CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7831 |
0.7823 |
-0.0008 |
-0.1% |
0.7948 |
| High |
0.7840 |
0.7831 |
-0.0009 |
-0.1% |
0.7966 |
| Low |
0.7788 |
0.7777 |
-0.0011 |
-0.1% |
0.7792 |
| Close |
0.7826 |
0.7827 |
0.0001 |
0.0% |
0.7836 |
| Range |
0.0052 |
0.0054 |
0.0002 |
3.8% |
0.0174 |
| ATR |
0.0069 |
0.0067 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
83,589 |
85,465 |
1,876 |
2.2% |
530,688 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7954 |
0.7857 |
|
| R3 |
0.7920 |
0.7900 |
0.7842 |
|
| R2 |
0.7866 |
0.7866 |
0.7837 |
|
| R1 |
0.7846 |
0.7846 |
0.7832 |
0.7856 |
| PP |
0.7812 |
0.7812 |
0.7812 |
0.7817 |
| S1 |
0.7792 |
0.7792 |
0.7822 |
0.7802 |
| S2 |
0.7758 |
0.7758 |
0.7817 |
|
| S3 |
0.7704 |
0.7738 |
0.7812 |
|
| S4 |
0.7650 |
0.7684 |
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 |
0.7880 |
0.7777 |
0.0103 |
1.3% |
0.0051 |
0.7% |
49% |
False |
True |
98,115 |
| 10 |
0.8096 |
0.7777 |
0.0319 |
4.1% |
0.0071 |
0.9% |
16% |
False |
True |
108,916 |
| 20 |
0.8115 |
0.7777 |
0.0338 |
4.3% |
0.0068 |
0.9% |
15% |
False |
True |
80,823 |
| 40 |
0.8115 |
0.7777 |
0.0338 |
4.3% |
0.0067 |
0.9% |
15% |
False |
True |
41,004 |
| 60 |
0.8115 |
0.7589 |
0.0526 |
6.7% |
0.0069 |
0.9% |
45% |
False |
False |
27,431 |
| 80 |
0.8115 |
0.7508 |
0.0607 |
7.8% |
0.0064 |
0.8% |
53% |
False |
False |
20,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8060 |
|
2.618 |
0.7972 |
|
1.618 |
0.7918 |
|
1.000 |
0.7885 |
|
0.618 |
0.7864 |
|
HIGH |
0.7831 |
|
0.618 |
0.7810 |
|
0.500 |
0.7804 |
|
0.382 |
0.7798 |
|
LOW |
0.7777 |
|
0.618 |
0.7744 |
|
1.000 |
0.7723 |
|
1.618 |
0.7690 |
|
2.618 |
0.7636 |
|
4.250 |
0.7548 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7819 |
0.7822 |
| PP |
0.7812 |
0.7817 |
| S1 |
0.7804 |
0.7812 |
|