CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7910 |
0.7911 |
0.0001 |
0.0% |
0.7982 |
| High |
0.7938 |
0.7911 |
-0.0027 |
-0.3% |
0.8038 |
| Low |
0.7884 |
0.7852 |
-0.0032 |
-0.4% |
0.7887 |
| Close |
0.7909 |
0.7880 |
-0.0029 |
-0.4% |
0.7921 |
| Range |
0.0054 |
0.0059 |
0.0005 |
9.3% |
0.0151 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
82,257 |
103,135 |
20,878 |
25.4% |
488,059 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8058 |
0.8028 |
0.7912 |
|
| R3 |
0.7999 |
0.7969 |
0.7896 |
|
| R2 |
0.7940 |
0.7940 |
0.7891 |
|
| R1 |
0.7910 |
0.7910 |
0.7885 |
0.7896 |
| PP |
0.7881 |
0.7881 |
0.7881 |
0.7874 |
| S1 |
0.7851 |
0.7851 |
0.7875 |
0.7837 |
| S2 |
0.7822 |
0.7822 |
0.7869 |
|
| S3 |
0.7763 |
0.7792 |
0.7864 |
|
| S4 |
0.7704 |
0.7733 |
0.7848 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8402 |
0.8312 |
0.8004 |
|
| R3 |
0.8251 |
0.8161 |
0.7963 |
|
| R2 |
0.8100 |
0.8100 |
0.7949 |
|
| R1 |
0.8010 |
0.8010 |
0.7935 |
0.7980 |
| PP |
0.7949 |
0.7949 |
0.7949 |
0.7933 |
| S1 |
0.7859 |
0.7859 |
0.7907 |
0.7829 |
| S2 |
0.7798 |
0.7798 |
0.7893 |
|
| S3 |
0.7647 |
0.7708 |
0.7879 |
|
| S4 |
0.7496 |
0.7557 |
0.7838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7976 |
0.7852 |
0.0124 |
1.6% |
0.0062 |
0.8% |
23% |
False |
True |
89,435 |
| 10 |
0.8061 |
0.7852 |
0.0209 |
2.7% |
0.0067 |
0.9% |
13% |
False |
True |
94,555 |
| 20 |
0.8061 |
0.7669 |
0.0392 |
5.0% |
0.0077 |
1.0% |
54% |
False |
False |
102,402 |
| 40 |
0.8061 |
0.7523 |
0.0538 |
6.8% |
0.0064 |
0.8% |
66% |
False |
False |
87,869 |
| 60 |
0.8061 |
0.7362 |
0.0699 |
8.9% |
0.0061 |
0.8% |
74% |
False |
False |
59,621 |
| 80 |
0.8061 |
0.7315 |
0.0746 |
9.5% |
0.0060 |
0.8% |
76% |
False |
False |
44,807 |
| 100 |
0.8061 |
0.7315 |
0.0746 |
9.5% |
0.0057 |
0.7% |
76% |
False |
False |
35,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8162 |
|
2.618 |
0.8065 |
|
1.618 |
0.8006 |
|
1.000 |
0.7970 |
|
0.618 |
0.7947 |
|
HIGH |
0.7911 |
|
0.618 |
0.7888 |
|
0.500 |
0.7882 |
|
0.382 |
0.7875 |
|
LOW |
0.7852 |
|
0.618 |
0.7816 |
|
1.000 |
0.7793 |
|
1.618 |
0.7757 |
|
2.618 |
0.7698 |
|
4.250 |
0.7601 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7882 |
0.7902 |
| PP |
0.7881 |
0.7894 |
| S1 |
0.7881 |
0.7887 |
|