CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 06-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7598 |
0.7600 |
0.0002 |
0.0% |
0.7606 |
High |
0.7650 |
0.7633 |
-0.0017 |
-0.2% |
0.7638 |
Low |
0.7595 |
0.7555 |
-0.0040 |
-0.5% |
0.7548 |
Close |
0.7602 |
0.7557 |
-0.0045 |
-0.6% |
0.7607 |
Range |
0.0055 |
0.0078 |
0.0023 |
41.8% |
0.0090 |
ATR |
0.0049 |
0.0051 |
0.0002 |
4.2% |
0.0000 |
Volume |
2,577 |
3,177 |
600 |
23.3% |
3,927 |
|
Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7816 |
0.7764 |
0.7600 |
|
R3 |
0.7738 |
0.7686 |
0.7578 |
|
R2 |
0.7660 |
0.7660 |
0.7571 |
|
R1 |
0.7608 |
0.7608 |
0.7564 |
0.7595 |
PP |
0.7582 |
0.7582 |
0.7582 |
0.7575 |
S1 |
0.7530 |
0.7530 |
0.7550 |
0.7517 |
S2 |
0.7504 |
0.7504 |
0.7543 |
|
S3 |
0.7426 |
0.7452 |
0.7536 |
|
S4 |
0.7348 |
0.7374 |
0.7514 |
|
|
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 |
0.7553 |
0.0097 |
1.3% |
0.0057 |
0.8% |
4% |
False |
False |
2,324 |
10 |
0.7650 |
0.7548 |
0.0102 |
1.3% |
0.0052 |
0.7% |
9% |
False |
False |
1,468 |
20 |
0.7684 |
0.7527 |
0.0157 |
2.1% |
0.0046 |
0.6% |
19% |
False |
False |
892 |
40 |
0.7884 |
0.7527 |
0.0357 |
4.7% |
0.0048 |
0.6% |
8% |
False |
False |
503 |
60 |
0.8077 |
0.7527 |
0.0550 |
7.3% |
0.0050 |
0.7% |
5% |
False |
False |
351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7965 |
2.618 |
0.7837 |
1.618 |
0.7759 |
1.000 |
0.7711 |
0.618 |
0.7681 |
HIGH |
0.7633 |
0.618 |
0.7603 |
0.500 |
0.7594 |
0.382 |
0.7585 |
LOW |
0.7555 |
0.618 |
0.7507 |
1.000 |
0.7477 |
1.618 |
0.7429 |
2.618 |
0.7351 |
4.250 |
0.7224 |
|
|
Fisher Pivots for day following 06-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7594 |
0.7603 |
PP |
0.7582 |
0.7587 |
S1 |
0.7569 |
0.7572 |
|