CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 06-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7711 |
0.7650 |
-0.0061 |
-0.8% |
0.7669 |
| High |
0.7713 |
0.7690 |
-0.0023 |
-0.3% |
0.7726 |
| Low |
0.7635 |
0.7635 |
0.0000 |
0.0% |
0.7635 |
| Close |
0.7646 |
0.7685 |
0.0039 |
0.5% |
0.7646 |
| Range |
0.0078 |
0.0055 |
-0.0023 |
-29.5% |
0.0091 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
118,787 |
67,352 |
-51,435 |
-43.3% |
487,134 |
|
| Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7835 |
0.7815 |
0.7715 |
|
| R3 |
0.7780 |
0.7760 |
0.7700 |
|
| R2 |
0.7725 |
0.7725 |
0.7695 |
|
| R1 |
0.7705 |
0.7705 |
0.7690 |
0.7715 |
| PP |
0.7670 |
0.7670 |
0.7670 |
0.7675 |
| S1 |
0.7650 |
0.7650 |
0.7680 |
0.7660 |
| S2 |
0.7615 |
0.7615 |
0.7675 |
|
| S3 |
0.7560 |
0.7595 |
0.7670 |
|
| S4 |
0.7505 |
0.7540 |
0.7655 |
|
|
| 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% |
0.0059 |
0.8% |
55% |
False |
True |
96,392 |
| 10 |
0.7820 |
0.7621 |
0.0199 |
2.6% |
0.0060 |
0.8% |
32% |
False |
False |
108,337 |
| 20 |
0.7891 |
0.7621 |
0.0270 |
3.5% |
0.0055 |
0.7% |
24% |
False |
False |
101,818 |
| 40 |
0.8096 |
0.7621 |
0.0475 |
6.2% |
0.0061 |
0.8% |
13% |
False |
False |
99,972 |
| 60 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0063 |
0.8% |
13% |
False |
False |
67,805 |
| 80 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0065 |
0.8% |
13% |
False |
False |
50,955 |
| 100 |
0.8115 |
0.7519 |
0.0596 |
7.8% |
0.0062 |
0.8% |
28% |
False |
False |
40,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7924 |
|
2.618 |
0.7834 |
|
1.618 |
0.7779 |
|
1.000 |
0.7745 |
|
0.618 |
0.7724 |
|
HIGH |
0.7690 |
|
0.618 |
0.7669 |
|
0.500 |
0.7663 |
|
0.382 |
0.7656 |
|
LOW |
0.7635 |
|
0.618 |
0.7601 |
|
1.000 |
0.7580 |
|
1.618 |
0.7546 |
|
2.618 |
0.7491 |
|
4.250 |
0.7401 |
|
|
| Fisher Pivots for day following 06-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7678 |
0.7684 |
| PP |
0.7670 |
0.7682 |
| S1 |
0.7663 |
0.7681 |
|