CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7684 |
0.0034 |
0.4% |
0.7669 |
| High |
0.7690 |
0.7698 |
0.0008 |
0.1% |
0.7726 |
| Low |
0.7635 |
0.7624 |
-0.0011 |
-0.1% |
0.7635 |
| Close |
0.7685 |
0.7639 |
-0.0046 |
-0.6% |
0.7646 |
| Range |
0.0055 |
0.0074 |
0.0019 |
34.5% |
0.0091 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.8% |
0.0000 |
| Volume |
67,352 |
91,492 |
24,140 |
35.8% |
487,134 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7876 |
0.7831 |
0.7680 |
|
| R3 |
0.7802 |
0.7757 |
0.7659 |
|
| R2 |
0.7728 |
0.7728 |
0.7653 |
|
| R1 |
0.7683 |
0.7683 |
0.7646 |
0.7669 |
| PP |
0.7654 |
0.7654 |
0.7654 |
0.7646 |
| S1 |
0.7609 |
0.7609 |
0.7632 |
0.7595 |
| S2 |
0.7580 |
0.7580 |
0.7625 |
|
| S3 |
0.7506 |
0.7535 |
0.7619 |
|
| S4 |
0.7432 |
0.7461 |
0.7598 |
|
|
| 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 |
0.7624 |
0.0102 |
1.3% |
0.0062 |
0.8% |
15% |
False |
True |
98,531 |
| 10 |
0.7780 |
0.7621 |
0.0159 |
2.1% |
0.0062 |
0.8% |
11% |
False |
False |
107,629 |
| 20 |
0.7891 |
0.7621 |
0.0270 |
3.5% |
0.0056 |
0.7% |
7% |
False |
False |
101,808 |
| 40 |
0.8096 |
0.7621 |
0.0475 |
6.2% |
0.0061 |
0.8% |
4% |
False |
False |
101,543 |
| 60 |
0.8115 |
0.7621 |
0.0494 |
6.5% |
0.0063 |
0.8% |
4% |
False |
False |
69,323 |
| 80 |
0.8115 |
0.7621 |
0.0494 |
6.5% |
0.0065 |
0.9% |
4% |
False |
False |
52,097 |
| 100 |
0.8115 |
0.7519 |
0.0596 |
7.8% |
0.0062 |
0.8% |
20% |
False |
False |
41,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8013 |
|
2.618 |
0.7892 |
|
1.618 |
0.7818 |
|
1.000 |
0.7772 |
|
0.618 |
0.7744 |
|
HIGH |
0.7698 |
|
0.618 |
0.7670 |
|
0.500 |
0.7661 |
|
0.382 |
0.7652 |
|
LOW |
0.7624 |
|
0.618 |
0.7578 |
|
1.000 |
0.7550 |
|
1.618 |
0.7504 |
|
2.618 |
0.7430 |
|
4.250 |
0.7310 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7661 |
0.7669 |
| PP |
0.7654 |
0.7659 |
| S1 |
0.7646 |
0.7649 |
|