CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7575 |
0.0030 |
0.4% |
0.7648 |
| High |
0.7588 |
0.7622 |
0.0034 |
0.4% |
0.7663 |
| Low |
0.7530 |
0.7553 |
0.0023 |
0.3% |
0.7533 |
| Close |
0.7581 |
0.7612 |
0.0031 |
0.4% |
0.7564 |
| Range |
0.0058 |
0.0069 |
0.0011 |
19.0% |
0.0130 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.0% |
0.0000 |
| Volume |
92,689 |
89,856 |
-2,833 |
-3.1% |
481,637 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7776 |
0.7650 |
|
| R3 |
0.7734 |
0.7707 |
0.7631 |
|
| R2 |
0.7665 |
0.7665 |
0.7625 |
|
| R1 |
0.7638 |
0.7638 |
0.7618 |
0.7652 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7602 |
| S1 |
0.7569 |
0.7569 |
0.7606 |
0.7583 |
| S2 |
0.7527 |
0.7527 |
0.7599 |
|
| S3 |
0.7458 |
0.7500 |
0.7593 |
|
| S4 |
0.7389 |
0.7431 |
0.7574 |
|
|
| 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 |
0.7622 |
0.7530 |
0.0092 |
1.2% |
0.0054 |
0.7% |
89% |
True |
False |
88,080 |
| 10 |
0.7692 |
0.7530 |
0.0162 |
2.1% |
0.0050 |
0.7% |
51% |
False |
False |
90,650 |
| 20 |
0.7726 |
0.7530 |
0.0196 |
2.6% |
0.0054 |
0.7% |
42% |
False |
False |
95,664 |
| 40 |
0.7891 |
0.7530 |
0.0361 |
4.7% |
0.0054 |
0.7% |
23% |
False |
False |
97,082 |
| 60 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0061 |
0.8% |
14% |
False |
False |
85,554 |
| 80 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0061 |
0.8% |
14% |
False |
False |
64,342 |
| 100 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0063 |
0.8% |
14% |
False |
False |
51,523 |
| 120 |
0.8115 |
0.7443 |
0.0672 |
8.8% |
0.0060 |
0.8% |
25% |
False |
False |
42,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7915 |
|
2.618 |
0.7803 |
|
1.618 |
0.7734 |
|
1.000 |
0.7691 |
|
0.618 |
0.7665 |
|
HIGH |
0.7622 |
|
0.618 |
0.7596 |
|
0.500 |
0.7588 |
|
0.382 |
0.7579 |
|
LOW |
0.7553 |
|
0.618 |
0.7510 |
|
1.000 |
0.7484 |
|
1.618 |
0.7441 |
|
2.618 |
0.7372 |
|
4.250 |
0.7260 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7604 |
0.7600 |
| PP |
0.7596 |
0.7588 |
| S1 |
0.7588 |
0.7576 |
|