CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7748 |
0.7772 |
0.0024 |
0.3% |
0.7831 |
High |
0.7790 |
0.7803 |
0.0013 |
0.2% |
0.7868 |
Low |
0.7744 |
0.7764 |
0.0020 |
0.3% |
0.7725 |
Close |
0.7776 |
0.7783 |
0.0007 |
0.1% |
0.7767 |
Range |
0.0046 |
0.0039 |
-0.0007 |
-15.2% |
0.0143 |
ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
91,677 |
82,320 |
-9,357 |
-10.2% |
510,122 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7900 |
0.7881 |
0.7804 |
|
R3 |
0.7861 |
0.7842 |
0.7794 |
|
R2 |
0.7822 |
0.7822 |
0.7790 |
|
R1 |
0.7803 |
0.7803 |
0.7787 |
0.7812 |
PP |
0.7783 |
0.7783 |
0.7783 |
0.7788 |
S1 |
0.7764 |
0.7764 |
0.7779 |
0.7774 |
S2 |
0.7744 |
0.7744 |
0.7776 |
|
S3 |
0.7705 |
0.7725 |
0.7772 |
|
S4 |
0.7666 |
0.7686 |
0.7762 |
|
|
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 |
0.7859 |
0.7725 |
0.0134 |
1.7% |
0.0053 |
0.7% |
43% |
False |
False |
94,752 |
10 |
0.7868 |
0.7725 |
0.0143 |
1.8% |
0.0052 |
0.7% |
41% |
False |
False |
94,648 |
20 |
0.8096 |
0.7725 |
0.0371 |
4.8% |
0.0065 |
0.8% |
16% |
False |
False |
100,971 |
40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0066 |
0.8% |
15% |
False |
False |
55,096 |
60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0067 |
0.9% |
15% |
False |
False |
36,894 |
80 |
0.8115 |
0.7519 |
0.0596 |
7.7% |
0.0064 |
0.8% |
44% |
False |
False |
27,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7969 |
2.618 |
0.7905 |
1.618 |
0.7866 |
1.000 |
0.7842 |
0.618 |
0.7827 |
HIGH |
0.7803 |
0.618 |
0.7788 |
0.500 |
0.7784 |
0.382 |
0.7779 |
LOW |
0.7764 |
0.618 |
0.7740 |
1.000 |
0.7725 |
1.618 |
0.7701 |
2.618 |
0.7662 |
4.250 |
0.7598 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7784 |
0.7779 |
PP |
0.7783 |
0.7775 |
S1 |
0.7783 |
0.7772 |
|