CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 20-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7663 |
0.7660 |
-0.0003 |
0.0% |
0.7507 |
High |
0.7682 |
0.7679 |
-0.0003 |
0.0% |
0.7691 |
Low |
0.7644 |
0.7650 |
0.0006 |
0.1% |
0.7503 |
Close |
0.7663 |
0.7666 |
0.0003 |
0.0% |
0.7644 |
Range |
0.0038 |
0.0029 |
-0.0009 |
-23.7% |
0.0188 |
ATR |
0.0051 |
0.0050 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
63,348 |
61,613 |
-1,735 |
-2.7% |
307,805 |
|
Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7752 |
0.7738 |
0.7682 |
|
R3 |
0.7723 |
0.7709 |
0.7674 |
|
R2 |
0.7694 |
0.7694 |
0.7671 |
|
R1 |
0.7680 |
0.7680 |
0.7669 |
0.7687 |
PP |
0.7665 |
0.7665 |
0.7665 |
0.7669 |
S1 |
0.7651 |
0.7651 |
0.7663 |
0.7658 |
S2 |
0.7636 |
0.7636 |
0.7661 |
|
S3 |
0.7607 |
0.7622 |
0.7658 |
|
S4 |
0.7578 |
0.7593 |
0.7650 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8177 |
0.8098 |
0.7747 |
|
R3 |
0.7989 |
0.7910 |
0.7696 |
|
R2 |
0.7801 |
0.7801 |
0.7678 |
|
R1 |
0.7722 |
0.7722 |
0.7661 |
0.7762 |
PP |
0.7613 |
0.7613 |
0.7613 |
0.7632 |
S1 |
0.7534 |
0.7534 |
0.7627 |
0.7574 |
S2 |
0.7425 |
0.7425 |
0.7610 |
|
S3 |
0.7237 |
0.7346 |
0.7592 |
|
S4 |
0.7049 |
0.7158 |
0.7541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7691 |
0.7623 |
0.0068 |
0.9% |
0.0043 |
0.6% |
63% |
False |
False |
71,549 |
10 |
0.7691 |
0.7498 |
0.0193 |
2.5% |
0.0049 |
0.6% |
87% |
False |
False |
50,167 |
20 |
0.7691 |
0.7498 |
0.0193 |
2.5% |
0.0050 |
0.7% |
87% |
False |
False |
25,818 |
40 |
0.7773 |
0.7498 |
0.0275 |
3.6% |
0.0049 |
0.6% |
61% |
False |
False |
13,034 |
60 |
0.7884 |
0.7498 |
0.0386 |
5.0% |
0.0047 |
0.6% |
44% |
False |
False |
8,704 |
80 |
0.8100 |
0.7498 |
0.0602 |
7.9% |
0.0051 |
0.7% |
28% |
False |
False |
6,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7802 |
2.618 |
0.7755 |
1.618 |
0.7726 |
1.000 |
0.7708 |
0.618 |
0.7697 |
HIGH |
0.7679 |
0.618 |
0.7668 |
0.500 |
0.7665 |
0.382 |
0.7661 |
LOW |
0.7650 |
0.618 |
0.7632 |
1.000 |
0.7621 |
1.618 |
0.7603 |
2.618 |
0.7574 |
4.250 |
0.7527 |
|
|
Fisher Pivots for day following 20-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7666 |
0.7664 |
PP |
0.7665 |
0.7662 |
S1 |
0.7665 |
0.7660 |
|