CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7711 |
0.0036 |
0.5% |
0.7669 |
| High |
0.7726 |
0.7713 |
-0.0013 |
-0.2% |
0.7726 |
| Low |
0.7669 |
0.7635 |
-0.0034 |
-0.4% |
0.7635 |
| Close |
0.7713 |
0.7646 |
-0.0067 |
-0.9% |
0.7646 |
| Range |
0.0057 |
0.0078 |
0.0021 |
36.8% |
0.0091 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.5% |
0.0000 |
| Volume |
110,985 |
118,787 |
7,802 |
7.0% |
487,134 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7899 |
0.7850 |
0.7689 |
|
| R3 |
0.7821 |
0.7772 |
0.7667 |
|
| R2 |
0.7743 |
0.7743 |
0.7660 |
|
| R1 |
0.7694 |
0.7694 |
0.7653 |
0.7680 |
| PP |
0.7665 |
0.7665 |
0.7665 |
0.7657 |
| S1 |
0.7616 |
0.7616 |
0.7639 |
0.7602 |
| S2 |
0.7587 |
0.7587 |
0.7632 |
|
| S3 |
0.7509 |
0.7538 |
0.7625 |
|
| S4 |
0.7431 |
0.7460 |
0.7603 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7942 |
0.7885 |
0.7696 |
|
| R3 |
0.7851 |
0.7794 |
0.7671 |
|
| R2 |
0.7760 |
0.7760 |
0.7663 |
|
| R1 |
0.7703 |
0.7703 |
0.7654 |
0.7686 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7661 |
| S1 |
0.7612 |
0.7612 |
0.7638 |
0.7595 |
| S2 |
0.7578 |
0.7578 |
0.7629 |
|
| S3 |
0.7487 |
0.7521 |
0.7621 |
|
| S4 |
0.7396 |
0.7430 |
0.7596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7726 |
0.7635 |
0.0091 |
1.2% |
0.0055 |
0.7% |
12% |
False |
True |
97,426 |
| 10 |
0.7829 |
0.7621 |
0.0208 |
2.7% |
0.0059 |
0.8% |
12% |
False |
False |
110,534 |
| 20 |
0.7891 |
0.7621 |
0.0270 |
3.5% |
0.0054 |
0.7% |
9% |
False |
False |
101,143 |
| 40 |
0.8096 |
0.7621 |
0.0475 |
6.2% |
0.0060 |
0.8% |
5% |
False |
False |
98,943 |
| 60 |
0.8115 |
0.7621 |
0.0494 |
6.5% |
0.0063 |
0.8% |
5% |
False |
False |
66,700 |
| 80 |
0.8115 |
0.7621 |
0.0494 |
6.5% |
0.0066 |
0.9% |
5% |
False |
False |
50,117 |
| 100 |
0.8115 |
0.7519 |
0.0596 |
7.8% |
0.0062 |
0.8% |
21% |
False |
False |
40,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8045 |
|
2.618 |
0.7917 |
|
1.618 |
0.7839 |
|
1.000 |
0.7791 |
|
0.618 |
0.7761 |
|
HIGH |
0.7713 |
|
0.618 |
0.7683 |
|
0.500 |
0.7674 |
|
0.382 |
0.7665 |
|
LOW |
0.7635 |
|
0.618 |
0.7587 |
|
1.000 |
0.7557 |
|
1.618 |
0.7509 |
|
2.618 |
0.7431 |
|
4.250 |
0.7304 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7674 |
0.7681 |
| PP |
0.7665 |
0.7669 |
| S1 |
0.7655 |
0.7658 |
|