CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7851 |
0.7786 |
-0.0065 |
-0.8% |
0.7831 |
| High |
0.7859 |
0.7792 |
-0.0067 |
-0.9% |
0.7868 |
| Low |
0.7780 |
0.7725 |
-0.0055 |
-0.7% |
0.7725 |
| Close |
0.7783 |
0.7767 |
-0.0016 |
-0.2% |
0.7767 |
| Range |
0.0079 |
0.0067 |
-0.0012 |
-15.2% |
0.0143 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0000 |
| Volume |
105,710 |
140,194 |
34,484 |
32.6% |
510,122 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7962 |
0.7932 |
0.7804 |
|
| R3 |
0.7895 |
0.7865 |
0.7785 |
|
| R2 |
0.7828 |
0.7828 |
0.7779 |
|
| R1 |
0.7798 |
0.7798 |
0.7773 |
0.7780 |
| PP |
0.7761 |
0.7761 |
0.7761 |
0.7752 |
| S1 |
0.7731 |
0.7731 |
0.7761 |
0.7712 |
| S2 |
0.7694 |
0.7694 |
0.7755 |
|
| S3 |
0.7627 |
0.7664 |
0.7749 |
|
| S4 |
0.7560 |
0.7597 |
0.7730 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8216 |
0.8134 |
0.7846 |
|
| R3 |
0.8073 |
0.7991 |
0.7806 |
|
| R2 |
0.7930 |
0.7930 |
0.7793 |
|
| R1 |
0.7848 |
0.7848 |
0.7780 |
0.7818 |
| PP |
0.7787 |
0.7787 |
0.7787 |
0.7771 |
| S1 |
0.7705 |
0.7705 |
0.7754 |
0.7675 |
| S2 |
0.7644 |
0.7644 |
0.7741 |
|
| S3 |
0.7501 |
0.7562 |
0.7728 |
|
| S4 |
0.7358 |
0.7419 |
0.7688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7868 |
0.7725 |
0.0143 |
1.8% |
0.0060 |
0.8% |
29% |
False |
True |
102,024 |
| 10 |
0.7966 |
0.7725 |
0.0241 |
3.1% |
0.0059 |
0.8% |
17% |
False |
True |
104,081 |
| 20 |
0.8096 |
0.7725 |
0.0371 |
4.8% |
0.0067 |
0.9% |
11% |
False |
True |
96,743 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0068 |
0.9% |
11% |
False |
True |
49,479 |
| 60 |
0.8115 |
0.7714 |
0.0401 |
5.2% |
0.0070 |
0.9% |
13% |
False |
False |
33,108 |
| 80 |
0.8115 |
0.7519 |
0.0596 |
7.7% |
0.0064 |
0.8% |
42% |
False |
False |
24,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8077 |
|
2.618 |
0.7967 |
|
1.618 |
0.7900 |
|
1.000 |
0.7859 |
|
0.618 |
0.7833 |
|
HIGH |
0.7792 |
|
0.618 |
0.7766 |
|
0.500 |
0.7759 |
|
0.382 |
0.7751 |
|
LOW |
0.7725 |
|
0.618 |
0.7684 |
|
1.000 |
0.7658 |
|
1.618 |
0.7617 |
|
2.618 |
0.7550 |
|
4.250 |
0.7440 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7764 |
0.7797 |
| PP |
0.7761 |
0.7787 |
| S1 |
0.7759 |
0.7777 |
|