CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7600 |
0.7570 |
-0.0030 |
-0.4% |
0.7555 |
| High |
0.7607 |
0.7594 |
-0.0013 |
-0.2% |
0.7637 |
| Low |
0.7550 |
0.7555 |
0.0005 |
0.1% |
0.7530 |
| Close |
0.7576 |
0.7565 |
-0.0011 |
-0.1% |
0.7612 |
| Range |
0.0057 |
0.0039 |
-0.0018 |
-31.6% |
0.0107 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
98,944 |
106,368 |
7,424 |
7.5% |
342,904 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7666 |
0.7586 |
|
| R3 |
0.7649 |
0.7627 |
0.7576 |
|
| R2 |
0.7610 |
0.7610 |
0.7572 |
|
| R1 |
0.7588 |
0.7588 |
0.7569 |
0.7580 |
| PP |
0.7571 |
0.7571 |
0.7571 |
0.7567 |
| S1 |
0.7549 |
0.7549 |
0.7561 |
0.7541 |
| S2 |
0.7532 |
0.7532 |
0.7558 |
|
| S3 |
0.7493 |
0.7510 |
0.7554 |
|
| S4 |
0.7454 |
0.7471 |
0.7544 |
|
|
| 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 |
0.7550 |
0.0093 |
1.2% |
0.0043 |
0.6% |
16% |
False |
False |
94,027 |
| 10 |
0.7643 |
0.7530 |
0.0113 |
1.5% |
0.0049 |
0.6% |
31% |
False |
False |
91,053 |
| 20 |
0.7726 |
0.7530 |
0.0196 |
2.6% |
0.0051 |
0.7% |
18% |
False |
False |
92,086 |
| 40 |
0.7891 |
0.7530 |
0.0361 |
4.8% |
0.0053 |
0.7% |
10% |
False |
False |
97,018 |
| 60 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0058 |
0.8% |
6% |
False |
False |
93,162 |
| 80 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0060 |
0.8% |
6% |
False |
False |
70,198 |
| 100 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0063 |
0.8% |
6% |
False |
False |
56,216 |
| 120 |
0.8115 |
0.7509 |
0.0606 |
8.0% |
0.0060 |
0.8% |
9% |
False |
False |
46,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7760 |
|
2.618 |
0.7696 |
|
1.618 |
0.7657 |
|
1.000 |
0.7633 |
|
0.618 |
0.7618 |
|
HIGH |
0.7594 |
|
0.618 |
0.7579 |
|
0.500 |
0.7575 |
|
0.382 |
0.7570 |
|
LOW |
0.7555 |
|
0.618 |
0.7531 |
|
1.000 |
0.7516 |
|
1.618 |
0.7492 |
|
2.618 |
0.7453 |
|
4.250 |
0.7389 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7575 |
0.7585 |
| PP |
0.7571 |
0.7578 |
| S1 |
0.7568 |
0.7572 |
|