CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7782 |
0.7816 |
0.0034 |
0.4% |
0.7768 |
| High |
0.7829 |
0.7891 |
0.0062 |
0.8% |
0.7891 |
| Low |
0.7782 |
0.7813 |
0.0031 |
0.4% |
0.7740 |
| Close |
0.7822 |
0.7877 |
0.0055 |
0.7% |
0.7877 |
| Range |
0.0047 |
0.0078 |
0.0031 |
66.0% |
0.0151 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.1% |
0.0000 |
| Volume |
83,554 |
112,404 |
28,850 |
34.5% |
423,815 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8094 |
0.8064 |
0.7920 |
|
| R3 |
0.8016 |
0.7986 |
0.7898 |
|
| R2 |
0.7938 |
0.7938 |
0.7891 |
|
| R1 |
0.7908 |
0.7908 |
0.7884 |
0.7923 |
| PP |
0.7860 |
0.7860 |
0.7860 |
0.7868 |
| S1 |
0.7830 |
0.7830 |
0.7870 |
0.7845 |
| S2 |
0.7782 |
0.7782 |
0.7863 |
|
| S3 |
0.7704 |
0.7752 |
0.7856 |
|
| S4 |
0.7626 |
0.7674 |
0.7834 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8289 |
0.8234 |
0.7960 |
|
| R3 |
0.8138 |
0.8083 |
0.7919 |
|
| R2 |
0.7987 |
0.7987 |
0.7905 |
|
| R1 |
0.7932 |
0.7932 |
0.7891 |
0.7960 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7850 |
| S1 |
0.7781 |
0.7781 |
0.7863 |
0.7809 |
| S2 |
0.7685 |
0.7685 |
0.7849 |
|
| S3 |
0.7534 |
0.7630 |
0.7835 |
|
| S4 |
0.7383 |
0.7479 |
0.7794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7891 |
0.7740 |
0.0151 |
1.9% |
0.0049 |
0.6% |
91% |
True |
False |
84,763 |
| 10 |
0.7891 |
0.7725 |
0.0166 |
2.1% |
0.0054 |
0.7% |
92% |
True |
False |
93,393 |
| 20 |
0.8096 |
0.7725 |
0.0371 |
4.7% |
0.0065 |
0.8% |
41% |
False |
False |
101,512 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0064 |
0.8% |
39% |
False |
False |
59,938 |
| 60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0067 |
0.8% |
39% |
False |
False |
40,149 |
| 80 |
0.8115 |
0.7519 |
0.0596 |
7.6% |
0.0064 |
0.8% |
60% |
False |
False |
30,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8223 |
|
2.618 |
0.8095 |
|
1.618 |
0.8017 |
|
1.000 |
0.7969 |
|
0.618 |
0.7939 |
|
HIGH |
0.7891 |
|
0.618 |
0.7861 |
|
0.500 |
0.7852 |
|
0.382 |
0.7843 |
|
LOW |
0.7813 |
|
0.618 |
0.7765 |
|
1.000 |
0.7735 |
|
1.618 |
0.7687 |
|
2.618 |
0.7609 |
|
4.250 |
0.7482 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7869 |
0.7861 |
| PP |
0.7860 |
0.7844 |
| S1 |
0.7852 |
0.7828 |
|