CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7965 |
0.7963 |
-0.0002 |
0.0% |
0.7909 |
| High |
0.7989 |
0.7963 |
-0.0026 |
-0.3% |
0.8061 |
| Low |
0.7937 |
0.7911 |
-0.0026 |
-0.3% |
0.7873 |
| Close |
0.7965 |
0.7939 |
-0.0026 |
-0.3% |
0.7989 |
| Range |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0188 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
82,640 |
92,405 |
9,765 |
11.8% |
517,270 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8094 |
0.8068 |
0.7968 |
|
| R3 |
0.8042 |
0.8016 |
0.7953 |
|
| R2 |
0.7990 |
0.7990 |
0.7949 |
|
| R1 |
0.7964 |
0.7964 |
0.7944 |
0.7951 |
| PP |
0.7938 |
0.7938 |
0.7938 |
0.7931 |
| S1 |
0.7912 |
0.7912 |
0.7934 |
0.7899 |
| S2 |
0.7886 |
0.7886 |
0.7929 |
|
| S3 |
0.7834 |
0.7860 |
0.7925 |
|
| S4 |
0.7782 |
0.7808 |
0.7910 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8538 |
0.8452 |
0.8092 |
|
| R3 |
0.8350 |
0.8264 |
0.8041 |
|
| R2 |
0.8162 |
0.8162 |
0.8023 |
|
| R1 |
0.8076 |
0.8076 |
0.8006 |
0.8119 |
| PP |
0.7974 |
0.7974 |
0.7974 |
0.7996 |
| S1 |
0.7888 |
0.7888 |
0.7972 |
0.7931 |
| S2 |
0.7786 |
0.7786 |
0.7955 |
|
| S3 |
0.7598 |
0.7700 |
0.7937 |
|
| S4 |
0.7410 |
0.7512 |
0.7886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8038 |
0.7911 |
0.0127 |
1.6% |
0.0061 |
0.8% |
22% |
False |
True |
94,046 |
| 10 |
0.8061 |
0.7870 |
0.0191 |
2.4% |
0.0076 |
1.0% |
36% |
False |
False |
100,539 |
| 20 |
0.8061 |
0.7565 |
0.0496 |
6.2% |
0.0072 |
0.9% |
75% |
False |
False |
97,754 |
| 40 |
0.8061 |
0.7509 |
0.0552 |
7.0% |
0.0061 |
0.8% |
78% |
False |
False |
80,034 |
| 60 |
0.8061 |
0.7325 |
0.0736 |
9.3% |
0.0060 |
0.8% |
83% |
False |
False |
53,743 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0059 |
0.7% |
84% |
False |
False |
40,377 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.4% |
0.0057 |
0.7% |
84% |
False |
False |
32,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8184 |
|
2.618 |
0.8099 |
|
1.618 |
0.8047 |
|
1.000 |
0.8015 |
|
0.618 |
0.7995 |
|
HIGH |
0.7963 |
|
0.618 |
0.7943 |
|
0.500 |
0.7937 |
|
0.382 |
0.7931 |
|
LOW |
0.7911 |
|
0.618 |
0.7879 |
|
1.000 |
0.7859 |
|
1.618 |
0.7827 |
|
2.618 |
0.7775 |
|
4.250 |
0.7690 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7938 |
0.7975 |
| PP |
0.7938 |
0.7963 |
| S1 |
0.7937 |
0.7951 |
|