CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7590 |
0.7598 |
0.0008 |
0.1% |
0.7606 |
| High |
0.7610 |
0.7650 |
0.0040 |
0.5% |
0.7638 |
| Low |
0.7576 |
0.7595 |
0.0019 |
0.3% |
0.7548 |
| Close |
0.7589 |
0.7602 |
0.0013 |
0.2% |
0.7607 |
| Range |
0.0034 |
0.0055 |
0.0021 |
61.8% |
0.0090 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.9% |
0.0000 |
| Volume |
4,102 |
2,577 |
-1,525 |
-37.2% |
3,927 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7781 |
0.7746 |
0.7632 |
|
| R3 |
0.7726 |
0.7691 |
0.7617 |
|
| R2 |
0.7671 |
0.7671 |
0.7612 |
|
| R1 |
0.7636 |
0.7636 |
0.7607 |
0.7654 |
| PP |
0.7616 |
0.7616 |
0.7616 |
0.7624 |
| S1 |
0.7581 |
0.7581 |
0.7597 |
0.7599 |
| S2 |
0.7561 |
0.7561 |
0.7592 |
|
| S3 |
0.7506 |
0.7526 |
0.7587 |
|
| S4 |
0.7451 |
0.7471 |
0.7572 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7868 |
0.7827 |
0.7657 |
|
| R3 |
0.7778 |
0.7737 |
0.7632 |
|
| R2 |
0.7688 |
0.7688 |
0.7624 |
|
| R1 |
0.7647 |
0.7647 |
0.7615 |
0.7668 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7608 |
| S1 |
0.7557 |
0.7557 |
0.7599 |
0.7578 |
| S2 |
0.7508 |
0.7508 |
0.7591 |
|
| S3 |
0.7418 |
0.7467 |
0.7582 |
|
| S4 |
0.7328 |
0.7377 |
0.7558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7650 |
0.7548 |
0.0102 |
1.3% |
0.0052 |
0.7% |
53% |
True |
False |
1,792 |
| 10 |
0.7650 |
0.7527 |
0.0123 |
1.6% |
0.0049 |
0.6% |
61% |
True |
False |
1,198 |
| 20 |
0.7685 |
0.7527 |
0.0158 |
2.1% |
0.0046 |
0.6% |
47% |
False |
False |
747 |
| 40 |
0.7884 |
0.7527 |
0.0357 |
4.7% |
0.0046 |
0.6% |
21% |
False |
False |
425 |
| 60 |
0.8077 |
0.7527 |
0.0550 |
7.2% |
0.0049 |
0.6% |
14% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7884 |
|
2.618 |
0.7794 |
|
1.618 |
0.7739 |
|
1.000 |
0.7705 |
|
0.618 |
0.7684 |
|
HIGH |
0.7650 |
|
0.618 |
0.7629 |
|
0.500 |
0.7623 |
|
0.382 |
0.7616 |
|
LOW |
0.7595 |
|
0.618 |
0.7561 |
|
1.000 |
0.7540 |
|
1.618 |
0.7506 |
|
2.618 |
0.7451 |
|
4.250 |
0.7361 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7623 |
0.7602 |
| PP |
0.7616 |
0.7602 |
| S1 |
0.7609 |
0.7602 |
|