CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7927 |
0.7877 |
-0.0050 |
-0.6% |
0.7991 |
| High |
0.7941 |
0.7880 |
-0.0061 |
-0.8% |
0.8096 |
| Low |
0.7851 |
0.7828 |
-0.0023 |
-0.3% |
0.7899 |
| Close |
0.7884 |
0.7852 |
-0.0032 |
-0.4% |
0.7956 |
| Range |
0.0090 |
0.0052 |
-0.0038 |
-42.2% |
0.0197 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
113,671 |
113,019 |
-652 |
-0.6% |
565,623 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8009 |
0.7983 |
0.7881 |
|
| R3 |
0.7957 |
0.7931 |
0.7866 |
|
| R2 |
0.7905 |
0.7905 |
0.7862 |
|
| R1 |
0.7879 |
0.7879 |
0.7857 |
0.7866 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7847 |
| S1 |
0.7827 |
0.7827 |
0.7847 |
0.7814 |
| S2 |
0.7801 |
0.7801 |
0.7842 |
|
| S3 |
0.7749 |
0.7775 |
0.7838 |
|
| S4 |
0.7697 |
0.7723 |
0.7823 |
|
|
| 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 |
0.8027 |
0.7828 |
0.0199 |
2.5% |
0.0077 |
1.0% |
12% |
False |
True |
115,103 |
| 10 |
0.8096 |
0.7828 |
0.0268 |
3.4% |
0.0077 |
1.0% |
9% |
False |
True |
107,294 |
| 20 |
0.8115 |
0.7828 |
0.0287 |
3.7% |
0.0074 |
0.9% |
8% |
False |
True |
62,497 |
| 40 |
0.8115 |
0.7796 |
0.0319 |
4.1% |
0.0068 |
0.9% |
18% |
False |
False |
31,602 |
| 60 |
0.8115 |
0.7556 |
0.0559 |
7.1% |
0.0069 |
0.9% |
53% |
False |
False |
21,150 |
| 80 |
0.8115 |
0.7443 |
0.0672 |
8.6% |
0.0063 |
0.8% |
61% |
False |
False |
15,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8101 |
|
2.618 |
0.8016 |
|
1.618 |
0.7964 |
|
1.000 |
0.7932 |
|
0.618 |
0.7912 |
|
HIGH |
0.7880 |
|
0.618 |
0.7860 |
|
0.500 |
0.7854 |
|
0.382 |
0.7848 |
|
LOW |
0.7828 |
|
0.618 |
0.7796 |
|
1.000 |
0.7776 |
|
1.618 |
0.7744 |
|
2.618 |
0.7692 |
|
4.250 |
0.7607 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7854 |
0.7897 |
| PP |
0.7853 |
0.7882 |
| S1 |
0.7853 |
0.7867 |
|