CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7600 |
0.7557 |
-0.0043 |
-0.6% |
0.7606 |
| High |
0.7633 |
0.7565 |
-0.0068 |
-0.9% |
0.7638 |
| Low |
0.7555 |
0.7501 |
-0.0054 |
-0.7% |
0.7548 |
| Close |
0.7557 |
0.7502 |
-0.0055 |
-0.7% |
0.7607 |
| Range |
0.0078 |
0.0064 |
-0.0014 |
-17.9% |
0.0090 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.8% |
0.0000 |
| Volume |
3,177 |
5,196 |
2,019 |
63.6% |
3,927 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7672 |
0.7537 |
|
| R3 |
0.7651 |
0.7608 |
0.7520 |
|
| R2 |
0.7587 |
0.7587 |
0.7514 |
|
| R1 |
0.7544 |
0.7544 |
0.7508 |
0.7534 |
| PP |
0.7523 |
0.7523 |
0.7523 |
0.7517 |
| S1 |
0.7480 |
0.7480 |
0.7496 |
0.7469 |
| S2 |
0.7459 |
0.7459 |
0.7490 |
|
| S3 |
0.7395 |
0.7416 |
0.7484 |
|
| S4 |
0.7331 |
0.7352 |
0.7467 |
|
|
| 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 |
0.7501 |
0.0149 |
2.0% |
0.0062 |
0.8% |
1% |
False |
True |
3,176 |
| 10 |
0.7650 |
0.7501 |
0.0149 |
2.0% |
0.0052 |
0.7% |
1% |
False |
True |
1,937 |
| 20 |
0.7684 |
0.7501 |
0.0183 |
2.4% |
0.0048 |
0.6% |
1% |
False |
True |
1,127 |
| 40 |
0.7884 |
0.7501 |
0.0383 |
5.1% |
0.0048 |
0.6% |
0% |
False |
True |
633 |
| 60 |
0.8077 |
0.7501 |
0.0576 |
7.7% |
0.0050 |
0.7% |
0% |
False |
True |
437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7837 |
|
2.618 |
0.7733 |
|
1.618 |
0.7669 |
|
1.000 |
0.7629 |
|
0.618 |
0.7605 |
|
HIGH |
0.7565 |
|
0.618 |
0.7541 |
|
0.500 |
0.7533 |
|
0.382 |
0.7525 |
|
LOW |
0.7501 |
|
0.618 |
0.7461 |
|
1.000 |
0.7437 |
|
1.618 |
0.7397 |
|
2.618 |
0.7333 |
|
4.250 |
0.7229 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7576 |
| PP |
0.7523 |
0.7551 |
| S1 |
0.7512 |
0.7527 |
|