CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7811 |
0.7803 |
-0.0008 |
-0.1% |
0.7877 |
| High |
0.7829 |
0.7820 |
-0.0009 |
-0.1% |
0.7884 |
| Low |
0.7791 |
0.7766 |
-0.0025 |
-0.3% |
0.7803 |
| Close |
0.7801 |
0.7784 |
-0.0017 |
-0.2% |
0.7809 |
| Range |
0.0038 |
0.0054 |
0.0016 |
42.1% |
0.0081 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
89,313 |
98,574 |
9,261 |
10.4% |
493,715 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7922 |
0.7814 |
|
| R3 |
0.7898 |
0.7868 |
0.7799 |
|
| R2 |
0.7844 |
0.7844 |
0.7794 |
|
| R1 |
0.7814 |
0.7814 |
0.7789 |
0.7802 |
| PP |
0.7790 |
0.7790 |
0.7790 |
0.7784 |
| S1 |
0.7760 |
0.7760 |
0.7779 |
0.7748 |
| S2 |
0.7736 |
0.7736 |
0.7774 |
|
| S3 |
0.7682 |
0.7706 |
0.7769 |
|
| S4 |
0.7628 |
0.7652 |
0.7754 |
|
|
| 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 |
0.7766 |
0.0113 |
1.5% |
0.0049 |
0.6% |
16% |
False |
True |
101,838 |
| 10 |
0.7891 |
0.7764 |
0.0127 |
1.6% |
0.0050 |
0.6% |
16% |
False |
False |
95,988 |
| 20 |
0.7891 |
0.7725 |
0.0166 |
2.1% |
0.0052 |
0.7% |
36% |
False |
False |
96,853 |
| 40 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0064 |
0.8% |
15% |
False |
False |
76,868 |
| 60 |
0.8115 |
0.7725 |
0.0390 |
5.0% |
0.0063 |
0.8% |
15% |
False |
False |
51,472 |
| 80 |
0.8115 |
0.7556 |
0.0559 |
7.2% |
0.0065 |
0.8% |
41% |
False |
False |
38,663 |
| 100 |
0.8115 |
0.7408 |
0.0707 |
9.1% |
0.0061 |
0.8% |
53% |
False |
False |
30,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8050 |
|
2.618 |
0.7961 |
|
1.618 |
0.7907 |
|
1.000 |
0.7874 |
|
0.618 |
0.7853 |
|
HIGH |
0.7820 |
|
0.618 |
0.7799 |
|
0.500 |
0.7793 |
|
0.382 |
0.7787 |
|
LOW |
0.7766 |
|
0.618 |
0.7733 |
|
1.000 |
0.7712 |
|
1.618 |
0.7679 |
|
2.618 |
0.7625 |
|
4.250 |
0.7536 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7793 |
0.7822 |
| PP |
0.7790 |
0.7809 |
| S1 |
0.7787 |
0.7797 |
|