CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 08-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7684 |
0.7646 |
-0.0038 |
-0.5% |
0.7669 |
| High |
0.7698 |
0.7682 |
-0.0016 |
-0.2% |
0.7726 |
| Low |
0.7624 |
0.7641 |
0.0017 |
0.2% |
0.7635 |
| Close |
0.7639 |
0.7674 |
0.0035 |
0.5% |
0.7646 |
| Range |
0.0074 |
0.0041 |
-0.0033 |
-44.6% |
0.0091 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
91,492 |
76,470 |
-15,022 |
-16.4% |
487,134 |
|
| Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7772 |
0.7697 |
|
| R3 |
0.7748 |
0.7731 |
0.7685 |
|
| R2 |
0.7707 |
0.7707 |
0.7682 |
|
| R1 |
0.7690 |
0.7690 |
0.7678 |
0.7699 |
| PP |
0.7666 |
0.7666 |
0.7666 |
0.7670 |
| S1 |
0.7649 |
0.7649 |
0.7670 |
0.7658 |
| S2 |
0.7625 |
0.7625 |
0.7666 |
|
| S3 |
0.7584 |
0.7608 |
0.7663 |
|
| S4 |
0.7543 |
0.7567 |
0.7651 |
|
|
| 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% |
0.0061 |
0.8% |
49% |
False |
False |
93,017 |
| 10 |
0.7726 |
0.7621 |
0.0105 |
1.4% |
0.0057 |
0.7% |
50% |
False |
False |
100,677 |
| 20 |
0.7891 |
0.7621 |
0.0270 |
3.5% |
0.0056 |
0.7% |
20% |
False |
False |
101,516 |
| 40 |
0.8096 |
0.7621 |
0.0475 |
6.2% |
0.0060 |
0.8% |
11% |
False |
False |
101,243 |
| 60 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0063 |
0.8% |
11% |
False |
False |
70,569 |
| 80 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0064 |
0.8% |
11% |
False |
False |
53,049 |
| 100 |
0.8115 |
0.7519 |
0.0596 |
7.8% |
0.0062 |
0.8% |
26% |
False |
False |
42,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7856 |
|
2.618 |
0.7789 |
|
1.618 |
0.7748 |
|
1.000 |
0.7723 |
|
0.618 |
0.7707 |
|
HIGH |
0.7682 |
|
0.618 |
0.7666 |
|
0.500 |
0.7662 |
|
0.382 |
0.7657 |
|
LOW |
0.7641 |
|
0.618 |
0.7616 |
|
1.000 |
0.7600 |
|
1.618 |
0.7575 |
|
2.618 |
0.7534 |
|
4.250 |
0.7467 |
|
|
| Fisher Pivots for day following 08-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7670 |
0.7670 |
| PP |
0.7666 |
0.7665 |
| S1 |
0.7662 |
0.7661 |
|