CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 31-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7669 |
0.7684 |
0.0015 |
0.2% |
0.7811 |
High |
0.7687 |
0.7694 |
0.0007 |
0.1% |
0.7829 |
Low |
0.7651 |
0.7636 |
-0.0015 |
-0.2% |
0.7621 |
Close |
0.7679 |
0.7652 |
-0.0027 |
-0.4% |
0.7662 |
Range |
0.0036 |
0.0058 |
0.0022 |
61.1% |
0.0208 |
ATR |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0000 |
Volume |
72,526 |
80,797 |
8,271 |
11.4% |
618,206 |
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7835 |
0.7801 |
0.7684 |
|
R3 |
0.7777 |
0.7743 |
0.7668 |
|
R2 |
0.7719 |
0.7719 |
0.7663 |
|
R1 |
0.7685 |
0.7685 |
0.7657 |
0.7673 |
PP |
0.7661 |
0.7661 |
0.7661 |
0.7655 |
S1 |
0.7627 |
0.7627 |
0.7647 |
0.7615 |
S2 |
0.7603 |
0.7603 |
0.7641 |
|
S3 |
0.7545 |
0.7569 |
0.7636 |
|
S4 |
0.7487 |
0.7511 |
0.7620 |
|
|
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 |
0.7780 |
0.7621 |
0.0159 |
2.1% |
0.0062 |
0.8% |
19% |
False |
False |
116,728 |
10 |
0.7879 |
0.7621 |
0.0258 |
3.4% |
0.0056 |
0.7% |
12% |
False |
False |
109,283 |
20 |
0.7891 |
0.7621 |
0.0270 |
3.5% |
0.0054 |
0.7% |
11% |
False |
False |
101,506 |
40 |
0.8115 |
0.7621 |
0.0494 |
6.5% |
0.0061 |
0.8% |
6% |
False |
False |
91,165 |
60 |
0.8115 |
0.7621 |
0.0494 |
6.5% |
0.0063 |
0.8% |
6% |
False |
False |
61,172 |
80 |
0.8115 |
0.7589 |
0.0526 |
6.9% |
0.0065 |
0.9% |
12% |
False |
False |
45,950 |
100 |
0.8115 |
0.7508 |
0.0607 |
7.9% |
0.0062 |
0.8% |
24% |
False |
False |
36,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7941 |
2.618 |
0.7846 |
1.618 |
0.7788 |
1.000 |
0.7752 |
0.618 |
0.7730 |
HIGH |
0.7694 |
0.618 |
0.7672 |
0.500 |
0.7665 |
0.382 |
0.7658 |
LOW |
0.7636 |
0.618 |
0.7600 |
1.000 |
0.7578 |
1.618 |
0.7542 |
2.618 |
0.7484 |
4.250 |
0.7389 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7665 |
0.7658 |
PP |
0.7661 |
0.7656 |
S1 |
0.7656 |
0.7654 |
|