CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7556 |
0.7590 |
0.0034 |
0.4% |
0.7606 |
| High |
0.7634 |
0.7610 |
-0.0024 |
-0.3% |
0.7638 |
| Low |
0.7553 |
0.7576 |
0.0023 |
0.3% |
0.7548 |
| Close |
0.7607 |
0.7589 |
-0.0018 |
-0.2% |
0.7607 |
| Range |
0.0081 |
0.0034 |
-0.0047 |
-58.0% |
0.0090 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
831 |
4,102 |
3,271 |
393.6% |
3,927 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7675 |
0.7608 |
|
| R3 |
0.7660 |
0.7641 |
0.7598 |
|
| R2 |
0.7626 |
0.7626 |
0.7595 |
|
| R1 |
0.7607 |
0.7607 |
0.7592 |
0.7600 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7588 |
| S1 |
0.7573 |
0.7573 |
0.7586 |
0.7566 |
| S2 |
0.7558 |
0.7558 |
0.7583 |
|
| S3 |
0.7524 |
0.7539 |
0.7580 |
|
| S4 |
0.7490 |
0.7505 |
0.7570 |
|
|
| 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 |
0.7634 |
0.7548 |
0.0086 |
1.1% |
0.0047 |
0.6% |
48% |
False |
False |
1,394 |
| 10 |
0.7638 |
0.7527 |
0.0111 |
1.5% |
0.0047 |
0.6% |
56% |
False |
False |
994 |
| 20 |
0.7685 |
0.7527 |
0.0158 |
2.1% |
0.0045 |
0.6% |
39% |
False |
False |
630 |
| 40 |
0.7884 |
0.7527 |
0.0357 |
4.7% |
0.0045 |
0.6% |
17% |
False |
False |
363 |
| 60 |
0.8077 |
0.7527 |
0.0550 |
7.2% |
0.0049 |
0.6% |
11% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7755 |
|
2.618 |
0.7699 |
|
1.618 |
0.7665 |
|
1.000 |
0.7644 |
|
0.618 |
0.7631 |
|
HIGH |
0.7610 |
|
0.618 |
0.7597 |
|
0.500 |
0.7593 |
|
0.382 |
0.7589 |
|
LOW |
0.7576 |
|
0.618 |
0.7555 |
|
1.000 |
0.7542 |
|
1.618 |
0.7521 |
|
2.618 |
0.7487 |
|
4.250 |
0.7432 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7593 |
0.7594 |
| PP |
0.7592 |
0.7592 |
| S1 |
0.7590 |
0.7591 |
|