CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7656 |
0.7669 |
0.0013 |
0.2% |
0.7811 |
High |
0.7675 |
0.7687 |
0.0012 |
0.2% |
0.7829 |
Low |
0.7621 |
0.7651 |
0.0030 |
0.4% |
0.7621 |
Close |
0.7662 |
0.7679 |
0.0017 |
0.2% |
0.7662 |
Range |
0.0054 |
0.0036 |
-0.0018 |
-33.3% |
0.0208 |
ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
133,993 |
72,526 |
-61,467 |
-45.9% |
618,206 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7780 |
0.7766 |
0.7699 |
|
R3 |
0.7744 |
0.7730 |
0.7689 |
|
R2 |
0.7708 |
0.7708 |
0.7686 |
|
R1 |
0.7694 |
0.7694 |
0.7682 |
0.7701 |
PP |
0.7672 |
0.7672 |
0.7672 |
0.7676 |
S1 |
0.7658 |
0.7658 |
0.7676 |
0.7665 |
S2 |
0.7636 |
0.7636 |
0.7672 |
|
S3 |
0.7600 |
0.7622 |
0.7669 |
|
S4 |
0.7564 |
0.7586 |
0.7659 |
|
|
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 |
0.7820 |
0.7621 |
0.0199 |
2.6% |
0.0061 |
0.8% |
29% |
False |
False |
120,283 |
10 |
0.7879 |
0.7621 |
0.0258 |
3.4% |
0.0054 |
0.7% |
22% |
False |
False |
110,055 |
20 |
0.7891 |
0.7621 |
0.0270 |
3.5% |
0.0054 |
0.7% |
21% |
False |
False |
101,739 |
40 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0062 |
0.8% |
12% |
False |
False |
89,273 |
60 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0063 |
0.8% |
12% |
False |
False |
59,832 |
80 |
0.8115 |
0.7572 |
0.0543 |
7.1% |
0.0065 |
0.8% |
20% |
False |
False |
44,940 |
100 |
0.8115 |
0.7495 |
0.0620 |
8.1% |
0.0062 |
0.8% |
30% |
False |
False |
35,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7840 |
2.618 |
0.7781 |
1.618 |
0.7745 |
1.000 |
0.7723 |
0.618 |
0.7709 |
HIGH |
0.7687 |
0.618 |
0.7673 |
0.500 |
0.7669 |
0.382 |
0.7665 |
LOW |
0.7651 |
0.618 |
0.7629 |
1.000 |
0.7615 |
1.618 |
0.7593 |
2.618 |
0.7557 |
4.250 |
0.7498 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7676 |
0.7676 |
PP |
0.7672 |
0.7673 |
S1 |
0.7669 |
0.7670 |
|