CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7873 |
0.7811 |
-0.0062 |
-0.8% |
0.7877 |
| High |
0.7877 |
0.7829 |
-0.0048 |
-0.6% |
0.7884 |
| Low |
0.7803 |
0.7791 |
-0.0012 |
-0.2% |
0.7803 |
| Close |
0.7809 |
0.7801 |
-0.0008 |
-0.1% |
0.7809 |
| Range |
0.0074 |
0.0038 |
-0.0036 |
-48.6% |
0.0081 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
119,130 |
89,313 |
-29,817 |
-25.0% |
493,715 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7921 |
0.7899 |
0.7822 |
|
| R3 |
0.7883 |
0.7861 |
0.7811 |
|
| R2 |
0.7845 |
0.7845 |
0.7808 |
|
| R1 |
0.7823 |
0.7823 |
0.7804 |
0.7815 |
| PP |
0.7807 |
0.7807 |
0.7807 |
0.7803 |
| S1 |
0.7785 |
0.7785 |
0.7798 |
0.7777 |
| S2 |
0.7769 |
0.7769 |
0.7794 |
|
| S3 |
0.7731 |
0.7747 |
0.7791 |
|
| S4 |
0.7693 |
0.7709 |
0.7780 |
|
|
| 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 |
0.7879 |
0.7791 |
0.0088 |
1.1% |
0.0047 |
0.6% |
11% |
False |
True |
99,826 |
| 10 |
0.7891 |
0.7744 |
0.0147 |
1.9% |
0.0049 |
0.6% |
39% |
False |
False |
95,298 |
| 20 |
0.7941 |
0.7725 |
0.0216 |
2.8% |
0.0053 |
0.7% |
35% |
False |
False |
97,607 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0063 |
0.8% |
19% |
False |
False |
74,416 |
| 60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0063 |
0.8% |
19% |
False |
False |
49,831 |
| 80 |
0.8115 |
0.7556 |
0.0559 |
7.2% |
0.0065 |
0.8% |
44% |
False |
False |
37,433 |
| 100 |
0.8115 |
0.7390 |
0.0725 |
9.3% |
0.0061 |
0.8% |
57% |
False |
False |
29,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7991 |
|
2.618 |
0.7928 |
|
1.618 |
0.7890 |
|
1.000 |
0.7867 |
|
0.618 |
0.7852 |
|
HIGH |
0.7829 |
|
0.618 |
0.7814 |
|
0.500 |
0.7810 |
|
0.382 |
0.7806 |
|
LOW |
0.7791 |
|
0.618 |
0.7768 |
|
1.000 |
0.7753 |
|
1.618 |
0.7730 |
|
2.618 |
0.7692 |
|
4.250 |
0.7630 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7810 |
0.7835 |
| PP |
0.7807 |
0.7824 |
| S1 |
0.7804 |
0.7812 |
|