CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.8000 |
0.8000 |
0.0000 |
0.0% |
0.8030 |
High |
0.8077 |
0.8014 |
-0.0063 |
-0.8% |
0.8030 |
Low |
0.7975 |
0.7903 |
-0.0072 |
-0.9% |
0.7941 |
Close |
0.7996 |
0.7915 |
-0.0081 |
-1.0% |
0.7982 |
Range |
0.0102 |
0.0111 |
0.0009 |
8.8% |
0.0089 |
ATR |
0.0061 |
0.0065 |
0.0004 |
5.8% |
0.0000 |
Volume |
53 |
97 |
44 |
83.0% |
50 |
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8277 |
0.8207 |
0.7976 |
|
R3 |
0.8166 |
0.8096 |
0.7946 |
|
R2 |
0.8055 |
0.8055 |
0.7935 |
|
R1 |
0.7985 |
0.7985 |
0.7925 |
0.7965 |
PP |
0.7944 |
0.7944 |
0.7944 |
0.7934 |
S1 |
0.7874 |
0.7874 |
0.7905 |
0.7853 |
S2 |
0.7833 |
0.7833 |
0.7895 |
|
S3 |
0.7722 |
0.7763 |
0.7884 |
|
S4 |
0.7611 |
0.7652 |
0.7854 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8251 |
0.8206 |
0.8031 |
|
R3 |
0.8162 |
0.8117 |
0.8006 |
|
R2 |
0.8073 |
0.8073 |
0.7998 |
|
R1 |
0.8028 |
0.8028 |
0.7990 |
0.8006 |
PP |
0.7984 |
0.7984 |
0.7984 |
0.7974 |
S1 |
0.7939 |
0.7939 |
0.7974 |
0.7917 |
S2 |
0.7895 |
0.7895 |
0.7966 |
|
S3 |
0.7806 |
0.7850 |
0.7958 |
|
S4 |
0.7717 |
0.7761 |
0.7933 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8486 |
2.618 |
0.8305 |
1.618 |
0.8194 |
1.000 |
0.8125 |
0.618 |
0.8083 |
HIGH |
0.8014 |
0.618 |
0.7972 |
0.500 |
0.7959 |
0.382 |
0.7945 |
LOW |
0.7903 |
0.618 |
0.7834 |
1.000 |
0.7792 |
1.618 |
0.7723 |
2.618 |
0.7612 |
4.250 |
0.7431 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7959 |
0.7990 |
PP |
0.7944 |
0.7965 |
S1 |
0.7930 |
0.7940 |
|