CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7825 |
0.7851 |
0.0026 |
0.3% |
0.7948 |
| High |
0.7868 |
0.7859 |
-0.0009 |
-0.1% |
0.7966 |
| Low |
0.7822 |
0.7780 |
-0.0042 |
-0.5% |
0.7792 |
| Close |
0.7854 |
0.7783 |
-0.0071 |
-0.9% |
0.7836 |
| Range |
0.0046 |
0.0079 |
0.0033 |
71.7% |
0.0174 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.4% |
0.0000 |
| Volume |
95,164 |
105,710 |
10,546 |
11.1% |
530,688 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8044 |
0.7993 |
0.7826 |
|
| R3 |
0.7965 |
0.7914 |
0.7805 |
|
| R2 |
0.7886 |
0.7886 |
0.7797 |
|
| R1 |
0.7835 |
0.7835 |
0.7790 |
0.7821 |
| PP |
0.7807 |
0.7807 |
0.7807 |
0.7801 |
| S1 |
0.7756 |
0.7756 |
0.7776 |
0.7742 |
| S2 |
0.7728 |
0.7728 |
0.7769 |
|
| S3 |
0.7649 |
0.7677 |
0.7761 |
|
| S4 |
0.7570 |
0.7598 |
0.7740 |
|
|
| 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% |
0.0054 |
0.7% |
7% |
False |
False |
93,008 |
| 10 |
0.7978 |
0.7777 |
0.0201 |
2.6% |
0.0060 |
0.8% |
3% |
False |
False |
100,598 |
| 20 |
0.8115 |
0.7777 |
0.0338 |
4.3% |
0.0067 |
0.9% |
2% |
False |
False |
90,295 |
| 40 |
0.8115 |
0.7777 |
0.0338 |
4.3% |
0.0067 |
0.9% |
2% |
False |
False |
45,991 |
| 60 |
0.8115 |
0.7662 |
0.0453 |
5.8% |
0.0070 |
0.9% |
27% |
False |
False |
30,774 |
| 80 |
0.8115 |
0.7518 |
0.0597 |
7.7% |
0.0064 |
0.8% |
44% |
False |
False |
23,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8195 |
|
2.618 |
0.8066 |
|
1.618 |
0.7987 |
|
1.000 |
0.7938 |
|
0.618 |
0.7908 |
|
HIGH |
0.7859 |
|
0.618 |
0.7829 |
|
0.500 |
0.7820 |
|
0.382 |
0.7810 |
|
LOW |
0.7780 |
|
0.618 |
0.7731 |
|
1.000 |
0.7701 |
|
1.618 |
0.7652 |
|
2.618 |
0.7573 |
|
4.250 |
0.7444 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7820 |
0.7823 |
| PP |
0.7807 |
0.7809 |
| S1 |
0.7795 |
0.7796 |
|