CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7584 |
0.7555 |
-0.0029 |
-0.4% |
0.7648 |
| High |
0.7605 |
0.7572 |
-0.0033 |
-0.4% |
0.7663 |
| Low |
0.7533 |
0.7541 |
0.0008 |
0.1% |
0.7533 |
| Close |
0.7564 |
0.7544 |
-0.0020 |
-0.3% |
0.7564 |
| Range |
0.0072 |
0.0031 |
-0.0041 |
-56.9% |
0.0130 |
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
99,764 |
79,278 |
-20,486 |
-20.5% |
481,637 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7645 |
0.7626 |
0.7561 |
|
| R3 |
0.7614 |
0.7595 |
0.7553 |
|
| R2 |
0.7583 |
0.7583 |
0.7550 |
|
| R1 |
0.7564 |
0.7564 |
0.7547 |
0.7558 |
| PP |
0.7552 |
0.7552 |
0.7552 |
0.7550 |
| S1 |
0.7533 |
0.7533 |
0.7541 |
0.7527 |
| S2 |
0.7521 |
0.7521 |
0.7538 |
|
| S3 |
0.7490 |
0.7502 |
0.7535 |
|
| S4 |
0.7459 |
0.7471 |
0.7527 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7977 |
0.7900 |
0.7636 |
|
| R3 |
0.7847 |
0.7770 |
0.7600 |
|
| R2 |
0.7717 |
0.7717 |
0.7588 |
|
| R1 |
0.7640 |
0.7640 |
0.7576 |
0.7614 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7573 |
| S1 |
0.7510 |
0.7510 |
0.7552 |
0.7484 |
| S2 |
0.7457 |
0.7457 |
0.7540 |
|
| S3 |
0.7327 |
0.7380 |
0.7528 |
|
| S4 |
0.7197 |
0.7250 |
0.7493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7647 |
0.7533 |
0.0114 |
1.5% |
0.0048 |
0.6% |
10% |
False |
False |
97,344 |
| 10 |
0.7698 |
0.7533 |
0.0165 |
2.2% |
0.0049 |
0.6% |
7% |
False |
False |
89,192 |
| 20 |
0.7820 |
0.7533 |
0.0287 |
3.8% |
0.0055 |
0.7% |
4% |
False |
False |
98,764 |
| 40 |
0.7941 |
0.7533 |
0.0408 |
5.4% |
0.0054 |
0.7% |
3% |
False |
False |
98,186 |
| 60 |
0.8115 |
0.7533 |
0.0582 |
7.7% |
0.0061 |
0.8% |
2% |
False |
False |
82,532 |
| 80 |
0.8115 |
0.7533 |
0.0582 |
7.7% |
0.0061 |
0.8% |
2% |
False |
False |
62,064 |
| 100 |
0.8115 |
0.7533 |
0.0582 |
7.7% |
0.0063 |
0.8% |
2% |
False |
False |
49,700 |
| 120 |
0.8115 |
0.7390 |
0.0725 |
9.6% |
0.0060 |
0.8% |
21% |
False |
False |
41,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7704 |
|
2.618 |
0.7653 |
|
1.618 |
0.7622 |
|
1.000 |
0.7603 |
|
0.618 |
0.7591 |
|
HIGH |
0.7572 |
|
0.618 |
0.7560 |
|
0.500 |
0.7557 |
|
0.382 |
0.7553 |
|
LOW |
0.7541 |
|
0.618 |
0.7522 |
|
1.000 |
0.7510 |
|
1.618 |
0.7491 |
|
2.618 |
0.7460 |
|
4.250 |
0.7409 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7570 |
| PP |
0.7552 |
0.7561 |
| S1 |
0.7548 |
0.7553 |
|