CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7654 |
0.7675 |
0.0021 |
0.3% |
0.7811 |
| High |
0.7692 |
0.7726 |
0.0034 |
0.4% |
0.7829 |
| Low |
0.7644 |
0.7669 |
0.0025 |
0.3% |
0.7621 |
| Close |
0.7664 |
0.7713 |
0.0049 |
0.6% |
0.7662 |
| Range |
0.0048 |
0.0057 |
0.0009 |
18.8% |
0.0208 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.6% |
0.0000 |
| Volume |
104,039 |
110,985 |
6,946 |
6.7% |
618,206 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7850 |
0.7744 |
|
| R3 |
0.7817 |
0.7793 |
0.7729 |
|
| R2 |
0.7760 |
0.7760 |
0.7723 |
|
| R1 |
0.7736 |
0.7736 |
0.7718 |
0.7748 |
| PP |
0.7703 |
0.7703 |
0.7703 |
0.7709 |
| S1 |
0.7679 |
0.7679 |
0.7708 |
0.7691 |
| S2 |
0.7646 |
0.7646 |
0.7703 |
|
| S3 |
0.7589 |
0.7622 |
0.7697 |
|
| S4 |
0.7532 |
0.7565 |
0.7682 |
|
|
| 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 |
0.7726 |
0.7621 |
0.0105 |
1.4% |
0.0051 |
0.7% |
88% |
True |
False |
100,468 |
| 10 |
0.7877 |
0.7621 |
0.0256 |
3.3% |
0.0058 |
0.8% |
36% |
False |
False |
110,568 |
| 20 |
0.7891 |
0.7621 |
0.0270 |
3.5% |
0.0053 |
0.7% |
34% |
False |
False |
102,213 |
| 40 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0060 |
0.8% |
19% |
False |
False |
96,254 |
| 60 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0063 |
0.8% |
19% |
False |
False |
64,732 |
| 80 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0066 |
0.9% |
19% |
False |
False |
48,634 |
| 100 |
0.8115 |
0.7518 |
0.0597 |
7.7% |
0.0062 |
0.8% |
33% |
False |
False |
38,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7968 |
|
2.618 |
0.7875 |
|
1.618 |
0.7818 |
|
1.000 |
0.7783 |
|
0.618 |
0.7761 |
|
HIGH |
0.7726 |
|
0.618 |
0.7704 |
|
0.500 |
0.7698 |
|
0.382 |
0.7691 |
|
LOW |
0.7669 |
|
0.618 |
0.7634 |
|
1.000 |
0.7612 |
|
1.618 |
0.7577 |
|
2.618 |
0.7520 |
|
4.250 |
0.7427 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7708 |
0.7702 |
| PP |
0.7703 |
0.7692 |
| S1 |
0.7698 |
0.7681 |
|