CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7935 |
0.7950 |
0.0015 |
0.2% |
0.7926 |
| High |
0.7986 |
0.8017 |
0.0031 |
0.4% |
0.7986 |
| Low |
0.7911 |
0.7932 |
0.0021 |
0.3% |
0.7862 |
| Close |
0.7958 |
0.7987 |
0.0029 |
0.4% |
0.7958 |
| Range |
0.0075 |
0.0085 |
0.0010 |
13.3% |
0.0124 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
1.9% |
0.0000 |
| Volume |
3,207 |
5,146 |
1,939 |
60.5% |
7,147 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8234 |
0.8195 |
0.8034 |
|
| R3 |
0.8149 |
0.8110 |
0.8010 |
|
| R2 |
0.8064 |
0.8064 |
0.8003 |
|
| R1 |
0.8025 |
0.8025 |
0.7995 |
0.8045 |
| PP |
0.7979 |
0.7979 |
0.7979 |
0.7988 |
| S1 |
0.7940 |
0.7940 |
0.7979 |
0.7960 |
| S2 |
0.7894 |
0.7894 |
0.7971 |
|
| S3 |
0.7809 |
0.7855 |
0.7964 |
|
| S4 |
0.7724 |
0.7770 |
0.7940 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8307 |
0.8257 |
0.8026 |
|
| R3 |
0.8183 |
0.8133 |
0.7992 |
|
| R2 |
0.8059 |
0.8059 |
0.7981 |
|
| R1 |
0.8009 |
0.8009 |
0.7969 |
0.8034 |
| PP |
0.7935 |
0.7935 |
0.7935 |
0.7948 |
| S1 |
0.7885 |
0.7885 |
0.7947 |
0.7910 |
| S2 |
0.7811 |
0.7811 |
0.7935 |
|
| S3 |
0.7687 |
0.7761 |
0.7924 |
|
| S4 |
0.7563 |
0.7637 |
0.7890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8017 |
0.7862 |
0.0155 |
1.9% |
0.0083 |
1.0% |
81% |
True |
False |
2,353 |
| 10 |
0.8017 |
0.7856 |
0.0161 |
2.0% |
0.0067 |
0.8% |
81% |
True |
False |
1,533 |
| 20 |
0.8017 |
0.7796 |
0.0221 |
2.8% |
0.0067 |
0.8% |
86% |
True |
False |
1,186 |
| 40 |
0.8050 |
0.7589 |
0.0461 |
5.8% |
0.0070 |
0.9% |
86% |
False |
False |
735 |
| 60 |
0.8050 |
0.7508 |
0.0542 |
6.8% |
0.0062 |
0.8% |
88% |
False |
False |
545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8378 |
|
2.618 |
0.8240 |
|
1.618 |
0.8155 |
|
1.000 |
0.8102 |
|
0.618 |
0.8070 |
|
HIGH |
0.8017 |
|
0.618 |
0.7985 |
|
0.500 |
0.7975 |
|
0.382 |
0.7964 |
|
LOW |
0.7932 |
|
0.618 |
0.7879 |
|
1.000 |
0.7847 |
|
1.618 |
0.7794 |
|
2.618 |
0.7709 |
|
4.250 |
0.7571 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7983 |
0.7971 |
| PP |
0.7979 |
0.7955 |
| S1 |
0.7975 |
0.7940 |
|