CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7823 |
0.7825 |
0.0002 |
0.0% |
0.7948 |
| High |
0.7831 |
0.7868 |
0.0037 |
0.5% |
0.7966 |
| Low |
0.7777 |
0.7822 |
0.0045 |
0.6% |
0.7792 |
| Close |
0.7827 |
0.7854 |
0.0027 |
0.3% |
0.7836 |
| Range |
0.0054 |
0.0046 |
-0.0008 |
-14.8% |
0.0174 |
| ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
85,465 |
95,164 |
9,699 |
11.3% |
530,688 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7986 |
0.7966 |
0.7879 |
|
| R3 |
0.7940 |
0.7920 |
0.7867 |
|
| R2 |
0.7894 |
0.7894 |
0.7862 |
|
| R1 |
0.7874 |
0.7874 |
0.7858 |
0.7884 |
| PP |
0.7848 |
0.7848 |
0.7848 |
0.7853 |
| S1 |
0.7828 |
0.7828 |
0.7850 |
0.7838 |
| S2 |
0.7802 |
0.7802 |
0.7846 |
|
| S3 |
0.7756 |
0.7782 |
0.7841 |
|
| S4 |
0.7710 |
0.7736 |
0.7829 |
|
|
| 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 |
0.7868 |
0.7777 |
0.0091 |
1.2% |
0.0050 |
0.6% |
85% |
True |
False |
94,544 |
| 10 |
0.8027 |
0.7777 |
0.0250 |
3.2% |
0.0064 |
0.8% |
31% |
False |
False |
104,823 |
| 20 |
0.8115 |
0.7777 |
0.0338 |
4.3% |
0.0067 |
0.9% |
23% |
False |
False |
85,450 |
| 40 |
0.8115 |
0.7777 |
0.0338 |
4.3% |
0.0067 |
0.9% |
23% |
False |
False |
43,378 |
| 60 |
0.8115 |
0.7628 |
0.0487 |
6.2% |
0.0069 |
0.9% |
46% |
False |
False |
29,015 |
| 80 |
0.8115 |
0.7509 |
0.0606 |
7.7% |
0.0064 |
0.8% |
57% |
False |
False |
21,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8064 |
|
2.618 |
0.7988 |
|
1.618 |
0.7942 |
|
1.000 |
0.7914 |
|
0.618 |
0.7896 |
|
HIGH |
0.7868 |
|
0.618 |
0.7850 |
|
0.500 |
0.7845 |
|
0.382 |
0.7840 |
|
LOW |
0.7822 |
|
0.618 |
0.7794 |
|
1.000 |
0.7776 |
|
1.618 |
0.7748 |
|
2.618 |
0.7702 |
|
4.250 |
0.7627 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7851 |
0.7844 |
| PP |
0.7848 |
0.7833 |
| S1 |
0.7845 |
0.7823 |
|