CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 12-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7511 |
0.7526 |
0.0015 |
0.2% |
0.7594 |
High |
0.7545 |
0.7580 |
0.0035 |
0.5% |
0.7653 |
Low |
0.7506 |
0.7519 |
0.0013 |
0.2% |
0.7501 |
Close |
0.7531 |
0.7558 |
0.0027 |
0.4% |
0.7505 |
Range |
0.0039 |
0.0061 |
0.0022 |
56.4% |
0.0152 |
ATR |
0.0053 |
0.0054 |
0.0001 |
1.1% |
0.0000 |
Volume |
92,729 |
93,660 |
931 |
1.0% |
444,171 |
|
Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7735 |
0.7708 |
0.7592 |
|
R3 |
0.7674 |
0.7647 |
0.7575 |
|
R2 |
0.7613 |
0.7613 |
0.7569 |
|
R1 |
0.7586 |
0.7586 |
0.7564 |
0.7599 |
PP |
0.7552 |
0.7552 |
0.7552 |
0.7559 |
S1 |
0.7525 |
0.7525 |
0.7552 |
0.7539 |
S2 |
0.7491 |
0.7491 |
0.7547 |
|
S3 |
0.7430 |
0.7464 |
0.7541 |
|
S4 |
0.7369 |
0.7403 |
0.7524 |
|
|
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 |
0.7638 |
0.7501 |
0.0137 |
1.8% |
0.0056 |
0.7% |
42% |
False |
False |
91,412 |
10 |
0.7653 |
0.7501 |
0.0152 |
2.0% |
0.0055 |
0.7% |
38% |
False |
False |
98,426 |
20 |
0.7653 |
0.7501 |
0.0152 |
2.0% |
0.0052 |
0.7% |
38% |
False |
False |
95,917 |
40 |
0.7879 |
0.7501 |
0.0378 |
5.0% |
0.0053 |
0.7% |
15% |
False |
False |
97,651 |
60 |
0.8096 |
0.7501 |
0.0595 |
7.9% |
0.0056 |
0.7% |
10% |
False |
False |
98,821 |
80 |
0.8115 |
0.7501 |
0.0614 |
8.1% |
0.0058 |
0.8% |
9% |
False |
False |
79,838 |
100 |
0.8115 |
0.7501 |
0.0614 |
8.1% |
0.0061 |
0.8% |
9% |
False |
False |
63,987 |
120 |
0.8115 |
0.7501 |
0.0614 |
8.1% |
0.0061 |
0.8% |
9% |
False |
False |
53,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7839 |
2.618 |
0.7740 |
1.618 |
0.7679 |
1.000 |
0.7641 |
0.618 |
0.7618 |
HIGH |
0.7580 |
0.618 |
0.7557 |
0.500 |
0.7550 |
0.382 |
0.7542 |
LOW |
0.7519 |
0.618 |
0.7481 |
1.000 |
0.7458 |
1.618 |
0.7420 |
2.618 |
0.7359 |
4.250 |
0.7260 |
|
|
Fisher Pivots for day following 12-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7555 |
0.7552 |
PP |
0.7552 |
0.7546 |
S1 |
0.7550 |
0.7541 |
|