CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7877 |
0.7841 |
-0.0036 |
-0.5% |
0.7991 |
| High |
0.7880 |
0.7853 |
-0.0027 |
-0.3% |
0.8096 |
| Low |
0.7828 |
0.7792 |
-0.0036 |
-0.5% |
0.7899 |
| Close |
0.7852 |
0.7851 |
-0.0001 |
0.0% |
0.7956 |
| Range |
0.0052 |
0.0061 |
0.0009 |
17.3% |
0.0197 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
113,019 |
113,391 |
372 |
0.3% |
565,623 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8015 |
0.7994 |
0.7885 |
|
| R3 |
0.7954 |
0.7933 |
0.7868 |
|
| R2 |
0.7893 |
0.7893 |
0.7862 |
|
| R1 |
0.7872 |
0.7872 |
0.7857 |
0.7882 |
| PP |
0.7832 |
0.7832 |
0.7832 |
0.7837 |
| S1 |
0.7811 |
0.7811 |
0.7845 |
0.7822 |
| S2 |
0.7771 |
0.7771 |
0.7840 |
|
| S3 |
0.7710 |
0.7750 |
0.7834 |
|
| S4 |
0.7649 |
0.7689 |
0.7817 |
|
|
| 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 |
0.7978 |
0.7792 |
0.0186 |
2.4% |
0.0066 |
0.8% |
32% |
False |
True |
108,189 |
| 10 |
0.8096 |
0.7792 |
0.0304 |
3.9% |
0.0077 |
1.0% |
19% |
False |
True |
110,684 |
| 20 |
0.8115 |
0.7792 |
0.0323 |
4.1% |
0.0072 |
0.9% |
18% |
False |
True |
68,087 |
| 40 |
0.8115 |
0.7792 |
0.0323 |
4.1% |
0.0068 |
0.9% |
18% |
False |
True |
34,433 |
| 60 |
0.8115 |
0.7558 |
0.0557 |
7.1% |
0.0068 |
0.9% |
53% |
False |
False |
23,029 |
| 80 |
0.8115 |
0.7495 |
0.0620 |
7.9% |
0.0063 |
0.8% |
57% |
False |
False |
17,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8112 |
|
2.618 |
0.8013 |
|
1.618 |
0.7952 |
|
1.000 |
0.7914 |
|
0.618 |
0.7891 |
|
HIGH |
0.7853 |
|
0.618 |
0.7830 |
|
0.500 |
0.7823 |
|
0.382 |
0.7815 |
|
LOW |
0.7792 |
|
0.618 |
0.7754 |
|
1.000 |
0.7731 |
|
1.618 |
0.7693 |
|
2.618 |
0.7632 |
|
4.250 |
0.7533 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7842 |
0.7867 |
| PP |
0.7832 |
0.7861 |
| S1 |
0.7823 |
0.7856 |
|