CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7948 |
0.7998 |
0.0050 |
0.6% |
0.8048 |
| High |
0.8011 |
0.8096 |
0.0085 |
1.1% |
0.8050 |
| Low |
0.7948 |
0.7978 |
0.0030 |
0.4% |
0.7946 |
| Close |
0.8003 |
0.8005 |
0.0002 |
0.0% |
0.7991 |
| Range |
0.0063 |
0.0118 |
0.0055 |
87.3% |
0.0104 |
| ATR |
0.0068 |
0.0071 |
0.0004 |
5.3% |
0.0000 |
| Volume |
85,267 |
136,089 |
50,822 |
59.6% |
328,441 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8380 |
0.8311 |
0.8070 |
|
| R3 |
0.8262 |
0.8193 |
0.8037 |
|
| R2 |
0.8144 |
0.8144 |
0.8027 |
|
| R1 |
0.8075 |
0.8075 |
0.8016 |
0.8110 |
| PP |
0.8026 |
0.8026 |
0.8026 |
0.8044 |
| S1 |
0.7957 |
0.7957 |
0.7994 |
0.7992 |
| S2 |
0.7908 |
0.7908 |
0.7983 |
|
| S3 |
0.7790 |
0.7839 |
0.7973 |
|
| S4 |
0.7672 |
0.7721 |
0.7940 |
|
|
| 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 |
0.8096 |
0.7930 |
0.0166 |
2.1% |
0.0078 |
1.0% |
45% |
True |
False |
99,485 |
| 10 |
0.8115 |
0.7930 |
0.0185 |
2.3% |
0.0071 |
0.9% |
41% |
False |
False |
66,077 |
| 20 |
0.8115 |
0.7856 |
0.0259 |
3.2% |
0.0069 |
0.9% |
58% |
False |
False |
33,914 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0069 |
0.9% |
66% |
False |
False |
17,252 |
| 60 |
0.8115 |
0.7556 |
0.0559 |
7.0% |
0.0067 |
0.8% |
80% |
False |
False |
11,577 |
| 80 |
0.8115 |
0.7357 |
0.0758 |
9.5% |
0.0061 |
0.8% |
85% |
False |
False |
8,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8598 |
|
2.618 |
0.8405 |
|
1.618 |
0.8287 |
|
1.000 |
0.8214 |
|
0.618 |
0.8169 |
|
HIGH |
0.8096 |
|
0.618 |
0.8051 |
|
0.500 |
0.8037 |
|
0.382 |
0.8023 |
|
LOW |
0.7978 |
|
0.618 |
0.7905 |
|
1.000 |
0.7860 |
|
1.618 |
0.7787 |
|
2.618 |
0.7669 |
|
4.250 |
0.7477 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8037 |
0.8013 |
| PP |
0.8026 |
0.8010 |
| S1 |
0.8016 |
0.8008 |
|