CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7803 |
0.7771 |
-0.0032 |
-0.4% |
0.7877 |
| High |
0.7820 |
0.7780 |
-0.0040 |
-0.5% |
0.7884 |
| Low |
0.7766 |
0.7685 |
-0.0081 |
-1.0% |
0.7803 |
| Close |
0.7784 |
0.7690 |
-0.0094 |
-1.2% |
0.7809 |
| Range |
0.0054 |
0.0095 |
0.0041 |
75.9% |
0.0081 |
| ATR |
0.0056 |
0.0060 |
0.0003 |
5.4% |
0.0000 |
| Volume |
98,574 |
145,989 |
47,415 |
48.1% |
493,715 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8003 |
0.7942 |
0.7742 |
|
| R3 |
0.7908 |
0.7847 |
0.7716 |
|
| R2 |
0.7813 |
0.7813 |
0.7707 |
|
| R1 |
0.7752 |
0.7752 |
0.7699 |
0.7735 |
| PP |
0.7718 |
0.7718 |
0.7718 |
0.7710 |
| S1 |
0.7657 |
0.7657 |
0.7681 |
0.7640 |
| S2 |
0.7623 |
0.7623 |
0.7673 |
|
| S3 |
0.7528 |
0.7562 |
0.7664 |
|
| S4 |
0.7433 |
0.7467 |
0.7638 |
|
|
| 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 |
0.7685 |
0.0194 |
2.5% |
0.0061 |
0.8% |
3% |
False |
True |
114,453 |
| 10 |
0.7891 |
0.7685 |
0.0206 |
2.7% |
0.0056 |
0.7% |
2% |
False |
True |
102,354 |
| 20 |
0.7891 |
0.7685 |
0.0206 |
2.7% |
0.0054 |
0.7% |
2% |
False |
True |
98,501 |
| 40 |
0.8115 |
0.7685 |
0.0430 |
5.6% |
0.0064 |
0.8% |
1% |
False |
True |
80,499 |
| 60 |
0.8115 |
0.7685 |
0.0430 |
5.6% |
0.0063 |
0.8% |
1% |
False |
True |
53,902 |
| 80 |
0.8115 |
0.7556 |
0.0559 |
7.3% |
0.0065 |
0.8% |
24% |
False |
False |
40,488 |
| 100 |
0.8115 |
0.7443 |
0.0672 |
8.7% |
0.0061 |
0.8% |
37% |
False |
False |
32,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8184 |
|
2.618 |
0.8029 |
|
1.618 |
0.7934 |
|
1.000 |
0.7875 |
|
0.618 |
0.7839 |
|
HIGH |
0.7780 |
|
0.618 |
0.7744 |
|
0.500 |
0.7733 |
|
0.382 |
0.7721 |
|
LOW |
0.7685 |
|
0.618 |
0.7626 |
|
1.000 |
0.7590 |
|
1.618 |
0.7531 |
|
2.618 |
0.7436 |
|
4.250 |
0.7281 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7733 |
0.7757 |
| PP |
0.7718 |
0.7735 |
| S1 |
0.7704 |
0.7712 |
|