CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7604 |
0.7561 |
-0.0043 |
-0.6% |
0.7610 |
| High |
0.7638 |
0.7569 |
-0.0069 |
-0.9% |
0.7643 |
| Low |
0.7558 |
0.7503 |
-0.0055 |
-0.7% |
0.7550 |
| Close |
0.7560 |
0.7505 |
-0.0055 |
-0.7% |
0.7610 |
| Range |
0.0080 |
0.0066 |
-0.0014 |
-17.5% |
0.0093 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.4% |
0.0000 |
| Volume |
89,284 |
85,109 |
-4,175 |
-4.7% |
537,452 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7724 |
0.7680 |
0.7541 |
|
| R3 |
0.7658 |
0.7614 |
0.7523 |
|
| R2 |
0.7592 |
0.7592 |
0.7517 |
|
| R1 |
0.7548 |
0.7548 |
0.7511 |
0.7537 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7520 |
| S1 |
0.7482 |
0.7482 |
0.7499 |
0.7471 |
| S2 |
0.7460 |
0.7460 |
0.7493 |
|
| S3 |
0.7394 |
0.7416 |
0.7487 |
|
| S4 |
0.7328 |
0.7350 |
0.7469 |
|
|
| 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 |
0.7503 |
0.0150 |
2.0% |
0.0064 |
0.9% |
1% |
False |
True |
99,256 |
| 10 |
0.7653 |
0.7503 |
0.0150 |
2.0% |
0.0054 |
0.7% |
1% |
False |
True |
96,642 |
| 20 |
0.7692 |
0.7503 |
0.0189 |
2.5% |
0.0052 |
0.7% |
1% |
False |
True |
93,646 |
| 40 |
0.7891 |
0.7503 |
0.0388 |
5.2% |
0.0054 |
0.7% |
1% |
False |
True |
97,581 |
| 60 |
0.8096 |
0.7503 |
0.0593 |
7.9% |
0.0058 |
0.8% |
0% |
False |
True |
98,711 |
| 80 |
0.8115 |
0.7503 |
0.0612 |
8.2% |
0.0060 |
0.8% |
0% |
False |
True |
76,339 |
| 100 |
0.8115 |
0.7503 |
0.0612 |
8.2% |
0.0062 |
0.8% |
0% |
False |
True |
61,169 |
| 120 |
0.8115 |
0.7503 |
0.0612 |
8.2% |
0.0061 |
0.8% |
0% |
False |
True |
51,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7850 |
|
2.618 |
0.7742 |
|
1.618 |
0.7676 |
|
1.000 |
0.7635 |
|
0.618 |
0.7610 |
|
HIGH |
0.7569 |
|
0.618 |
0.7544 |
|
0.500 |
0.7536 |
|
0.382 |
0.7528 |
|
LOW |
0.7503 |
|
0.618 |
0.7462 |
|
1.000 |
0.7437 |
|
1.618 |
0.7396 |
|
2.618 |
0.7330 |
|
4.250 |
0.7222 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7536 |
0.7578 |
| PP |
0.7526 |
0.7554 |
| S1 |
0.7515 |
0.7529 |
|