CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7768 |
0.7748 |
-0.0020 |
-0.3% |
0.7831 |
| High |
0.7776 |
0.7790 |
0.0014 |
0.2% |
0.7868 |
| Low |
0.7740 |
0.7744 |
0.0004 |
0.1% |
0.7725 |
| Close |
0.7751 |
0.7776 |
0.0025 |
0.3% |
0.7767 |
| Range |
0.0036 |
0.0046 |
0.0010 |
27.8% |
0.0143 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
53,860 |
91,677 |
37,817 |
70.2% |
510,122 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7908 |
0.7888 |
0.7801 |
|
| R3 |
0.7862 |
0.7842 |
0.7789 |
|
| R2 |
0.7816 |
0.7816 |
0.7784 |
|
| R1 |
0.7796 |
0.7796 |
0.7780 |
0.7806 |
| PP |
0.7770 |
0.7770 |
0.7770 |
0.7775 |
| S1 |
0.7750 |
0.7750 |
0.7772 |
0.7760 |
| S2 |
0.7724 |
0.7724 |
0.7768 |
|
| S3 |
0.7678 |
0.7704 |
0.7763 |
|
| S4 |
0.7632 |
0.7658 |
0.7751 |
|
|
| 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% |
0.0055 |
0.7% |
36% |
False |
False |
97,321 |
| 10 |
0.7880 |
0.7725 |
0.0155 |
2.0% |
0.0053 |
0.7% |
33% |
False |
False |
97,718 |
| 20 |
0.8096 |
0.7725 |
0.0371 |
4.8% |
0.0066 |
0.9% |
14% |
False |
False |
101,277 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0067 |
0.9% |
13% |
False |
False |
53,080 |
| 60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0069 |
0.9% |
13% |
False |
False |
35,526 |
| 80 |
0.8115 |
0.7519 |
0.0596 |
7.7% |
0.0064 |
0.8% |
43% |
False |
False |
26,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7985 |
|
2.618 |
0.7910 |
|
1.618 |
0.7864 |
|
1.000 |
0.7836 |
|
0.618 |
0.7818 |
|
HIGH |
0.7790 |
|
0.618 |
0.7772 |
|
0.500 |
0.7767 |
|
0.382 |
0.7762 |
|
LOW |
0.7744 |
|
0.618 |
0.7716 |
|
1.000 |
0.7698 |
|
1.618 |
0.7670 |
|
2.618 |
0.7624 |
|
4.250 |
0.7549 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7773 |
0.7770 |
| PP |
0.7770 |
0.7764 |
| S1 |
0.7767 |
0.7759 |
|