CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8027 |
0.7922 |
-0.0105 |
-1.3% |
0.7991 |
| High |
0.8027 |
0.7978 |
-0.0049 |
-0.6% |
0.8096 |
| Low |
0.7909 |
0.7899 |
-0.0010 |
-0.1% |
0.7899 |
| Close |
0.7922 |
0.7956 |
0.0034 |
0.4% |
0.7956 |
| Range |
0.0118 |
0.0079 |
-0.0039 |
-33.1% |
0.0197 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.4% |
0.0000 |
| Volume |
147,960 |
105,371 |
-42,589 |
-28.8% |
565,623 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8181 |
0.8148 |
0.7999 |
|
| R3 |
0.8102 |
0.8069 |
0.7978 |
|
| R2 |
0.8023 |
0.8023 |
0.7970 |
|
| R1 |
0.7990 |
0.7990 |
0.7963 |
0.8006 |
| PP |
0.7944 |
0.7944 |
0.7944 |
0.7953 |
| S1 |
0.7911 |
0.7911 |
0.7949 |
0.7928 |
| S2 |
0.7865 |
0.7865 |
0.7942 |
|
| S3 |
0.7786 |
0.7832 |
0.7934 |
|
| S4 |
0.7707 |
0.7753 |
0.7913 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8575 |
0.8462 |
0.8064 |
|
| R3 |
0.8378 |
0.8265 |
0.8010 |
|
| R2 |
0.8181 |
0.8181 |
0.7992 |
|
| R1 |
0.8068 |
0.8068 |
0.7974 |
0.8026 |
| PP |
0.7984 |
0.7984 |
0.7984 |
0.7963 |
| S1 |
0.7871 |
0.7871 |
0.7938 |
0.7829 |
| S2 |
0.7787 |
0.7787 |
0.7920 |
|
| S3 |
0.7590 |
0.7674 |
0.7902 |
|
| S4 |
0.7393 |
0.7477 |
0.7848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8096 |
0.7899 |
0.0197 |
2.5% |
0.0095 |
1.2% |
29% |
False |
True |
113,124 |
| 10 |
0.8096 |
0.7899 |
0.0197 |
2.5% |
0.0075 |
0.9% |
29% |
False |
True |
89,406 |
| 20 |
0.8115 |
0.7862 |
0.0253 |
3.2% |
0.0074 |
0.9% |
37% |
False |
False |
46,512 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0068 |
0.9% |
50% |
False |
False |
23,560 |
| 60 |
0.8115 |
0.7556 |
0.0559 |
7.0% |
0.0068 |
0.9% |
72% |
False |
False |
15,794 |
| 80 |
0.8115 |
0.7357 |
0.0758 |
9.5% |
0.0063 |
0.8% |
79% |
False |
False |
11,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8314 |
|
2.618 |
0.8185 |
|
1.618 |
0.8106 |
|
1.000 |
0.8057 |
|
0.618 |
0.8027 |
|
HIGH |
0.7978 |
|
0.618 |
0.7948 |
|
0.500 |
0.7939 |
|
0.382 |
0.7929 |
|
LOW |
0.7899 |
|
0.618 |
0.7850 |
|
1.000 |
0.7820 |
|
1.618 |
0.7771 |
|
2.618 |
0.7692 |
|
4.250 |
0.7563 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7950 |
0.7998 |
| PP |
0.7944 |
0.7984 |
| S1 |
0.7939 |
0.7970 |
|