CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7772 |
0.7782 |
0.0010 |
0.1% |
0.7831 |
| High |
0.7803 |
0.7829 |
0.0026 |
0.3% |
0.7868 |
| Low |
0.7764 |
0.7782 |
0.0018 |
0.2% |
0.7725 |
| Close |
0.7783 |
0.7822 |
0.0039 |
0.5% |
0.7767 |
| Range |
0.0039 |
0.0047 |
0.0008 |
20.5% |
0.0143 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
82,320 |
83,554 |
1,234 |
1.5% |
510,122 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7934 |
0.7848 |
|
| R3 |
0.7905 |
0.7887 |
0.7835 |
|
| R2 |
0.7858 |
0.7858 |
0.7831 |
|
| R1 |
0.7840 |
0.7840 |
0.7826 |
0.7849 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7816 |
| S1 |
0.7793 |
0.7793 |
0.7818 |
0.7802 |
| S2 |
0.7764 |
0.7764 |
0.7813 |
|
| S3 |
0.7717 |
0.7746 |
0.7809 |
|
| S4 |
0.7670 |
0.7699 |
0.7796 |
|
|
| 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 |
0.7829 |
0.7725 |
0.0104 |
1.3% |
0.0047 |
0.6% |
93% |
True |
False |
90,321 |
| 10 |
0.7868 |
0.7725 |
0.0143 |
1.8% |
0.0050 |
0.6% |
68% |
False |
False |
91,664 |
| 20 |
0.8096 |
0.7725 |
0.0371 |
4.7% |
0.0064 |
0.8% |
26% |
False |
False |
101,174 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0064 |
0.8% |
25% |
False |
False |
57,157 |
| 60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0067 |
0.9% |
25% |
False |
False |
38,284 |
| 80 |
0.8115 |
0.7519 |
0.0596 |
7.6% |
0.0064 |
0.8% |
51% |
False |
False |
28,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8029 |
|
2.618 |
0.7952 |
|
1.618 |
0.7905 |
|
1.000 |
0.7876 |
|
0.618 |
0.7858 |
|
HIGH |
0.7829 |
|
0.618 |
0.7811 |
|
0.500 |
0.7806 |
|
0.382 |
0.7800 |
|
LOW |
0.7782 |
|
0.618 |
0.7753 |
|
1.000 |
0.7735 |
|
1.618 |
0.7706 |
|
2.618 |
0.7659 |
|
4.250 |
0.7582 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7817 |
0.7810 |
| PP |
0.7811 |
0.7798 |
| S1 |
0.7806 |
0.7787 |
|