CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8013 |
0.7976 |
-0.0037 |
-0.5% |
0.7950 |
| High |
0.8034 |
0.8007 |
-0.0027 |
-0.3% |
0.8115 |
| Low |
0.7962 |
0.7946 |
-0.0016 |
-0.2% |
0.7932 |
| Close |
0.7965 |
0.7977 |
0.0012 |
0.2% |
0.8052 |
| Range |
0.0072 |
0.0061 |
-0.0011 |
-15.3% |
0.0183 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
88,450 |
79,485 |
-8,965 |
-10.1% |
27,813 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8160 |
0.8129 |
0.8011 |
|
| R3 |
0.8099 |
0.8068 |
0.7994 |
|
| R2 |
0.8038 |
0.8038 |
0.7988 |
|
| R1 |
0.8007 |
0.8007 |
0.7983 |
0.8023 |
| PP |
0.7977 |
0.7977 |
0.7977 |
0.7984 |
| S1 |
0.7946 |
0.7946 |
0.7971 |
0.7962 |
| S2 |
0.7916 |
0.7916 |
0.7966 |
|
| S3 |
0.7855 |
0.7885 |
0.7960 |
|
| S4 |
0.7794 |
0.7824 |
0.7943 |
|
|
| 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 |
0.7946 |
0.0169 |
2.1% |
0.0061 |
0.8% |
18% |
False |
True |
46,805 |
| 10 |
0.8115 |
0.7862 |
0.0253 |
3.2% |
0.0067 |
0.8% |
45% |
False |
False |
25,490 |
| 20 |
0.8115 |
0.7856 |
0.0259 |
3.2% |
0.0065 |
0.8% |
47% |
False |
False |
13,139 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0068 |
0.9% |
57% |
False |
False |
6,840 |
| 60 |
0.8115 |
0.7519 |
0.0596 |
7.5% |
0.0064 |
0.8% |
77% |
False |
False |
4,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8266 |
|
2.618 |
0.8167 |
|
1.618 |
0.8106 |
|
1.000 |
0.8068 |
|
0.618 |
0.8045 |
|
HIGH |
0.8007 |
|
0.618 |
0.7984 |
|
0.500 |
0.7977 |
|
0.382 |
0.7969 |
|
LOW |
0.7946 |
|
0.618 |
0.7908 |
|
1.000 |
0.7885 |
|
1.618 |
0.7847 |
|
2.618 |
0.7786 |
|
4.250 |
0.7687 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7977 |
0.7993 |
| PP |
0.7977 |
0.7987 |
| S1 |
0.7977 |
0.7982 |
|