CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 19-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7840 |
0.7841 |
0.0001 |
0.0% |
0.7768 |
High |
0.7852 |
0.7879 |
0.0027 |
0.3% |
0.7891 |
Low |
0.7814 |
0.7836 |
0.0022 |
0.3% |
0.7740 |
Close |
0.7842 |
0.7857 |
0.0015 |
0.2% |
0.7877 |
Range |
0.0038 |
0.0043 |
0.0005 |
13.2% |
0.0151 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
82,912 |
119,263 |
36,351 |
43.8% |
423,815 |
|
Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7986 |
0.7965 |
0.7881 |
|
R3 |
0.7943 |
0.7922 |
0.7869 |
|
R2 |
0.7900 |
0.7900 |
0.7865 |
|
R1 |
0.7879 |
0.7879 |
0.7861 |
0.7890 |
PP |
0.7857 |
0.7857 |
0.7857 |
0.7863 |
S1 |
0.7836 |
0.7836 |
0.7853 |
0.7847 |
S2 |
0.7814 |
0.7814 |
0.7849 |
|
S3 |
0.7771 |
0.7793 |
0.7845 |
|
S4 |
0.7728 |
0.7750 |
0.7833 |
|
|
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 |
0.7812 |
0.0079 |
1.0% |
0.0050 |
0.6% |
57% |
False |
False |
97,397 |
10 |
0.7891 |
0.7725 |
0.0166 |
2.1% |
0.0048 |
0.6% |
80% |
False |
False |
93,859 |
20 |
0.7978 |
0.7725 |
0.0253 |
3.2% |
0.0054 |
0.7% |
52% |
False |
False |
97,229 |
40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0064 |
0.8% |
34% |
False |
False |
69,243 |
60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0064 |
0.8% |
34% |
False |
False |
46,365 |
80 |
0.8115 |
0.7556 |
0.0559 |
7.1% |
0.0065 |
0.8% |
54% |
False |
False |
34,839 |
100 |
0.8115 |
0.7357 |
0.0758 |
9.6% |
0.0061 |
0.8% |
66% |
False |
False |
27,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8062 |
2.618 |
0.7992 |
1.618 |
0.7949 |
1.000 |
0.7922 |
0.618 |
0.7906 |
HIGH |
0.7879 |
0.618 |
0.7863 |
0.500 |
0.7858 |
0.382 |
0.7852 |
LOW |
0.7836 |
0.618 |
0.7809 |
1.000 |
0.7793 |
1.618 |
0.7766 |
2.618 |
0.7723 |
4.250 |
0.7653 |
|
|
Fisher Pivots for day following 19-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7858 |
0.7853 |
PP |
0.7857 |
0.7849 |
S1 |
0.7857 |
0.7846 |
|