CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7892 |
0.7926 |
0.0034 |
0.4% |
0.7918 |
| High |
0.7943 |
0.7962 |
0.0019 |
0.2% |
0.7943 |
| Low |
0.7875 |
0.7916 |
0.0041 |
0.5% |
0.7856 |
| Close |
0.7926 |
0.7962 |
0.0036 |
0.5% |
0.7926 |
| Range |
0.0068 |
0.0046 |
-0.0022 |
-32.4% |
0.0087 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1,234 |
525 |
-709 |
-57.5% |
3,432 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8085 |
0.8069 |
0.7987 |
|
| R3 |
0.8039 |
0.8023 |
0.7975 |
|
| R2 |
0.7993 |
0.7993 |
0.7970 |
|
| R1 |
0.7977 |
0.7977 |
0.7966 |
0.7985 |
| PP |
0.7947 |
0.7947 |
0.7947 |
0.7951 |
| S1 |
0.7931 |
0.7931 |
0.7958 |
0.7939 |
| S2 |
0.7901 |
0.7901 |
0.7954 |
|
| S3 |
0.7855 |
0.7885 |
0.7949 |
|
| S4 |
0.7809 |
0.7839 |
0.7937 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8169 |
0.8135 |
0.7974 |
|
| R3 |
0.8082 |
0.8048 |
0.7950 |
|
| R2 |
0.7995 |
0.7995 |
0.7942 |
|
| R1 |
0.7961 |
0.7961 |
0.7934 |
0.7978 |
| PP |
0.7908 |
0.7908 |
0.7908 |
0.7917 |
| S1 |
0.7874 |
0.7874 |
0.7918 |
0.7891 |
| S2 |
0.7821 |
0.7821 |
0.7910 |
|
| S3 |
0.7734 |
0.7787 |
0.7902 |
|
| S4 |
0.7647 |
0.7700 |
0.7878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7962 |
0.7856 |
0.0106 |
1.3% |
0.0050 |
0.6% |
100% |
True |
False |
712 |
| 10 |
0.7962 |
0.7796 |
0.0166 |
2.1% |
0.0062 |
0.8% |
100% |
True |
False |
837 |
| 20 |
0.8028 |
0.7796 |
0.0232 |
2.9% |
0.0061 |
0.8% |
72% |
False |
False |
681 |
| 40 |
0.8050 |
0.7556 |
0.0494 |
6.2% |
0.0066 |
0.8% |
82% |
False |
False |
459 |
| 60 |
0.8050 |
0.7408 |
0.0642 |
8.1% |
0.0059 |
0.7% |
86% |
False |
False |
358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8158 |
|
2.618 |
0.8082 |
|
1.618 |
0.8036 |
|
1.000 |
0.8008 |
|
0.618 |
0.7990 |
|
HIGH |
0.7962 |
|
0.618 |
0.7944 |
|
0.500 |
0.7939 |
|
0.382 |
0.7934 |
|
LOW |
0.7916 |
|
0.618 |
0.7888 |
|
1.000 |
0.7870 |
|
1.618 |
0.7842 |
|
2.618 |
0.7796 |
|
4.250 |
0.7721 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7954 |
0.7944 |
| PP |
0.7947 |
0.7927 |
| S1 |
0.7939 |
0.7909 |
|