CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 08-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7561 |
0.7511 |
-0.0050 |
-0.7% |
0.7594 |
High |
0.7569 |
0.7533 |
-0.0036 |
-0.5% |
0.7653 |
Low |
0.7503 |
0.7501 |
-0.0002 |
0.0% |
0.7501 |
Close |
0.7505 |
0.7505 |
0.0000 |
0.0% |
0.7505 |
Range |
0.0066 |
0.0032 |
-0.0034 |
-51.5% |
0.0152 |
ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
85,109 |
96,281 |
11,172 |
13.1% |
444,171 |
|
Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7609 |
0.7589 |
0.7523 |
|
R3 |
0.7577 |
0.7557 |
0.7514 |
|
R2 |
0.7545 |
0.7545 |
0.7511 |
|
R1 |
0.7525 |
0.7525 |
0.7508 |
0.7519 |
PP |
0.7513 |
0.7513 |
0.7513 |
0.7510 |
S1 |
0.7493 |
0.7493 |
0.7502 |
0.7487 |
S2 |
0.7481 |
0.7481 |
0.7499 |
|
S3 |
0.7449 |
0.7461 |
0.7496 |
|
S4 |
0.7417 |
0.7429 |
0.7487 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8009 |
0.7909 |
0.7589 |
|
R3 |
0.7857 |
0.7757 |
0.7547 |
|
R2 |
0.7705 |
0.7705 |
0.7533 |
|
R1 |
0.7605 |
0.7605 |
0.7519 |
0.7579 |
PP |
0.7553 |
0.7553 |
0.7553 |
0.7540 |
S1 |
0.7453 |
0.7453 |
0.7491 |
0.7427 |
S2 |
0.7401 |
0.7401 |
0.7477 |
|
S3 |
0.7249 |
0.7301 |
0.7463 |
|
S4 |
0.7097 |
0.7149 |
0.7421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7653 |
0.7501 |
0.0152 |
2.0% |
0.0054 |
0.7% |
3% |
False |
True |
88,834 |
10 |
0.7653 |
0.7501 |
0.0152 |
2.0% |
0.0053 |
0.7% |
3% |
False |
True |
98,162 |
20 |
0.7692 |
0.7501 |
0.0191 |
2.5% |
0.0051 |
0.7% |
2% |
False |
True |
93,913 |
40 |
0.7891 |
0.7501 |
0.0390 |
5.2% |
0.0054 |
0.7% |
1% |
False |
True |
97,899 |
60 |
0.8096 |
0.7501 |
0.0595 |
7.9% |
0.0057 |
0.8% |
1% |
False |
True |
98,991 |
80 |
0.8115 |
0.7501 |
0.0614 |
8.2% |
0.0059 |
0.8% |
1% |
False |
True |
77,528 |
100 |
0.8115 |
0.7501 |
0.0614 |
8.2% |
0.0062 |
0.8% |
1% |
False |
True |
62,130 |
120 |
0.8115 |
0.7501 |
0.0614 |
8.2% |
0.0060 |
0.8% |
1% |
False |
True |
51,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7669 |
2.618 |
0.7617 |
1.618 |
0.7585 |
1.000 |
0.7565 |
0.618 |
0.7553 |
HIGH |
0.7533 |
0.618 |
0.7521 |
0.500 |
0.7517 |
0.382 |
0.7513 |
LOW |
0.7501 |
0.618 |
0.7481 |
1.000 |
0.7469 |
1.618 |
0.7449 |
2.618 |
0.7417 |
4.250 |
0.7365 |
|
|
Fisher Pivots for day following 08-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7517 |
0.7570 |
PP |
0.7513 |
0.7548 |
S1 |
0.7509 |
0.7527 |
|