CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7877 |
0.7847 |
-0.0030 |
-0.4% |
0.7768 |
| High |
0.7884 |
0.7855 |
-0.0029 |
-0.4% |
0.7891 |
| Low |
0.7837 |
0.7812 |
-0.0025 |
-0.3% |
0.7740 |
| Close |
0.7842 |
0.7840 |
-0.0002 |
0.0% |
0.7877 |
| Range |
0.0047 |
0.0043 |
-0.0004 |
-8.5% |
0.0151 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
83,895 |
88,515 |
4,620 |
5.5% |
423,815 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7965 |
0.7945 |
0.7864 |
|
| R3 |
0.7922 |
0.7902 |
0.7852 |
|
| R2 |
0.7879 |
0.7879 |
0.7848 |
|
| R1 |
0.7859 |
0.7859 |
0.7844 |
0.7848 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7830 |
| S1 |
0.7816 |
0.7816 |
0.7836 |
0.7805 |
| S2 |
0.7793 |
0.7793 |
0.7832 |
|
| S3 |
0.7750 |
0.7773 |
0.7828 |
|
| S4 |
0.7707 |
0.7730 |
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 |
0.7764 |
0.0127 |
1.6% |
0.0051 |
0.6% |
60% |
False |
False |
90,137 |
| 10 |
0.7891 |
0.7725 |
0.0166 |
2.1% |
0.0053 |
0.7% |
69% |
False |
False |
93,729 |
| 20 |
0.8096 |
0.7725 |
0.0371 |
4.7% |
0.0062 |
0.8% |
31% |
False |
False |
101,322 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0064 |
0.8% |
29% |
False |
False |
64,227 |
| 60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0066 |
0.8% |
29% |
False |
False |
43,013 |
| 80 |
0.8115 |
0.7548 |
0.0567 |
7.2% |
0.0064 |
0.8% |
51% |
False |
False |
32,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8038 |
|
2.618 |
0.7968 |
|
1.618 |
0.7925 |
|
1.000 |
0.7898 |
|
0.618 |
0.7882 |
|
HIGH |
0.7855 |
|
0.618 |
0.7839 |
|
0.500 |
0.7834 |
|
0.382 |
0.7828 |
|
LOW |
0.7812 |
|
0.618 |
0.7785 |
|
1.000 |
0.7769 |
|
1.618 |
0.7742 |
|
2.618 |
0.7699 |
|
4.250 |
0.7629 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7838 |
0.7852 |
| PP |
0.7836 |
0.7848 |
| S1 |
0.7834 |
0.7844 |
|