CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 28-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7610 |
0.7602 |
-0.0008 |
-0.1% |
0.7555 |
High |
0.7643 |
0.7619 |
-0.0024 |
-0.3% |
0.7637 |
Low |
0.7591 |
0.7586 |
-0.0005 |
-0.1% |
0.7530 |
Close |
0.7606 |
0.7595 |
-0.0011 |
-0.1% |
0.7612 |
Range |
0.0052 |
0.0033 |
-0.0019 |
-36.5% |
0.0107 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
92,050 |
91,696 |
-354 |
-0.4% |
342,904 |
|
Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7699 |
0.7680 |
0.7613 |
|
R3 |
0.7666 |
0.7647 |
0.7604 |
|
R2 |
0.7633 |
0.7633 |
0.7601 |
|
R1 |
0.7614 |
0.7614 |
0.7598 |
0.7607 |
PP |
0.7600 |
0.7600 |
0.7600 |
0.7597 |
S1 |
0.7581 |
0.7581 |
0.7592 |
0.7574 |
S2 |
0.7567 |
0.7567 |
0.7589 |
|
S3 |
0.7534 |
0.7548 |
0.7586 |
|
S4 |
0.7501 |
0.7515 |
0.7577 |
|
|
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 |
0.7643 |
0.7530 |
0.0113 |
1.5% |
0.0049 |
0.7% |
58% |
False |
False |
89,474 |
10 |
0.7647 |
0.7530 |
0.0117 |
1.5% |
0.0049 |
0.6% |
56% |
False |
False |
93,409 |
20 |
0.7726 |
0.7530 |
0.0196 |
2.6% |
0.0052 |
0.7% |
33% |
False |
False |
91,062 |
40 |
0.7891 |
0.7530 |
0.0361 |
4.8% |
0.0053 |
0.7% |
18% |
False |
False |
96,401 |
60 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0058 |
0.8% |
11% |
False |
False |
89,870 |
80 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0060 |
0.8% |
11% |
False |
False |
67,640 |
100 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0062 |
0.8% |
11% |
False |
False |
54,164 |
120 |
0.8115 |
0.7495 |
0.0620 |
8.2% |
0.0060 |
0.8% |
16% |
False |
False |
45,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7759 |
2.618 |
0.7705 |
1.618 |
0.7672 |
1.000 |
0.7652 |
0.618 |
0.7639 |
HIGH |
0.7619 |
0.618 |
0.7606 |
0.500 |
0.7603 |
0.382 |
0.7599 |
LOW |
0.7586 |
0.618 |
0.7566 |
1.000 |
0.7553 |
1.618 |
0.7533 |
2.618 |
0.7500 |
4.250 |
0.7446 |
|
|
Fisher Pivots for day following 28-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7603 |
0.7615 |
PP |
0.7600 |
0.7608 |
S1 |
0.7598 |
0.7602 |
|