CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7991 |
0.7948 |
-0.0043 |
-0.5% |
0.8048 |
| High |
0.8026 |
0.8011 |
-0.0015 |
-0.2% |
0.8050 |
| Low |
0.7930 |
0.7948 |
0.0018 |
0.2% |
0.7946 |
| Close |
0.7945 |
0.8003 |
0.0058 |
0.7% |
0.7991 |
| Range |
0.0096 |
0.0063 |
-0.0033 |
-34.4% |
0.0104 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
90,936 |
85,267 |
-5,669 |
-6.2% |
328,441 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8176 |
0.8153 |
0.8038 |
|
| R3 |
0.8113 |
0.8090 |
0.8020 |
|
| R2 |
0.8050 |
0.8050 |
0.8015 |
|
| R1 |
0.8027 |
0.8027 |
0.8009 |
0.8039 |
| PP |
0.7987 |
0.7987 |
0.7987 |
0.7993 |
| S1 |
0.7964 |
0.7964 |
0.7997 |
0.7976 |
| S2 |
0.7924 |
0.7924 |
0.7991 |
|
| S3 |
0.7861 |
0.7901 |
0.7986 |
|
| S4 |
0.7798 |
0.7838 |
0.7968 |
|
|
| 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 |
0.8034 |
0.7930 |
0.0104 |
1.3% |
0.0068 |
0.9% |
70% |
False |
False |
89,957 |
| 10 |
0.8115 |
0.7930 |
0.0185 |
2.3% |
0.0064 |
0.8% |
39% |
False |
False |
52,731 |
| 20 |
0.8115 |
0.7856 |
0.0259 |
3.2% |
0.0066 |
0.8% |
57% |
False |
False |
27,132 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0068 |
0.8% |
65% |
False |
False |
13,858 |
| 60 |
0.8115 |
0.7548 |
0.0567 |
7.1% |
0.0065 |
0.8% |
80% |
False |
False |
9,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8279 |
|
2.618 |
0.8176 |
|
1.618 |
0.8113 |
|
1.000 |
0.8074 |
|
0.618 |
0.8050 |
|
HIGH |
0.8011 |
|
0.618 |
0.7987 |
|
0.500 |
0.7980 |
|
0.382 |
0.7972 |
|
LOW |
0.7948 |
|
0.618 |
0.7909 |
|
1.000 |
0.7885 |
|
1.618 |
0.7846 |
|
2.618 |
0.7783 |
|
4.250 |
0.7680 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7995 |
0.7995 |
| PP |
0.7987 |
0.7987 |
| S1 |
0.7980 |
0.7979 |
|