981 |
| S1 |
0.7940 |
0.7940 |
0.7958 |
0.7928 |
| S2 |
0.7915 |
0.7915 |
0.7952 |
|
| S3 |
0.7843 |
0.7868 |
0.7945 |
|
| S4 |
0.7771 |
0.7796 |
0.7925 |
|
|
| 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 |
0.7962 |
0.0153 |
1.9% |
0.0064 |
0.8% |
2% |
False |
True |
32,670 |
| 10 |
0.8115 |
0.7862 |
0.0253 |
3.2% |
0.0072 |
0.9% |
41% |
False |
False |
17,701 |
| 20 |
0.8115 |
0.7805 |
0.0310 |
3.9% |
0.0067 |
0.8% |
52% |
False |
False |
9,222 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0068 |
0.9% |
53% |
False |
False |
4,855 |
| 60 |
0.8115 |
0.7519 |
0.0596 |
7.5% |
0.0063 |
0.8% |
75% |
False |
False |
3,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8340 |
|
2.618 |
0.8222 |
|
1.618 |
0.8150 |
|
1.000 |
0.8106 |
|
0.618 |
0.8078 |
|
HIGH |
0.8034 |
|
0.618 |
0.8006 |
|
0.500 |
0.7998 |
|
0.382 |
0.7990 |
|
LOW |
0.7962 |
|
0.618 |
0.7918 |
|
1.000 |
0.7890 |
|
1.618 |
0.7846 |
|
2.618 |
0.7774 |
|
4.250 |
0.7656 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7998 |
0.8006 |
| PP |
0.7987 |
0.7992 |
| S1 |
0.7976 |
0.7979 |
|