CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7976 |
0.7995 |
0.0019 |
0.2% |
0.8048 |
| High |
0.8007 |
0.8027 |
0.0020 |
0.2% |
0.8050 |
| Low |
0.7946 |
0.7977 |
0.0031 |
0.4% |
0.7946 |
| Close |
0.7977 |
0.7991 |
0.0014 |
0.2% |
0.7991 |
| Range |
0.0061 |
0.0050 |
-0.0011 |
-18.0% |
0.0104 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
79,485 |
105,648 |
26,163 |
32.9% |
328,441 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8148 |
0.8120 |
0.8019 |
|
| R3 |
0.8098 |
0.8070 |
0.8005 |
|
| R2 |
0.8048 |
0.8048 |
0.8000 |
|
| R1 |
0.8020 |
0.8020 |
0.7996 |
0.8009 |
| PP |
0.7998 |
0.7998 |
0.7998 |
0.7993 |
| S1 |
0.7970 |
0.7970 |
0.7986 |
0.7959 |
| S2 |
0.7948 |
0.7948 |
0.7982 |
|
| S3 |
0.7898 |
0.7920 |
0.7977 |
|
| S4 |
0.7848 |
0.7870 |
0.7964 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8308 |
0.8253 |
0.8048 |
|
| R3 |
0.8204 |
0.8149 |
0.8020 |
|
| R2 |
0.8100 |
0.8100 |
0.8010 |
|
| R1 |
0.8045 |
0.8045 |
0.8001 |
0.8021 |
| PP |
0.7996 |
0.7996 |
0.7996 |
0.7983 |
| S1 |
0.7941 |
0.7941 |
0.7981 |
0.7917 |
| S2 |
0.7892 |
0.7892 |
0.7972 |
|
| S3 |
0.7788 |
0.7837 |
0.7962 |
|
| S4 |
0.7684 |
0.7733 |
0.7934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8050 |
0.7946 |
0.0104 |
1.3% |
0.0055 |
0.7% |
43% |
False |
False |
65,688 |
| 10 |
0.8115 |
0.7911 |
0.0204 |
2.6% |
0.0065 |
0.8% |
39% |
False |
False |
35,946 |
| 20 |
0.8115 |
0.7856 |
0.0259 |
3.2% |
0.0063 |
0.8% |
52% |
False |
False |
18,365 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0067 |
0.8% |
61% |
False |
False |
9,468 |
| 60 |
0.8115 |
0.7519 |
0.0596 |
7.5% |
0.0064 |
0.8% |
79% |
False |
False |
6,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8240 |
|
2.618 |
0.8158 |
|
1.618 |
0.8108 |
|
1.000 |
0.8077 |
|
0.618 |
0.8058 |
|
HIGH |
0.8027 |
|
0.618 |
0.8008 |
|
0.500 |
0.8002 |
|
0.382 |
0.7996 |
|
LOW |
0.7977 |
|
0.618 |
0.7946 |
|
1.000 |
0.7927 |
|
1.618 |
0.7896 |
|
2.618 |
0.7846 |
|
4.250 |
0.7765 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8002 |
0.7991 |
| PP |
0.7998 |
0.7990 |
| S1 |
0.7995 |
0.7990 |
|