CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 05-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7594 |
0.7600 |
0.0006 |
0.1% |
0.7610 |
High |
0.7614 |
0.7653 |
0.0039 |
0.5% |
0.7643 |
Low |
0.7579 |
0.7597 |
0.0018 |
0.2% |
0.7550 |
Close |
0.7593 |
0.7605 |
0.0012 |
0.2% |
0.7610 |
Range |
0.0035 |
0.0056 |
0.0021 |
60.0% |
0.0093 |
ATR |
0.0052 |
0.0053 |
0.0001 |
1.0% |
0.0000 |
Volume |
75,480 |
98,017 |
22,537 |
29.9% |
537,452 |
|
Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7786 |
0.7752 |
0.7636 |
|
R3 |
0.7730 |
0.7696 |
0.7620 |
|
R2 |
0.7674 |
0.7674 |
0.7615 |
|
R1 |
0.7640 |
0.7640 |
0.7610 |
0.7657 |
PP |
0.7618 |
0.7618 |
0.7618 |
0.7627 |
S1 |
0.7584 |
0.7584 |
0.7600 |
0.7601 |
S2 |
0.7562 |
0.7562 |
0.7595 |
|
S3 |
0.7506 |
0.7528 |
0.7590 |
|
S4 |
0.7450 |
0.7472 |
0.7574 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7880 |
0.7838 |
0.7661 |
|
R3 |
0.7787 |
0.7745 |
0.7636 |
|
R2 |
0.7694 |
0.7694 |
0.7627 |
|
R1 |
0.7652 |
0.7652 |
0.7619 |
0.7656 |
PP |
0.7601 |
0.7601 |
0.7601 |
0.7603 |
S1 |
0.7559 |
0.7559 |
0.7601 |
0.7564 |
S2 |
0.7508 |
0.7508 |
0.7593 |
|
S3 |
0.7415 |
0.7466 |
0.7584 |
|
S4 |
0.7322 |
0.7373 |
0.7559 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7653 |
0.7550 |
0.0103 |
1.4% |
0.0054 |
0.7% |
53% |
True |
False |
105,440 |
10 |
0.7653 |
0.7530 |
0.0123 |
1.6% |
0.0052 |
0.7% |
61% |
True |
False |
97,457 |
20 |
0.7698 |
0.7530 |
0.0168 |
2.2% |
0.0050 |
0.7% |
45% |
False |
False |
93,324 |
40 |
0.7891 |
0.7530 |
0.0361 |
4.7% |
0.0053 |
0.7% |
21% |
False |
False |
97,571 |
60 |
0.8096 |
0.7530 |
0.0566 |
7.4% |
0.0057 |
0.8% |
13% |
False |
False |
97,756 |
80 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0060 |
0.8% |
13% |
False |
False |
74,184 |
100 |
0.8115 |
0.7530 |
0.0585 |
7.7% |
0.0062 |
0.8% |
13% |
False |
False |
59,429 |
120 |
0.8115 |
0.7519 |
0.0596 |
7.8% |
0.0060 |
0.8% |
14% |
False |
False |
49,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7891 |
2.618 |
0.7800 |
1.618 |
0.7744 |
1.000 |
0.7709 |
0.618 |
0.7688 |
HIGH |
0.7653 |
0.618 |
0.7632 |
0.500 |
0.7625 |
0.382 |
0.7618 |
LOW |
0.7597 |
0.618 |
0.7562 |
1.000 |
0.7541 |
1.618 |
0.7506 |
2.618 |
0.7450 |
4.250 |
0.7359 |
|
|
Fisher Pivots for day following 05-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7625 |
0.7605 |
PP |
0.7618 |
0.7604 |
S1 |
0.7612 |
0.7604 |
|