CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7845 |
0.7831 |
-0.0014 |
-0.2% |
0.7948 |
| High |
0.7847 |
0.7840 |
-0.0007 |
-0.1% |
0.7966 |
| Low |
0.7810 |
0.7788 |
-0.0022 |
-0.3% |
0.7792 |
| Close |
0.7836 |
0.7826 |
-0.0010 |
-0.1% |
0.7836 |
| Range |
0.0037 |
0.0052 |
0.0015 |
40.5% |
0.0174 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
95,113 |
83,589 |
-11,524 |
-12.1% |
530,688 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7952 |
0.7855 |
|
| R3 |
0.7922 |
0.7900 |
0.7840 |
|
| R2 |
0.7870 |
0.7870 |
0.7836 |
|
| R1 |
0.7848 |
0.7848 |
0.7831 |
0.7833 |
| PP |
0.7818 |
0.7818 |
0.7818 |
0.7811 |
| S1 |
0.7796 |
0.7796 |
0.7821 |
0.7781 |
| S2 |
0.7766 |
0.7766 |
0.7816 |
|
| S3 |
0.7714 |
0.7744 |
0.7812 |
|
| S4 |
0.7662 |
0.7692 |
0.7797 |
|
|
| 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 |
0.7941 |
0.7788 |
0.0153 |
2.0% |
0.0058 |
0.7% |
25% |
False |
True |
103,756 |
| 10 |
0.8096 |
0.7788 |
0.0308 |
3.9% |
0.0072 |
0.9% |
12% |
False |
True |
108,896 |
| 20 |
0.8115 |
0.7788 |
0.0327 |
4.2% |
0.0069 |
0.9% |
12% |
False |
True |
76,807 |
| 40 |
0.8115 |
0.7788 |
0.0327 |
4.2% |
0.0067 |
0.9% |
12% |
False |
True |
38,878 |
| 60 |
0.8115 |
0.7572 |
0.0543 |
6.9% |
0.0068 |
0.9% |
47% |
False |
False |
26,006 |
| 80 |
0.8115 |
0.7495 |
0.0620 |
7.9% |
0.0063 |
0.8% |
53% |
False |
False |
19,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8061 |
|
2.618 |
0.7976 |
|
1.618 |
0.7924 |
|
1.000 |
0.7892 |
|
0.618 |
0.7872 |
|
HIGH |
0.7840 |
|
0.618 |
0.7820 |
|
0.500 |
0.7814 |
|
0.382 |
0.7808 |
|
LOW |
0.7788 |
|
0.618 |
0.7756 |
|
1.000 |
0.7736 |
|
1.618 |
0.7704 |
|
2.618 |
0.7652 |
|
4.250 |
0.7567 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7822 |
0.7824 |
| PP |
0.7818 |
0.7822 |
| S1 |
0.7814 |
0.7821 |
|