CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 14-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7554 |
0.7632 |
0.0078 |
1.0% |
0.7594 |
High |
0.7640 |
0.7679 |
0.0039 |
0.5% |
0.7653 |
Low |
0.7553 |
0.7627 |
0.0074 |
1.0% |
0.7501 |
Close |
0.7636 |
0.7675 |
0.0039 |
0.5% |
0.7505 |
Range |
0.0087 |
0.0052 |
-0.0035 |
-40.2% |
0.0152 |
ATR |
0.0056 |
0.0056 |
0.0000 |
-0.5% |
0.0000 |
Volume |
178,189 |
133,270 |
-44,919 |
-25.2% |
444,171 |
|
Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7816 |
0.7798 |
0.7704 |
|
R3 |
0.7764 |
0.7746 |
0.7689 |
|
R2 |
0.7712 |
0.7712 |
0.7685 |
|
R1 |
0.7694 |
0.7694 |
0.7680 |
0.7703 |
PP |
0.7660 |
0.7660 |
0.7660 |
0.7665 |
S1 |
0.7642 |
0.7642 |
0.7670 |
0.7651 |
S2 |
0.7608 |
0.7608 |
0.7665 |
|
S3 |
0.7556 |
0.7590 |
0.7661 |
|
S4 |
0.7504 |
0.7538 |
0.7646 |
|
|
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 |
0.7679 |
0.7501 |
0.0178 |
2.3% |
0.0054 |
0.7% |
98% |
True |
False |
118,825 |
10 |
0.7679 |
0.7501 |
0.0178 |
2.3% |
0.0059 |
0.8% |
98% |
True |
False |
109,041 |
20 |
0.7679 |
0.7501 |
0.0178 |
2.3% |
0.0054 |
0.7% |
98% |
True |
False |
100,047 |
40 |
0.7879 |
0.7501 |
0.0378 |
4.9% |
0.0055 |
0.7% |
46% |
False |
False |
101,152 |
60 |
0.8027 |
0.7501 |
0.0526 |
6.9% |
0.0056 |
0.7% |
33% |
False |
False |
100,323 |
80 |
0.8115 |
0.7501 |
0.0614 |
8.0% |
0.0059 |
0.8% |
28% |
False |
False |
83,720 |
100 |
0.8115 |
0.7501 |
0.0614 |
8.0% |
0.0061 |
0.8% |
28% |
False |
False |
67,094 |
120 |
0.8115 |
0.7501 |
0.0614 |
8.0% |
0.0061 |
0.8% |
28% |
False |
False |
55,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7900 |
2.618 |
0.7815 |
1.618 |
0.7763 |
1.000 |
0.7731 |
0.618 |
0.7711 |
HIGH |
0.7679 |
0.618 |
0.7659 |
0.500 |
0.7653 |
0.382 |
0.7647 |
LOW |
0.7627 |
0.618 |
0.7595 |
1.000 |
0.7575 |
1.618 |
0.7543 |
2.618 |
0.7491 |
4.250 |
0.7406 |
|
|
Fisher Pivots for day following 14-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7668 |
0.7650 |
PP |
0.7660 |
0.7624 |
S1 |
0.7653 |
0.7599 |
|