CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7786 |
0.7768 |
-0.0018 |
-0.2% |
0.7831 |
| High |
0.7792 |
0.7776 |
-0.0016 |
-0.2% |
0.7868 |
| Low |
0.7725 |
0.7740 |
0.0015 |
0.2% |
0.7725 |
| Close |
0.7767 |
0.7751 |
-0.0016 |
-0.2% |
0.7767 |
| Range |
0.0067 |
0.0036 |
-0.0031 |
-46.3% |
0.0143 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
140,194 |
53,860 |
-86,334 |
-61.6% |
510,122 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7864 |
0.7843 |
0.7771 |
|
| R3 |
0.7828 |
0.7807 |
0.7761 |
|
| R2 |
0.7792 |
0.7792 |
0.7758 |
|
| R1 |
0.7771 |
0.7771 |
0.7754 |
0.7764 |
| PP |
0.7756 |
0.7756 |
0.7756 |
0.7752 |
| S1 |
0.7735 |
0.7735 |
0.7748 |
0.7728 |
| S2 |
0.7720 |
0.7720 |
0.7744 |
|
| S3 |
0.7684 |
0.7699 |
0.7741 |
|
| S4 |
0.7648 |
0.7663 |
0.7731 |
|
|
| 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% |
0.0056 |
0.7% |
18% |
False |
False |
96,078 |
| 10 |
0.7941 |
0.7725 |
0.0216 |
2.8% |
0.0057 |
0.7% |
12% |
False |
False |
99,917 |
| 20 |
0.8096 |
0.7725 |
0.0371 |
4.8% |
0.0066 |
0.9% |
7% |
False |
False |
98,127 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0067 |
0.9% |
7% |
False |
False |
50,798 |
| 60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0069 |
0.9% |
7% |
False |
False |
34,000 |
| 80 |
0.8115 |
0.7519 |
0.0596 |
7.7% |
0.0064 |
0.8% |
39% |
False |
False |
25,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7929 |
|
2.618 |
0.7870 |
|
1.618 |
0.7834 |
|
1.000 |
0.7812 |
|
0.618 |
0.7798 |
|
HIGH |
0.7776 |
|
0.618 |
0.7762 |
|
0.500 |
0.7758 |
|
0.382 |
0.7754 |
|
LOW |
0.7740 |
|
0.618 |
0.7718 |
|
1.000 |
0.7704 |
|
1.618 |
0.7682 |
|
2.618 |
0.7646 |
|
4.250 |
0.7587 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7758 |
0.7792 |
| PP |
0.7756 |
0.7778 |
| S1 |
0.7753 |
0.7765 |
|