CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7841 |
0.7873 |
0.0032 |
0.4% |
0.7877 |
| High |
0.7879 |
0.7877 |
-0.0002 |
0.0% |
0.7884 |
| Low |
0.7836 |
0.7803 |
-0.0033 |
-0.4% |
0.7803 |
| Close |
0.7857 |
0.7809 |
-0.0048 |
-0.6% |
0.7809 |
| Range |
0.0043 |
0.0074 |
0.0031 |
72.1% |
0.0081 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.1% |
0.0000 |
| Volume |
119,263 |
119,130 |
-133 |
-0.1% |
493,715 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8052 |
0.8004 |
0.7850 |
|
| R3 |
0.7978 |
0.7930 |
0.7829 |
|
| R2 |
0.7904 |
0.7904 |
0.7823 |
|
| R1 |
0.7856 |
0.7856 |
0.7816 |
0.7843 |
| PP |
0.7830 |
0.7830 |
0.7830 |
0.7823 |
| S1 |
0.7782 |
0.7782 |
0.7802 |
0.7769 |
| S2 |
0.7756 |
0.7756 |
0.7795 |
|
| S3 |
0.7682 |
0.7708 |
0.7789 |
|
| S4 |
0.7608 |
0.7634 |
0.7768 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8075 |
0.8023 |
0.7854 |
|
| R3 |
0.7994 |
0.7942 |
0.7831 |
|
| R2 |
0.7913 |
0.7913 |
0.7824 |
|
| R1 |
0.7861 |
0.7861 |
0.7816 |
0.7847 |
| PP |
0.7832 |
0.7832 |
0.7832 |
0.7825 |
| S1 |
0.7780 |
0.7780 |
0.7802 |
0.7766 |
| S2 |
0.7751 |
0.7751 |
0.7794 |
|
| S3 |
0.7670 |
0.7699 |
0.7787 |
|
| S4 |
0.7589 |
0.7618 |
0.7764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7884 |
0.7803 |
0.0081 |
1.0% |
0.0049 |
0.6% |
7% |
False |
True |
98,743 |
| 10 |
0.7891 |
0.7740 |
0.0151 |
1.9% |
0.0049 |
0.6% |
46% |
False |
False |
91,753 |
| 20 |
0.7966 |
0.7725 |
0.0241 |
3.1% |
0.0054 |
0.7% |
35% |
False |
False |
97,917 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0064 |
0.8% |
22% |
False |
False |
72,214 |
| 60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0063 |
0.8% |
22% |
False |
False |
48,345 |
| 80 |
0.8115 |
0.7556 |
0.0559 |
7.2% |
0.0065 |
0.8% |
45% |
False |
False |
36,325 |
| 100 |
0.8115 |
0.7357 |
0.0758 |
9.7% |
0.0061 |
0.8% |
60% |
False |
False |
29,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8192 |
|
2.618 |
0.8071 |
|
1.618 |
0.7997 |
|
1.000 |
0.7951 |
|
0.618 |
0.7923 |
|
HIGH |
0.7877 |
|
0.618 |
0.7849 |
|
0.500 |
0.7840 |
|
0.382 |
0.7831 |
|
LOW |
0.7803 |
|
0.618 |
0.7757 |
|
1.000 |
0.7729 |
|
1.618 |
0.7683 |
|
2.618 |
0.7609 |
|
4.250 |
0.7488 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7840 |
0.7841 |
| PP |
0.7830 |
0.7830 |
| S1 |
0.7819 |
0.7820 |
|