CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7627 |
0.7583 |
-0.0044 |
-0.6% |
0.7650 |
| High |
0.7629 |
0.7607 |
-0.0022 |
-0.3% |
0.7698 |
| Low |
0.7570 |
0.7566 |
-0.0004 |
-0.1% |
0.7624 |
| Close |
0.7581 |
0.7585 |
0.0004 |
0.1% |
0.7656 |
| Range |
0.0059 |
0.0041 |
-0.0018 |
-30.5% |
0.0074 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
125,331 |
78,813 |
-46,518 |
-37.1% |
398,357 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7709 |
0.7688 |
0.7608 |
|
| R3 |
0.7668 |
0.7647 |
0.7596 |
|
| R2 |
0.7627 |
0.7627 |
0.7593 |
|
| R1 |
0.7606 |
0.7606 |
0.7589 |
0.7617 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7591 |
| S1 |
0.7565 |
0.7565 |
0.7581 |
0.7576 |
| S2 |
0.7545 |
0.7545 |
0.7577 |
|
| S3 |
0.7504 |
0.7524 |
0.7574 |
|
| S4 |
0.7463 |
0.7483 |
0.7562 |
|
|
| 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 |
0.7566 |
0.0126 |
1.7% |
0.0046 |
0.6% |
15% |
False |
True |
90,797 |
| 10 |
0.7713 |
0.7566 |
0.0147 |
1.9% |
0.0052 |
0.7% |
13% |
False |
True |
89,901 |
| 20 |
0.7877 |
0.7566 |
0.0311 |
4.1% |
0.0055 |
0.7% |
6% |
False |
True |
100,235 |
| 40 |
0.7978 |
0.7566 |
0.0412 |
5.4% |
0.0055 |
0.7% |
5% |
False |
True |
98,732 |
| 60 |
0.8115 |
0.7566 |
0.0549 |
7.2% |
0.0061 |
0.8% |
3% |
False |
True |
79,573 |
| 80 |
0.8115 |
0.7566 |
0.0549 |
7.2% |
0.0062 |
0.8% |
3% |
False |
True |
59,832 |
| 100 |
0.8115 |
0.7556 |
0.0559 |
7.4% |
0.0063 |
0.8% |
5% |
False |
False |
47,918 |
| 120 |
0.8115 |
0.7357 |
0.0758 |
10.0% |
0.0060 |
0.8% |
30% |
False |
False |
39,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7781 |
|
2.618 |
0.7714 |
|
1.618 |
0.7673 |
|
1.000 |
0.7648 |
|
0.618 |
0.7632 |
|
HIGH |
0.7607 |
|
0.618 |
0.7591 |
|
0.500 |
0.7587 |
|
0.382 |
0.7582 |
|
LOW |
0.7566 |
|
0.618 |
0.7541 |
|
1.000 |
0.7525 |
|
1.618 |
0.7500 |
|
2.618 |
0.7459 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7587 |
0.7607 |
| PP |
0.7586 |
0.7599 |
| S1 |
0.7586 |
0.7592 |
|