CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7995 |
0.7991 |
-0.0004 |
-0.1% |
0.8048 |
| High |
0.8027 |
0.8026 |
-0.0001 |
0.0% |
0.8050 |
| Low |
0.7977 |
0.7930 |
-0.0047 |
-0.6% |
0.7946 |
| Close |
0.7991 |
0.7945 |
-0.0046 |
-0.6% |
0.7991 |
| Range |
0.0050 |
0.0096 |
0.0046 |
92.0% |
0.0104 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.3% |
0.0000 |
| Volume |
105,648 |
90,936 |
-14,712 |
-13.9% |
328,441 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8255 |
0.8196 |
0.7998 |
|
| R3 |
0.8159 |
0.8100 |
0.7971 |
|
| R2 |
0.8063 |
0.8063 |
0.7963 |
|
| R1 |
0.8004 |
0.8004 |
0.7954 |
0.7986 |
| PP |
0.7967 |
0.7967 |
0.7967 |
0.7958 |
| S1 |
0.7908 |
0.7908 |
0.7936 |
0.7890 |
| S2 |
0.7871 |
0.7871 |
0.7927 |
|
| S3 |
0.7775 |
0.7812 |
0.7919 |
|
| S4 |
0.7679 |
0.7716 |
0.7892 |
|
|
| 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 |
0.8039 |
0.7930 |
0.0109 |
1.4% |
0.0066 |
0.8% |
14% |
False |
True |
78,637 |
| 10 |
0.8115 |
0.7930 |
0.0185 |
2.3% |
0.0067 |
0.8% |
8% |
False |
True |
44,719 |
| 20 |
0.8115 |
0.7856 |
0.0259 |
3.3% |
0.0064 |
0.8% |
34% |
False |
False |
22,888 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0068 |
0.8% |
47% |
False |
False |
11,736 |
| 60 |
0.8115 |
0.7525 |
0.0590 |
7.4% |
0.0065 |
0.8% |
71% |
False |
False |
7,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8434 |
|
2.618 |
0.8277 |
|
1.618 |
0.8181 |
|
1.000 |
0.8122 |
|
0.618 |
0.8085 |
|
HIGH |
0.8026 |
|
0.618 |
0.7989 |
|
0.500 |
0.7978 |
|
0.382 |
0.7967 |
|
LOW |
0.7930 |
|
0.618 |
0.7871 |
|
1.000 |
0.7834 |
|
1.618 |
0.7775 |
|
2.618 |
0.7679 |
|
4.250 |
0.7522 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7978 |
0.7979 |
| PP |
0.7967 |
0.7967 |
| S1 |
0.7956 |
0.7956 |
|