CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7926 |
0.7931 |
0.0005 |
0.1% |
0.7918 |
| High |
0.7962 |
0.7971 |
0.0009 |
0.1% |
0.7943 |
| Low |
0.7916 |
0.7895 |
-0.0021 |
-0.3% |
0.7856 |
| Close |
0.7962 |
0.7947 |
-0.0015 |
-0.2% |
0.7926 |
| Range |
0.0046 |
0.0076 |
0.0030 |
65.2% |
0.0087 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.6% |
0.0000 |
| Volume |
525 |
733 |
208 |
39.6% |
3,432 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8166 |
0.8132 |
0.7989 |
|
| R3 |
0.8090 |
0.8056 |
0.7968 |
|
| R2 |
0.8014 |
0.8014 |
0.7961 |
|
| R1 |
0.7980 |
0.7980 |
0.7954 |
0.7997 |
| PP |
0.7938 |
0.7938 |
0.7938 |
0.7946 |
| S1 |
0.7904 |
0.7904 |
0.7940 |
0.7921 |
| S2 |
0.7862 |
0.7862 |
0.7933 |
|
| S3 |
0.7786 |
0.7828 |
0.7926 |
|
| S4 |
0.7710 |
0.7752 |
0.7905 |
|
|
| 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 |
0.7971 |
0.7856 |
0.0115 |
1.4% |
0.0055 |
0.7% |
79% |
True |
False |
769 |
| 10 |
0.7971 |
0.7805 |
0.0166 |
2.1% |
0.0063 |
0.8% |
86% |
True |
False |
743 |
| 20 |
0.7978 |
0.7796 |
0.0182 |
2.3% |
0.0061 |
0.8% |
83% |
False |
False |
708 |
| 40 |
0.8050 |
0.7556 |
0.0494 |
6.2% |
0.0067 |
0.8% |
79% |
False |
False |
477 |
| 60 |
0.8050 |
0.7443 |
0.0607 |
7.6% |
0.0059 |
0.7% |
83% |
False |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8294 |
|
2.618 |
0.8170 |
|
1.618 |
0.8094 |
|
1.000 |
0.8047 |
|
0.618 |
0.8018 |
|
HIGH |
0.7971 |
|
0.618 |
0.7942 |
|
0.500 |
0.7933 |
|
0.382 |
0.7924 |
|
LOW |
0.7895 |
|
0.618 |
0.7848 |
|
1.000 |
0.7819 |
|
1.618 |
0.7772 |
|
2.618 |
0.7696 |
|
4.250 |
0.7572 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7942 |
0.7939 |
| PP |
0.7938 |
0.7931 |
| S1 |
0.7933 |
0.7923 |
|