CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7698 |
0.7656 |
-0.0042 |
-0.5% |
0.7811 |
| High |
0.7718 |
0.7675 |
-0.0043 |
-0.6% |
0.7829 |
| Low |
0.7650 |
0.7621 |
-0.0029 |
-0.4% |
0.7621 |
| Close |
0.7662 |
0.7662 |
0.0000 |
0.0% |
0.7662 |
| Range |
0.0068 |
0.0054 |
-0.0014 |
-20.6% |
0.0208 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
150,337 |
133,993 |
-16,344 |
-10.9% |
618,206 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7815 |
0.7792 |
0.7692 |
|
| R3 |
0.7761 |
0.7738 |
0.7677 |
|
| R2 |
0.7707 |
0.7707 |
0.7672 |
|
| R1 |
0.7684 |
0.7684 |
0.7667 |
0.7696 |
| PP |
0.7653 |
0.7653 |
0.7653 |
0.7658 |
| S1 |
0.7630 |
0.7630 |
0.7657 |
0.7642 |
| S2 |
0.7599 |
0.7599 |
0.7652 |
|
| S3 |
0.7545 |
0.7576 |
0.7647 |
|
| S4 |
0.7491 |
0.7522 |
0.7632 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8328 |
0.8203 |
0.7776 |
|
| R3 |
0.8120 |
0.7995 |
0.7719 |
|
| R2 |
0.7912 |
0.7912 |
0.7700 |
|
| R1 |
0.7787 |
0.7787 |
0.7681 |
0.7746 |
| PP |
0.7704 |
0.7704 |
0.7704 |
0.7683 |
| S1 |
0.7579 |
0.7579 |
0.7643 |
0.7538 |
| S2 |
0.7496 |
0.7496 |
0.7624 |
|
| S3 |
0.7288 |
0.7371 |
0.7605 |
|
| S4 |
0.7080 |
0.7163 |
0.7548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7829 |
0.7621 |
0.0208 |
2.7% |
0.0062 |
0.8% |
20% |
False |
True |
123,641 |
| 10 |
0.7884 |
0.7621 |
0.0263 |
3.4% |
0.0055 |
0.7% |
16% |
False |
True |
111,192 |
| 20 |
0.7891 |
0.7621 |
0.0270 |
3.5% |
0.0055 |
0.7% |
15% |
False |
True |
102,292 |
| 40 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0063 |
0.8% |
8% |
False |
True |
87,540 |
| 60 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0064 |
0.8% |
8% |
False |
True |
58,634 |
| 80 |
0.8115 |
0.7558 |
0.0557 |
7.3% |
0.0065 |
0.8% |
19% |
False |
False |
44,033 |
| 100 |
0.8115 |
0.7495 |
0.0620 |
8.1% |
0.0061 |
0.8% |
27% |
False |
False |
35,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7905 |
|
2.618 |
0.7816 |
|
1.618 |
0.7762 |
|
1.000 |
0.7729 |
|
0.618 |
0.7708 |
|
HIGH |
0.7675 |
|
0.618 |
0.7654 |
|
0.500 |
0.7648 |
|
0.382 |
0.7642 |
|
LOW |
0.7621 |
|
0.618 |
0.7588 |
|
1.000 |
0.7567 |
|
1.618 |
0.7534 |
|
2.618 |
0.7480 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7701 |
| PP |
0.7653 |
0.7688 |
| S1 |
0.7648 |
0.7675 |
|