CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7847 |
0.7840 |
-0.0007 |
-0.1% |
0.7768 |
| High |
0.7855 |
0.7852 |
-0.0003 |
0.0% |
0.7891 |
| Low |
0.7812 |
0.7814 |
0.0002 |
0.0% |
0.7740 |
| Close |
0.7840 |
0.7842 |
0.0002 |
0.0% |
0.7877 |
| Range |
0.0043 |
0.0038 |
-0.0005 |
-11.6% |
0.0151 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
88,515 |
82,912 |
-5,603 |
-6.3% |
423,815 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7950 |
0.7934 |
0.7863 |
|
| R3 |
0.7912 |
0.7896 |
0.7852 |
|
| R2 |
0.7874 |
0.7874 |
0.7849 |
|
| R1 |
0.7858 |
0.7858 |
0.7845 |
0.7866 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7840 |
| S1 |
0.7820 |
0.7820 |
0.7839 |
0.7828 |
| S2 |
0.7798 |
0.7798 |
0.7835 |
|
| S3 |
0.7760 |
0.7782 |
0.7832 |
|
| S4 |
0.7722 |
0.7744 |
0.7821 |
|
|
| 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 |
0.7782 |
0.0109 |
1.4% |
0.0051 |
0.6% |
55% |
False |
False |
90,256 |
| 10 |
0.7891 |
0.7725 |
0.0166 |
2.1% |
0.0052 |
0.7% |
70% |
False |
False |
92,504 |
| 20 |
0.8027 |
0.7725 |
0.0302 |
3.9% |
0.0058 |
0.7% |
39% |
False |
False |
98,663 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0063 |
0.8% |
30% |
False |
False |
66,288 |
| 60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0065 |
0.8% |
30% |
False |
False |
44,389 |
| 80 |
0.8115 |
0.7556 |
0.0559 |
7.1% |
0.0065 |
0.8% |
51% |
False |
False |
33,349 |
| 100 |
0.8115 |
0.7357 |
0.0758 |
9.7% |
0.0061 |
0.8% |
64% |
False |
False |
26,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8014 |
|
2.618 |
0.7951 |
|
1.618 |
0.7913 |
|
1.000 |
0.7890 |
|
0.618 |
0.7875 |
|
HIGH |
0.7852 |
|
0.618 |
0.7837 |
|
0.500 |
0.7833 |
|
0.382 |
0.7829 |
|
LOW |
0.7814 |
|
0.618 |
0.7791 |
|
1.000 |
0.7776 |
|
1.618 |
0.7753 |
|
2.618 |
0.7715 |
|
4.250 |
0.7653 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7839 |
0.7848 |
| PP |
0.7836 |
0.7846 |
| S1 |
0.7833 |
0.7844 |
|