CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 10-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7674 |
0.7674 |
0.0000 |
0.0% |
0.7650 |
High |
0.7690 |
0.7692 |
0.0002 |
0.0% |
0.7698 |
Low |
0.7647 |
0.7651 |
0.0004 |
0.1% |
0.7624 |
Close |
0.7679 |
0.7656 |
-0.0023 |
-0.3% |
0.7656 |
Range |
0.0043 |
0.0041 |
-0.0002 |
-4.7% |
0.0074 |
ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
90,929 |
72,114 |
-18,815 |
-20.7% |
398,357 |
|
Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7789 |
0.7764 |
0.7679 |
|
R3 |
0.7748 |
0.7723 |
0.7667 |
|
R2 |
0.7707 |
0.7707 |
0.7664 |
|
R1 |
0.7682 |
0.7682 |
0.7660 |
0.7674 |
PP |
0.7666 |
0.7666 |
0.7666 |
0.7663 |
S1 |
0.7641 |
0.7641 |
0.7652 |
0.7633 |
S2 |
0.7625 |
0.7625 |
0.7648 |
|
S3 |
0.7584 |
0.7600 |
0.7645 |
|
S4 |
0.7543 |
0.7559 |
0.7633 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7881 |
0.7843 |
0.7697 |
|
R3 |
0.7807 |
0.7769 |
0.7676 |
|
R2 |
0.7733 |
0.7733 |
0.7670 |
|
R1 |
0.7695 |
0.7695 |
0.7663 |
0.7714 |
PP |
0.7659 |
0.7659 |
0.7659 |
0.7669 |
S1 |
0.7621 |
0.7621 |
0.7649 |
0.7640 |
S2 |
0.7585 |
0.7585 |
0.7642 |
|
S3 |
0.7511 |
0.7547 |
0.7636 |
|
S4 |
0.7437 |
0.7473 |
0.7615 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7698 |
0.7624 |
0.0074 |
1.0% |
0.0051 |
0.7% |
43% |
False |
False |
79,671 |
10 |
0.7726 |
0.7624 |
0.0102 |
1.3% |
0.0053 |
0.7% |
31% |
False |
False |
88,549 |
20 |
0.7884 |
0.7621 |
0.0263 |
3.4% |
0.0054 |
0.7% |
13% |
False |
False |
99,870 |
40 |
0.8096 |
0.7621 |
0.0475 |
6.2% |
0.0060 |
0.8% |
7% |
False |
False |
100,691 |
60 |
0.8115 |
0.7621 |
0.0494 |
6.5% |
0.0061 |
0.8% |
7% |
False |
False |
73,249 |
80 |
0.8115 |
0.7621 |
0.0494 |
6.5% |
0.0063 |
0.8% |
7% |
False |
False |
55,080 |
100 |
0.8115 |
0.7519 |
0.0596 |
7.8% |
0.0062 |
0.8% |
23% |
False |
False |
44,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7866 |
2.618 |
0.7799 |
1.618 |
0.7758 |
1.000 |
0.7733 |
0.618 |
0.7717 |
HIGH |
0.7692 |
0.618 |
0.7676 |
0.500 |
0.7672 |
0.382 |
0.7667 |
LOW |
0.7651 |
0.618 |
0.7626 |
1.000 |
0.7610 |
1.618 |
0.7585 |
2.618 |
0.7544 |
4.250 |
0.7477 |
|
|
Fisher Pivots for day following 10-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7672 |
0.7667 |
PP |
0.7666 |
0.7663 |
S1 |
0.7661 |
0.7660 |
|