CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 13-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7674 |
0.7648 |
-0.0026 |
-0.3% |
0.7650 |
| High |
0.7692 |
0.7663 |
-0.0029 |
-0.4% |
0.7698 |
| Low |
0.7651 |
0.7613 |
-0.0038 |
-0.5% |
0.7624 |
| Close |
0.7656 |
0.7623 |
-0.0033 |
-0.4% |
0.7656 |
| Range |
0.0041 |
0.0050 |
0.0009 |
22.0% |
0.0074 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
72,114 |
74,194 |
2,080 |
2.9% |
398,357 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7783 |
0.7753 |
0.7651 |
|
| R3 |
0.7733 |
0.7703 |
0.7637 |
|
| R2 |
0.7683 |
0.7683 |
0.7632 |
|
| R1 |
0.7653 |
0.7653 |
0.7628 |
0.7643 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7628 |
| S1 |
0.7603 |
0.7603 |
0.7618 |
0.7593 |
| S2 |
0.7583 |
0.7583 |
0.7614 |
|
| S3 |
0.7533 |
0.7553 |
0.7609 |
|
| S4 |
0.7483 |
0.7503 |
0.7596 |
|
|
| 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 |
0.7613 |
0.0085 |
1.1% |
0.0050 |
0.7% |
12% |
False |
True |
81,039 |
| 10 |
0.7726 |
0.7613 |
0.0113 |
1.5% |
0.0055 |
0.7% |
9% |
False |
True |
88,715 |
| 20 |
0.7879 |
0.7613 |
0.0266 |
3.5% |
0.0054 |
0.7% |
4% |
False |
True |
99,385 |
| 40 |
0.8096 |
0.7613 |
0.0483 |
6.3% |
0.0059 |
0.8% |
2% |
False |
True |
100,272 |
| 60 |
0.8115 |
0.7613 |
0.0502 |
6.6% |
0.0061 |
0.8% |
2% |
False |
True |
74,478 |
| 80 |
0.8115 |
0.7613 |
0.0502 |
6.6% |
0.0063 |
0.8% |
2% |
False |
True |
56,004 |
| 100 |
0.8115 |
0.7525 |
0.0590 |
7.7% |
0.0062 |
0.8% |
17% |
False |
False |
44,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7876 |
|
2.618 |
0.7794 |
|
1.618 |
0.7744 |
|
1.000 |
0.7713 |
|
0.618 |
0.7694 |
|
HIGH |
0.7663 |
|
0.618 |
0.7644 |
|
0.500 |
0.7638 |
|
0.382 |
0.7632 |
|
LOW |
0.7613 |
|
0.618 |
0.7582 |
|
1.000 |
0.7563 |
|
1.618 |
0.7532 |
|
2.618 |
0.7482 |
|
4.250 |
0.7401 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7638 |
0.7653 |
| PP |
0.7633 |
0.7643 |
| S1 |
0.7628 |
0.7633 |
|