CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 01-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7684 |
0.7654 |
-0.0030 |
-0.4% |
0.7811 |
| High |
0.7694 |
0.7692 |
-0.0002 |
0.0% |
0.7829 |
| Low |
0.7636 |
0.7644 |
0.0008 |
0.1% |
0.7621 |
| Close |
0.7652 |
0.7664 |
0.0012 |
0.2% |
0.7662 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-17.2% |
0.0208 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
80,797 |
104,039 |
23,242 |
28.8% |
618,206 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7811 |
0.7785 |
0.7690 |
|
| R3 |
0.7763 |
0.7737 |
0.7677 |
|
| R2 |
0.7715 |
0.7715 |
0.7673 |
|
| R1 |
0.7689 |
0.7689 |
0.7668 |
0.7702 |
| PP |
0.7667 |
0.7667 |
0.7667 |
0.7673 |
| S1 |
0.7641 |
0.7641 |
0.7660 |
0.7654 |
| S2 |
0.7619 |
0.7619 |
0.7655 |
|
| S3 |
0.7571 |
0.7593 |
0.7651 |
|
| S4 |
0.7523 |
0.7545 |
0.7638 |
|
|
| 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 |
0.7718 |
0.7621 |
0.0097 |
1.3% |
0.0053 |
0.7% |
44% |
False |
False |
108,338 |
| 10 |
0.7879 |
0.7621 |
0.0258 |
3.4% |
0.0057 |
0.7% |
17% |
False |
False |
111,396 |
| 20 |
0.7891 |
0.7621 |
0.0270 |
3.5% |
0.0054 |
0.7% |
16% |
False |
False |
101,950 |
| 40 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0061 |
0.8% |
9% |
False |
False |
93,700 |
| 60 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0063 |
0.8% |
9% |
False |
False |
62,902 |
| 80 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0065 |
0.9% |
9% |
False |
False |
47,249 |
| 100 |
0.8115 |
0.7509 |
0.0606 |
7.9% |
0.0062 |
0.8% |
26% |
False |
False |
37,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7896 |
|
2.618 |
0.7818 |
|
1.618 |
0.7770 |
|
1.000 |
0.7740 |
|
0.618 |
0.7722 |
|
HIGH |
0.7692 |
|
0.618 |
0.7674 |
|
0.500 |
0.7668 |
|
0.382 |
0.7662 |
|
LOW |
0.7644 |
|
0.618 |
0.7614 |
|
1.000 |
0.7596 |
|
1.618 |
0.7566 |
|
2.618 |
0.7518 |
|
4.250 |
0.7440 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7668 |
0.7665 |
| PP |
0.7667 |
0.7665 |
| S1 |
0.7665 |
0.7664 |
|