CME Australian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7632 |
0.7659 |
0.0027 |
0.4% |
0.7511 |
| High |
0.7679 |
0.7694 |
0.0015 |
0.2% |
0.7694 |
| Low |
0.7627 |
0.7638 |
0.0011 |
0.1% |
0.7506 |
| Close |
0.7675 |
0.7647 |
-0.0028 |
-0.4% |
0.7647 |
| Range |
0.0052 |
0.0056 |
0.0004 |
7.7% |
0.0188 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0000 |
| Volume |
133,270 |
27,840 |
-105,430 |
-79.1% |
525,688 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7828 |
0.7793 |
0.7678 |
|
| R3 |
0.7772 |
0.7737 |
0.7662 |
|
| R2 |
0.7716 |
0.7716 |
0.7657 |
|
| R1 |
0.7681 |
0.7681 |
0.7652 |
0.7671 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7654 |
| S1 |
0.7625 |
0.7625 |
0.7642 |
0.7615 |
| S2 |
0.7604 |
0.7604 |
0.7637 |
|
| S3 |
0.7548 |
0.7569 |
0.7632 |
|
| S4 |
0.7492 |
0.7513 |
0.7616 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8180 |
0.8101 |
0.7750 |
|
| R3 |
0.7992 |
0.7913 |
0.7699 |
|
| R2 |
0.7804 |
0.7804 |
0.7681 |
|
| R1 |
0.7725 |
0.7725 |
0.7664 |
0.7765 |
| PP |
0.7616 |
0.7616 |
0.7616 |
0.7635 |
| S1 |
0.7537 |
0.7537 |
0.7630 |
0.7577 |
| S2 |
0.7428 |
0.7428 |
0.7613 |
|
| S3 |
0.7240 |
0.7349 |
0.7595 |
|
| S4 |
0.7052 |
0.7161 |
0.7544 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7694 |
0.7506 |
0.0188 |
2.5% |
0.0059 |
0.8% |
75% |
True |
False |
105,137 |
| 10 |
0.7694 |
0.7501 |
0.0193 |
2.5% |
0.0056 |
0.7% |
76% |
True |
False |
96,985 |
| 20 |
0.7694 |
0.7501 |
0.0193 |
2.5% |
0.0055 |
0.7% |
76% |
True |
False |
97,498 |
| 40 |
0.7877 |
0.7501 |
0.0376 |
4.9% |
0.0055 |
0.7% |
39% |
False |
False |
98,866 |
| 60 |
0.7978 |
0.7501 |
0.0477 |
6.2% |
0.0055 |
0.7% |
31% |
False |
False |
98,321 |
| 80 |
0.8115 |
0.7501 |
0.0614 |
8.0% |
0.0059 |
0.8% |
24% |
False |
False |
84,055 |
| 100 |
0.8115 |
0.7501 |
0.0614 |
8.0% |
0.0060 |
0.8% |
24% |
False |
False |
67,365 |
| 120 |
0.8115 |
0.7501 |
0.0614 |
8.0% |
0.0061 |
0.8% |
24% |
False |
False |
56,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7932 |
|
2.618 |
0.7841 |
|
1.618 |
0.7785 |
|
1.000 |
0.7750 |
|
0.618 |
0.7729 |
|
HIGH |
0.7694 |
|
0.618 |
0.7673 |
|
0.500 |
0.7666 |
|
0.382 |
0.7659 |
|
LOW |
0.7638 |
|
0.618 |
0.7603 |
|
1.000 |
0.7582 |
|
1.618 |
0.7547 |
|
2.618 |
0.7491 |
|
4.250 |
0.7400 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7666 |
0.7639 |
| PP |
0.7660 |
0.7631 |
| S1 |
0.7653 |
0.7624 |
|