CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7771 |
0.7698 |
-0.0073 |
-0.9% |
0.7877 |
| High |
0.7780 |
0.7718 |
-0.0062 |
-0.8% |
0.7884 |
| Low |
0.7685 |
0.7650 |
-0.0035 |
-0.5% |
0.7803 |
| Close |
0.7690 |
0.7662 |
-0.0028 |
-0.4% |
0.7809 |
| Range |
0.0095 |
0.0068 |
-0.0027 |
-28.4% |
0.0081 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
1.0% |
0.0000 |
| Volume |
145,989 |
150,337 |
4,348 |
3.0% |
493,715 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7881 |
0.7839 |
0.7699 |
|
| R3 |
0.7813 |
0.7771 |
0.7681 |
|
| R2 |
0.7745 |
0.7745 |
0.7674 |
|
| R1 |
0.7703 |
0.7703 |
0.7668 |
0.7690 |
| PP |
0.7677 |
0.7677 |
0.7677 |
0.7670 |
| S1 |
0.7635 |
0.7635 |
0.7656 |
0.7622 |
| S2 |
0.7609 |
0.7609 |
0.7650 |
|
| S3 |
0.7541 |
0.7567 |
0.7643 |
|
| S4 |
0.7473 |
0.7499 |
0.7625 |
|
|
| 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 |
0.7877 |
0.7650 |
0.0227 |
3.0% |
0.0066 |
0.9% |
5% |
False |
True |
120,668 |
| 10 |
0.7891 |
0.7650 |
0.0241 |
3.1% |
0.0058 |
0.8% |
5% |
False |
True |
109,033 |
| 20 |
0.7891 |
0.7650 |
0.0241 |
3.1% |
0.0054 |
0.7% |
5% |
False |
True |
100,348 |
| 40 |
0.8115 |
0.7650 |
0.0465 |
6.1% |
0.0063 |
0.8% |
3% |
False |
True |
84,218 |
| 60 |
0.8115 |
0.7650 |
0.0465 |
6.1% |
0.0063 |
0.8% |
3% |
False |
True |
56,405 |
| 80 |
0.8115 |
0.7558 |
0.0557 |
7.3% |
0.0065 |
0.8% |
19% |
False |
False |
42,359 |
| 100 |
0.8115 |
0.7495 |
0.0620 |
8.1% |
0.0061 |
0.8% |
27% |
False |
False |
33,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8007 |
|
2.618 |
0.7896 |
|
1.618 |
0.7828 |
|
1.000 |
0.7786 |
|
0.618 |
0.7760 |
|
HIGH |
0.7718 |
|
0.618 |
0.7692 |
|
0.500 |
0.7684 |
|
0.382 |
0.7676 |
|
LOW |
0.7650 |
|
0.618 |
0.7608 |
|
1.000 |
0.7582 |
|
1.618 |
0.7540 |
|
2.618 |
0.7472 |
|
4.250 |
0.7361 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7684 |
0.7735 |
| PP |
0.7677 |
0.7711 |
| S1 |
0.7669 |
0.7686 |
|