CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7841 |
0.7845 |
0.0004 |
0.1% |
0.7948 |
| High |
0.7853 |
0.7847 |
-0.0006 |
-0.1% |
0.7966 |
| Low |
0.7792 |
0.7810 |
0.0018 |
0.2% |
0.7792 |
| Close |
0.7851 |
0.7836 |
-0.0015 |
-0.2% |
0.7836 |
| Range |
0.0061 |
0.0037 |
-0.0024 |
-39.3% |
0.0174 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
113,391 |
95,113 |
-18,278 |
-16.1% |
530,688 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7942 |
0.7926 |
0.7856 |
|
| R3 |
0.7905 |
0.7889 |
0.7846 |
|
| R2 |
0.7868 |
0.7868 |
0.7843 |
|
| R1 |
0.7852 |
0.7852 |
0.7839 |
0.7842 |
| PP |
0.7831 |
0.7831 |
0.7831 |
0.7826 |
| S1 |
0.7815 |
0.7815 |
0.7833 |
0.7805 |
| S2 |
0.7794 |
0.7794 |
0.7829 |
|
| S3 |
0.7757 |
0.7778 |
0.7826 |
|
| S4 |
0.7720 |
0.7741 |
0.7816 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8387 |
0.8285 |
0.7932 |
|
| R3 |
0.8213 |
0.8111 |
0.7884 |
|
| R2 |
0.8039 |
0.8039 |
0.7868 |
|
| R1 |
0.7937 |
0.7937 |
0.7852 |
0.7901 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7847 |
| S1 |
0.7763 |
0.7763 |
0.7820 |
0.7727 |
| S2 |
0.7691 |
0.7691 |
0.7804 |
|
| S3 |
0.7517 |
0.7589 |
0.7788 |
|
| S4 |
0.7343 |
0.7415 |
0.7740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7966 |
0.7792 |
0.0174 |
2.2% |
0.0058 |
0.7% |
25% |
False |
False |
106,137 |
| 10 |
0.8096 |
0.7792 |
0.0304 |
3.9% |
0.0076 |
1.0% |
14% |
False |
False |
109,631 |
| 20 |
0.8115 |
0.7792 |
0.0323 |
4.1% |
0.0070 |
0.9% |
14% |
False |
False |
72,788 |
| 40 |
0.8115 |
0.7792 |
0.0323 |
4.1% |
0.0068 |
0.9% |
14% |
False |
False |
36,805 |
| 60 |
0.8115 |
0.7558 |
0.0557 |
7.1% |
0.0068 |
0.9% |
50% |
False |
False |
24,614 |
| 80 |
0.8115 |
0.7495 |
0.0620 |
7.9% |
0.0063 |
0.8% |
55% |
False |
False |
18,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8004 |
|
2.618 |
0.7944 |
|
1.618 |
0.7907 |
|
1.000 |
0.7884 |
|
0.618 |
0.7870 |
|
HIGH |
0.7847 |
|
0.618 |
0.7833 |
|
0.500 |
0.7829 |
|
0.382 |
0.7824 |
|
LOW |
0.7810 |
|
0.618 |
0.7787 |
|
1.000 |
0.7773 |
|
1.618 |
0.7750 |
|
2.618 |
0.7713 |
|
4.250 |
0.7653 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7834 |
0.7836 |
| PP |
0.7831 |
0.7836 |
| S1 |
0.7829 |
0.7836 |
|