CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 08-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.7903 |
0.7812 |
-0.0091 |
-1.2% |
0.8105 |
High |
0.7907 |
0.7842 |
-0.0065 |
-0.8% |
0.8117 |
Low |
0.7815 |
0.7774 |
-0.0041 |
-0.5% |
0.7915 |
Close |
0.7824 |
0.7796 |
-0.0028 |
-0.4% |
0.7935 |
Range |
0.0092 |
0.0068 |
-0.0024 |
-26.1% |
0.0202 |
ATR |
0.0074 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
Volume |
126,616 |
168,776 |
42,160 |
33.3% |
741,742 |
|
Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8008 |
0.7970 |
0.7833 |
|
R3 |
0.7940 |
0.7902 |
0.7815 |
|
R2 |
0.7872 |
0.7872 |
0.7808 |
|
R1 |
0.7834 |
0.7834 |
0.7802 |
0.7819 |
PP |
0.7804 |
0.7804 |
0.7804 |
0.7797 |
S1 |
0.7766 |
0.7766 |
0.7790 |
0.7751 |
S2 |
0.7736 |
0.7736 |
0.7784 |
|
S3 |
0.7668 |
0.7698 |
0.7777 |
|
S4 |
0.7600 |
0.7630 |
0.7759 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8595 |
0.8467 |
0.8046 |
|
R3 |
0.8393 |
0.8265 |
0.7991 |
|
R2 |
0.8191 |
0.8191 |
0.7972 |
|
R1 |
0.8063 |
0.8063 |
0.7954 |
0.8026 |
PP |
0.7989 |
0.7989 |
0.7989 |
0.7971 |
S1 |
0.7861 |
0.7861 |
0.7916 |
0.7824 |
S2 |
0.7787 |
0.7787 |
0.7898 |
|
S3 |
0.7585 |
0.7659 |
0.7879 |
|
S4 |
0.7383 |
0.7457 |
0.7824 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8043 |
0.7774 |
0.0269 |
3.5% |
0.0089 |
1.1% |
8% |
False |
True |
176,074 |
10 |
0.8135 |
0.7774 |
0.0361 |
4.6% |
0.0085 |
1.1% |
6% |
False |
True |
156,922 |
20 |
0.8135 |
0.7774 |
0.0361 |
4.6% |
0.0079 |
1.0% |
6% |
False |
True |
143,449 |
40 |
0.8135 |
0.7516 |
0.0619 |
7.9% |
0.0063 |
0.8% |
45% |
False |
False |
108,179 |
60 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0058 |
0.7% |
47% |
False |
False |
72,917 |
80 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0055 |
0.7% |
47% |
False |
False |
54,722 |
100 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0055 |
0.7% |
47% |
False |
False |
43,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8131 |
2.618 |
0.8020 |
1.618 |
0.7952 |
1.000 |
0.7910 |
0.618 |
0.7884 |
HIGH |
0.7842 |
0.618 |
0.7816 |
0.500 |
0.7808 |
0.382 |
0.7800 |
LOW |
0.7774 |
0.618 |
0.7732 |
1.000 |
0.7706 |
1.618 |
0.7664 |
2.618 |
0.7596 |
4.250 |
0.7485 |
|
|
Fisher Pivots for day following 08-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7808 |
0.7843 |
PP |
0.7804 |
0.7827 |
S1 |
0.7800 |
0.7812 |
|