CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7575 |
0.7614 |
0.0039 |
0.5% |
0.7555 |
| High |
0.7622 |
0.7637 |
0.0015 |
0.2% |
0.7637 |
| Low |
0.7553 |
0.7602 |
0.0049 |
0.6% |
0.7530 |
| Close |
0.7612 |
0.7612 |
0.0000 |
0.0% |
0.7612 |
| Range |
0.0069 |
0.0035 |
-0.0034 |
-49.3% |
0.0107 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
89,856 |
81,081 |
-8,775 |
-9.8% |
342,904 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7702 |
0.7631 |
|
| R3 |
0.7687 |
0.7667 |
0.7622 |
|
| R2 |
0.7652 |
0.7652 |
0.7618 |
|
| R1 |
0.7632 |
0.7632 |
0.7615 |
0.7625 |
| PP |
0.7617 |
0.7617 |
0.7617 |
0.7613 |
| S1 |
0.7597 |
0.7597 |
0.7609 |
0.7590 |
| S2 |
0.7582 |
0.7582 |
0.7606 |
|
| S3 |
0.7547 |
0.7562 |
0.7602 |
|
| S4 |
0.7512 |
0.7527 |
0.7593 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7914 |
0.7870 |
0.7671 |
|
| R3 |
0.7807 |
0.7763 |
0.7641 |
|
| R2 |
0.7700 |
0.7700 |
0.7632 |
|
| R1 |
0.7656 |
0.7656 |
0.7622 |
0.7678 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7604 |
| S1 |
0.7549 |
0.7549 |
0.7602 |
0.7571 |
| S2 |
0.7486 |
0.7486 |
0.7592 |
|
| S3 |
0.7379 |
0.7442 |
0.7583 |
|
| S4 |
0.7272 |
0.7335 |
0.7553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7637 |
0.7530 |
0.0107 |
1.4% |
0.0053 |
0.7% |
77% |
True |
False |
88,533 |
| 10 |
0.7692 |
0.7530 |
0.0162 |
2.1% |
0.0049 |
0.6% |
51% |
False |
False |
89,665 |
| 20 |
0.7726 |
0.7530 |
0.0196 |
2.6% |
0.0052 |
0.7% |
42% |
False |
False |
92,201 |
| 40 |
0.7891 |
0.7530 |
0.0361 |
4.7% |
0.0053 |
0.7% |
23% |
False |
False |
96,275 |
| 60 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0059 |
0.8% |
14% |
False |
False |
86,879 |
| 80 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0061 |
0.8% |
14% |
False |
False |
65,354 |
| 100 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0062 |
0.8% |
14% |
False |
False |
52,327 |
| 120 |
0.8115 |
0.7495 |
0.0620 |
8.1% |
0.0060 |
0.8% |
19% |
False |
False |
43,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7786 |
|
2.618 |
0.7729 |
|
1.618 |
0.7694 |
|
1.000 |
0.7672 |
|
0.618 |
0.7659 |
|
HIGH |
0.7637 |
|
0.618 |
0.7624 |
|
0.500 |
0.7620 |
|
0.382 |
0.7615 |
|
LOW |
0.7602 |
|
0.618 |
0.7580 |
|
1.000 |
0.7567 |
|
1.618 |
0.7545 |
|
2.618 |
0.7510 |
|
4.250 |
0.7453 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7620 |
0.7603 |
| PP |
0.7617 |
0.7593 |
| S1 |
0.7615 |
0.7584 |
|