CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7627 |
0.0015 |
0.2% |
0.7650 |
| High |
0.7647 |
0.7629 |
-0.0018 |
-0.2% |
0.7698 |
| Low |
0.7609 |
0.7570 |
-0.0039 |
-0.5% |
0.7624 |
| Close |
0.7631 |
0.7581 |
-0.0050 |
-0.7% |
0.7656 |
| Range |
0.0038 |
0.0059 |
0.0021 |
55.3% |
0.0074 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.8% |
0.0000 |
| Volume |
103,535 |
125,331 |
21,796 |
21.1% |
398,357 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7735 |
0.7613 |
|
| R3 |
0.7711 |
0.7676 |
0.7597 |
|
| R2 |
0.7652 |
0.7652 |
0.7592 |
|
| R1 |
0.7617 |
0.7617 |
0.7586 |
0.7605 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7588 |
| S1 |
0.7558 |
0.7558 |
0.7576 |
0.7546 |
| S2 |
0.7534 |
0.7534 |
0.7570 |
|
| S3 |
0.7475 |
0.7499 |
0.7565 |
|
| S4 |
0.7416 |
0.7440 |
0.7549 |
|
|
| 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 |
0.7570 |
0.0122 |
1.6% |
0.0046 |
0.6% |
9% |
False |
True |
93,220 |
| 10 |
0.7726 |
0.7570 |
0.0156 |
2.1% |
0.0054 |
0.7% |
7% |
False |
True |
93,118 |
| 20 |
0.7879 |
0.7570 |
0.0309 |
4.1% |
0.0055 |
0.7% |
4% |
False |
True |
102,257 |
| 40 |
0.8027 |
0.7570 |
0.0457 |
6.0% |
0.0057 |
0.7% |
2% |
False |
True |
100,460 |
| 60 |
0.8115 |
0.7570 |
0.0545 |
7.2% |
0.0061 |
0.8% |
2% |
False |
True |
78,278 |
| 80 |
0.8115 |
0.7570 |
0.0545 |
7.2% |
0.0063 |
0.8% |
2% |
False |
True |
58,856 |
| 100 |
0.8115 |
0.7556 |
0.0559 |
7.4% |
0.0063 |
0.8% |
4% |
False |
False |
47,131 |
| 120 |
0.8115 |
0.7357 |
0.0758 |
10.0% |
0.0060 |
0.8% |
30% |
False |
False |
39,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7783 |
|
1.618 |
0.7724 |
|
1.000 |
0.7688 |
|
0.618 |
0.7665 |
|
HIGH |
0.7629 |
|
0.618 |
0.7606 |
|
0.500 |
0.7600 |
|
0.382 |
0.7593 |
|
LOW |
0.7570 |
|
0.618 |
0.7534 |
|
1.000 |
0.7511 |
|
1.618 |
0.7475 |
|
2.618 |
0.7416 |
|
4.250 |
0.7319 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7617 |
| PP |
0.7593 |
0.7605 |
| S1 |
0.7587 |
0.7593 |
|