CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7816 |
0.7877 |
0.0061 |
0.8% |
0.7768 |
| High |
0.7891 |
0.7884 |
-0.0007 |
-0.1% |
0.7891 |
| Low |
0.7813 |
0.7837 |
0.0024 |
0.3% |
0.7740 |
| Close |
0.7877 |
0.7842 |
-0.0035 |
-0.4% |
0.7877 |
| Range |
0.0078 |
0.0047 |
-0.0031 |
-39.7% |
0.0151 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
112,404 |
83,895 |
-28,509 |
-25.4% |
423,815 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7995 |
0.7966 |
0.7868 |
|
| R3 |
0.7948 |
0.7919 |
0.7855 |
|
| R2 |
0.7901 |
0.7901 |
0.7851 |
|
| R1 |
0.7872 |
0.7872 |
0.7846 |
0.7863 |
| PP |
0.7854 |
0.7854 |
0.7854 |
0.7850 |
| S1 |
0.7825 |
0.7825 |
0.7838 |
0.7816 |
| S2 |
0.7807 |
0.7807 |
0.7833 |
|
| S3 |
0.7760 |
0.7778 |
0.7829 |
|
| S4 |
0.7713 |
0.7731 |
0.7816 |
|
|
| 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 |
0.7744 |
0.0147 |
1.9% |
0.0051 |
0.7% |
67% |
False |
False |
90,770 |
| 10 |
0.7891 |
0.7725 |
0.0166 |
2.1% |
0.0054 |
0.7% |
70% |
False |
False |
93,424 |
| 20 |
0.8096 |
0.7725 |
0.0371 |
4.7% |
0.0063 |
0.8% |
32% |
False |
False |
101,160 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0064 |
0.8% |
30% |
False |
False |
62,024 |
| 60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0066 |
0.8% |
30% |
False |
False |
41,544 |
| 80 |
0.8115 |
0.7525 |
0.0590 |
7.5% |
0.0064 |
0.8% |
54% |
False |
False |
31,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8084 |
|
2.618 |
0.8007 |
|
1.618 |
0.7960 |
|
1.000 |
0.7931 |
|
0.618 |
0.7913 |
|
HIGH |
0.7884 |
|
0.618 |
0.7866 |
|
0.500 |
0.7861 |
|
0.382 |
0.7855 |
|
LOW |
0.7837 |
|
0.618 |
0.7808 |
|
1.000 |
0.7790 |
|
1.618 |
0.7761 |
|
2.618 |
0.7714 |
|
4.250 |
0.7637 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7861 |
0.7840 |
| PP |
0.7854 |
0.7838 |
| S1 |
0.7848 |
0.7837 |
|