CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7998 |
0.8027 |
0.0029 |
0.4% |
0.8048 |
| High |
0.8096 |
0.8027 |
-0.0069 |
-0.9% |
0.8050 |
| Low |
0.7978 |
0.7909 |
-0.0069 |
-0.9% |
0.7946 |
| Close |
0.8005 |
0.7922 |
-0.0083 |
-1.0% |
0.7991 |
| Range |
0.0118 |
0.0118 |
0.0000 |
0.0% |
0.0104 |
| ATR |
0.0071 |
0.0075 |
0.0003 |
4.7% |
0.0000 |
| Volume |
136,089 |
147,960 |
11,871 |
8.7% |
328,441 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8307 |
0.8232 |
0.7987 |
|
| R3 |
0.8189 |
0.8114 |
0.7954 |
|
| R2 |
0.8071 |
0.8071 |
0.7944 |
|
| R1 |
0.7996 |
0.7996 |
0.7933 |
0.7975 |
| PP |
0.7953 |
0.7953 |
0.7953 |
0.7942 |
| S1 |
0.7878 |
0.7878 |
0.7911 |
0.7857 |
| S2 |
0.7835 |
0.7835 |
0.7900 |
|
| S3 |
0.7717 |
0.7760 |
0.7890 |
|
| S4 |
0.7599 |
0.7642 |
0.7857 |
|
|
| 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 |
0.7909 |
0.0187 |
2.4% |
0.0089 |
1.1% |
7% |
False |
True |
113,180 |
| 10 |
0.8115 |
0.7909 |
0.0206 |
2.6% |
0.0075 |
0.9% |
6% |
False |
True |
79,992 |
| 20 |
0.8115 |
0.7856 |
0.0259 |
3.3% |
0.0073 |
0.9% |
25% |
False |
False |
41,257 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0069 |
0.9% |
39% |
False |
False |
20,933 |
| 60 |
0.8115 |
0.7556 |
0.0559 |
7.1% |
0.0068 |
0.9% |
65% |
False |
False |
14,042 |
| 80 |
0.8115 |
0.7357 |
0.0758 |
9.6% |
0.0062 |
0.8% |
75% |
False |
False |
10,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8528 |
|
2.618 |
0.8336 |
|
1.618 |
0.8218 |
|
1.000 |
0.8145 |
|
0.618 |
0.8100 |
|
HIGH |
0.8027 |
|
0.618 |
0.7982 |
|
0.500 |
0.7968 |
|
0.382 |
0.7954 |
|
LOW |
0.7909 |
|
0.618 |
0.7836 |
|
1.000 |
0.7791 |
|
1.618 |
0.7718 |
|
2.618 |
0.7600 |
|
4.250 |
0.7408 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7968 |
0.8003 |
| PP |
0.7953 |
0.7976 |
| S1 |
0.7937 |
0.7949 |
|