CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7511 |
0.7511 |
0.0000 |
0.0% |
0.7594 |
High |
0.7533 |
0.7545 |
0.0012 |
0.2% |
0.7653 |
Low |
0.7501 |
0.7506 |
0.0005 |
0.1% |
0.7501 |
Close |
0.7505 |
0.7531 |
0.0026 |
0.3% |
0.7505 |
Range |
0.0032 |
0.0039 |
0.0007 |
21.9% |
0.0152 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
96,281 |
92,729 |
-3,552 |
-3.7% |
444,171 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7644 |
0.7627 |
0.7552 |
|
R3 |
0.7605 |
0.7588 |
0.7542 |
|
R2 |
0.7566 |
0.7566 |
0.7538 |
|
R1 |
0.7549 |
0.7549 |
0.7535 |
0.7558 |
PP |
0.7527 |
0.7527 |
0.7527 |
0.7532 |
S1 |
0.7510 |
0.7510 |
0.7527 |
0.7519 |
S2 |
0.7488 |
0.7488 |
0.7524 |
|
S3 |
0.7449 |
0.7471 |
0.7520 |
|
S4 |
0.7410 |
0.7432 |
0.7510 |
|
|
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% |
0.0055 |
0.7% |
20% |
False |
False |
92,284 |
10 |
0.7653 |
0.7501 |
0.0152 |
2.0% |
0.0052 |
0.7% |
20% |
False |
False |
98,230 |
20 |
0.7663 |
0.7501 |
0.0162 |
2.2% |
0.0051 |
0.7% |
19% |
False |
False |
94,944 |
40 |
0.7884 |
0.7501 |
0.0383 |
5.1% |
0.0053 |
0.7% |
8% |
False |
False |
97,407 |
60 |
0.8096 |
0.7501 |
0.0595 |
7.9% |
0.0057 |
0.8% |
5% |
False |
False |
98,775 |
80 |
0.8115 |
0.7501 |
0.0614 |
8.2% |
0.0059 |
0.8% |
5% |
False |
False |
78,673 |
100 |
0.8115 |
0.7501 |
0.0614 |
8.2% |
0.0061 |
0.8% |
5% |
False |
False |
63,052 |
120 |
0.8115 |
0.7501 |
0.0614 |
8.2% |
0.0060 |
0.8% |
5% |
False |
False |
52,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7711 |
2.618 |
0.7647 |
1.618 |
0.7608 |
1.000 |
0.7584 |
0.618 |
0.7569 |
HIGH |
0.7545 |
0.618 |
0.7530 |
0.500 |
0.7526 |
0.382 |
0.7521 |
LOW |
0.7506 |
0.618 |
0.7482 |
1.000 |
0.7467 |
1.618 |
0.7443 |
2.618 |
0.7404 |
4.250 |
0.7340 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7529 |
0.7535 |
PP |
0.7527 |
0.7534 |
S1 |
0.7526 |
0.7532 |
|