CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7648 |
0.7612 |
-0.0036 |
-0.5% |
0.7650 |
| High |
0.7663 |
0.7647 |
-0.0016 |
-0.2% |
0.7698 |
| Low |
0.7613 |
0.7609 |
-0.0004 |
-0.1% |
0.7624 |
| Close |
0.7623 |
0.7631 |
0.0008 |
0.1% |
0.7656 |
| Range |
0.0050 |
0.0038 |
-0.0012 |
-24.0% |
0.0074 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
74,194 |
103,535 |
29,341 |
39.5% |
398,357 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7725 |
0.7652 |
|
| R3 |
0.7705 |
0.7687 |
0.7641 |
|
| R2 |
0.7667 |
0.7667 |
0.7638 |
|
| R1 |
0.7649 |
0.7649 |
0.7634 |
0.7658 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7634 |
| S1 |
0.7611 |
0.7611 |
0.7628 |
0.7620 |
| S2 |
0.7591 |
0.7591 |
0.7624 |
|
| S3 |
0.7553 |
0.7573 |
0.7621 |
|
| S4 |
0.7515 |
0.7535 |
0.7610 |
|
|
| 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 |
0.7692 |
0.7609 |
0.0083 |
1.1% |
0.0043 |
0.6% |
27% |
False |
True |
83,448 |
| 10 |
0.7726 |
0.7609 |
0.0117 |
1.5% |
0.0052 |
0.7% |
19% |
False |
True |
90,989 |
| 20 |
0.7879 |
0.7609 |
0.0270 |
3.5% |
0.0054 |
0.7% |
8% |
False |
True |
100,136 |
| 40 |
0.8096 |
0.7609 |
0.0487 |
6.4% |
0.0058 |
0.8% |
5% |
False |
True |
100,729 |
| 60 |
0.8115 |
0.7609 |
0.0506 |
6.6% |
0.0061 |
0.8% |
4% |
False |
True |
76,197 |
| 80 |
0.8115 |
0.7609 |
0.0506 |
6.6% |
0.0063 |
0.8% |
4% |
False |
True |
57,294 |
| 100 |
0.8115 |
0.7548 |
0.0567 |
7.4% |
0.0062 |
0.8% |
15% |
False |
False |
45,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7809 |
|
2.618 |
0.7746 |
|
1.618 |
0.7708 |
|
1.000 |
0.7685 |
|
0.618 |
0.7670 |
|
HIGH |
0.7647 |
|
0.618 |
0.7632 |
|
0.500 |
0.7628 |
|
0.382 |
0.7624 |
|
LOW |
0.7609 |
|
0.618 |
0.7586 |
|
1.000 |
0.7571 |
|
1.618 |
0.7548 |
|
2.618 |
0.7510 |
|
4.250 |
0.7448 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7630 |
0.7651 |
| PP |
0.7629 |
0.7644 |
| S1 |
0.7628 |
0.7638 |
|