CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7948 |
0.7927 |
-0.0021 |
-0.3% |
0.7991 |
| High |
0.7966 |
0.7941 |
-0.0025 |
-0.3% |
0.8096 |
| Low |
0.7918 |
0.7851 |
-0.0067 |
-0.8% |
0.7899 |
| Close |
0.7934 |
0.7884 |
-0.0050 |
-0.6% |
0.7956 |
| Range |
0.0048 |
0.0090 |
0.0042 |
87.5% |
0.0197 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.7% |
0.0000 |
| Volume |
95,494 |
113,671 |
18,177 |
19.0% |
565,623 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8162 |
0.8113 |
0.7934 |
|
| R3 |
0.8072 |
0.8023 |
0.7909 |
|
| R2 |
0.7982 |
0.7982 |
0.7901 |
|
| R1 |
0.7933 |
0.7933 |
0.7892 |
0.7913 |
| PP |
0.7892 |
0.7892 |
0.7892 |
0.7882 |
| S1 |
0.7843 |
0.7843 |
0.7876 |
0.7823 |
| S2 |
0.7802 |
0.7802 |
0.7868 |
|
| S3 |
0.7712 |
0.7753 |
0.7859 |
|
| S4 |
0.7622 |
0.7663 |
0.7835 |
|
|
| 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 |
0.7851 |
0.0245 |
3.1% |
0.0091 |
1.1% |
13% |
False |
True |
119,717 |
| 10 |
0.8096 |
0.7851 |
0.0245 |
3.1% |
0.0079 |
1.0% |
13% |
False |
True |
104,837 |
| 20 |
0.8115 |
0.7851 |
0.0264 |
3.3% |
0.0076 |
1.0% |
13% |
False |
True |
56,883 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.0% |
0.0068 |
0.9% |
28% |
False |
False |
28,782 |
| 60 |
0.8115 |
0.7556 |
0.0559 |
7.1% |
0.0069 |
0.9% |
59% |
False |
False |
19,267 |
| 80 |
0.8115 |
0.7408 |
0.0707 |
9.0% |
0.0063 |
0.8% |
67% |
False |
False |
14,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8324 |
|
2.618 |
0.8177 |
|
1.618 |
0.8087 |
|
1.000 |
0.8031 |
|
0.618 |
0.7997 |
|
HIGH |
0.7941 |
|
0.618 |
0.7907 |
|
0.500 |
0.7896 |
|
0.382 |
0.7885 |
|
LOW |
0.7851 |
|
0.618 |
0.7795 |
|
1.000 |
0.7761 |
|
1.618 |
0.7705 |
|
2.618 |
0.7615 |
|
4.250 |
0.7469 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7896 |
0.7915 |
| PP |
0.7892 |
0.7904 |
| S1 |
0.7888 |
0.7894 |
|