CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 09-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7646 |
0.7674 |
0.0028 |
0.4% |
0.7669 |
High |
0.7682 |
0.7690 |
0.0008 |
0.1% |
0.7726 |
Low |
0.7641 |
0.7647 |
0.0006 |
0.1% |
0.7635 |
Close |
0.7674 |
0.7679 |
0.0005 |
0.1% |
0.7646 |
Range |
0.0041 |
0.0043 |
0.0002 |
4.9% |
0.0091 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
76,470 |
90,929 |
14,459 |
18.9% |
487,134 |
|
Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7801 |
0.7783 |
0.7703 |
|
R3 |
0.7758 |
0.7740 |
0.7691 |
|
R2 |
0.7715 |
0.7715 |
0.7687 |
|
R1 |
0.7697 |
0.7697 |
0.7683 |
0.7706 |
PP |
0.7672 |
0.7672 |
0.7672 |
0.7677 |
S1 |
0.7654 |
0.7654 |
0.7675 |
0.7663 |
S2 |
0.7629 |
0.7629 |
0.7671 |
|
S3 |
0.7586 |
0.7611 |
0.7667 |
|
S4 |
0.7543 |
0.7568 |
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 |
0.7713 |
0.7624 |
0.0089 |
1.2% |
0.0058 |
0.8% |
62% |
False |
False |
89,006 |
10 |
0.7726 |
0.7621 |
0.0105 |
1.4% |
0.0054 |
0.7% |
55% |
False |
False |
94,737 |
20 |
0.7891 |
0.7621 |
0.0270 |
3.5% |
0.0056 |
0.7% |
21% |
False |
False |
101,885 |
40 |
0.8096 |
0.7621 |
0.0475 |
6.2% |
0.0060 |
0.8% |
12% |
False |
False |
101,529 |
60 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0062 |
0.8% |
12% |
False |
False |
72,066 |
80 |
0.8115 |
0.7621 |
0.0494 |
6.4% |
0.0064 |
0.8% |
12% |
False |
False |
54,184 |
100 |
0.8115 |
0.7519 |
0.0596 |
7.8% |
0.0062 |
0.8% |
27% |
False |
False |
43,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7873 |
2.618 |
0.7803 |
1.618 |
0.7760 |
1.000 |
0.7733 |
0.618 |
0.7717 |
HIGH |
0.7690 |
0.618 |
0.7674 |
0.500 |
0.7669 |
0.382 |
0.7663 |
LOW |
0.7647 |
0.618 |
0.7620 |
1.000 |
0.7604 |
1.618 |
0.7577 |
2.618 |
0.7534 |
4.250 |
0.7464 |
|
|
Fisher Pivots for day following 09-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7676 |
0.7673 |
PP |
0.7672 |
0.7667 |
S1 |
0.7669 |
0.7661 |
|