CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7922 |
0.7948 |
0.0026 |
0.3% |
0.7991 |
| High |
0.7978 |
0.7966 |
-0.0012 |
-0.2% |
0.8096 |
| Low |
0.7899 |
0.7918 |
0.0019 |
0.2% |
0.7899 |
| Close |
0.7956 |
0.7934 |
-0.0022 |
-0.3% |
0.7956 |
| Range |
0.0079 |
0.0048 |
-0.0031 |
-39.2% |
0.0197 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
105,371 |
95,494 |
-9,877 |
-9.4% |
565,623 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8083 |
0.8057 |
0.7960 |
|
| R3 |
0.8035 |
0.8009 |
0.7947 |
|
| R2 |
0.7987 |
0.7987 |
0.7943 |
|
| R1 |
0.7961 |
0.7961 |
0.7938 |
0.7950 |
| PP |
0.7939 |
0.7939 |
0.7939 |
0.7934 |
| S1 |
0.7913 |
0.7913 |
0.7930 |
0.7902 |
| S2 |
0.7891 |
0.7891 |
0.7925 |
|
| S3 |
0.7843 |
0.7865 |
0.7921 |
|
| S4 |
0.7795 |
0.7817 |
0.7908 |
|
|
| 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% |
0.0085 |
1.1% |
18% |
False |
False |
114,036 |
| 10 |
0.8096 |
0.7899 |
0.0197 |
2.5% |
0.0075 |
1.0% |
18% |
False |
False |
96,336 |
| 20 |
0.8115 |
0.7862 |
0.0253 |
3.2% |
0.0073 |
0.9% |
28% |
False |
False |
51,225 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0067 |
0.8% |
43% |
False |
False |
25,943 |
| 60 |
0.8115 |
0.7556 |
0.0559 |
7.0% |
0.0068 |
0.9% |
68% |
False |
False |
17,375 |
| 80 |
0.8115 |
0.7390 |
0.0725 |
9.1% |
0.0063 |
0.8% |
75% |
False |
False |
13,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8170 |
|
2.618 |
0.8092 |
|
1.618 |
0.8044 |
|
1.000 |
0.8014 |
|
0.618 |
0.7996 |
|
HIGH |
0.7966 |
|
0.618 |
0.7948 |
|
0.500 |
0.7942 |
|
0.382 |
0.7936 |
|
LOW |
0.7918 |
|
0.618 |
0.7888 |
|
1.000 |
0.7870 |
|
1.618 |
0.7840 |
|
2.618 |
0.7792 |
|
4.250 |
0.7714 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7942 |
0.7963 |
| PP |
0.7939 |
0.7953 |
| S1 |
0.7937 |
0.7944 |
|