CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 01-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7794 |
0.7761 |
-0.0033 |
-0.4% |
0.7909 |
High |
0.7819 |
0.7770 |
-0.0049 |
-0.6% |
0.7934 |
Low |
0.7761 |
0.7713 |
-0.0048 |
-0.6% |
0.7790 |
Close |
0.7778 |
0.7759 |
-0.0019 |
-0.2% |
0.7835 |
Range |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0144 |
ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
109,839 |
164,393 |
54,554 |
49.7% |
430,139 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7918 |
0.7896 |
0.7790 |
|
R3 |
0.7861 |
0.7839 |
0.7775 |
|
R2 |
0.7804 |
0.7804 |
0.7769 |
|
R1 |
0.7782 |
0.7782 |
0.7764 |
0.7765 |
PP |
0.7747 |
0.7747 |
0.7747 |
0.7739 |
S1 |
0.7725 |
0.7725 |
0.7754 |
0.7708 |
S2 |
0.7690 |
0.7690 |
0.7749 |
|
S3 |
0.7633 |
0.7668 |
0.7743 |
|
S4 |
0.7576 |
0.7611 |
0.7728 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8285 |
0.8204 |
0.7914 |
|
R3 |
0.8141 |
0.8060 |
0.7875 |
|
R2 |
0.7997 |
0.7997 |
0.7861 |
|
R1 |
0.7916 |
0.7916 |
0.7848 |
0.7885 |
PP |
0.7853 |
0.7853 |
0.7853 |
0.7837 |
S1 |
0.7772 |
0.7772 |
0.7822 |
0.7741 |
S2 |
0.7709 |
0.7709 |
0.7809 |
|
S3 |
0.7565 |
0.7628 |
0.7795 |
|
S4 |
0.7421 |
0.7484 |
0.7756 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7893 |
0.7713 |
0.0180 |
2.3% |
0.0062 |
0.8% |
26% |
False |
True |
109,313 |
10 |
0.7987 |
0.7713 |
0.0274 |
3.5% |
0.0071 |
0.9% |
17% |
False |
True |
111,936 |
20 |
0.8066 |
0.7713 |
0.0353 |
4.5% |
0.0079 |
1.0% |
13% |
False |
True |
134,256 |
40 |
0.8135 |
0.7713 |
0.0422 |
5.4% |
0.0073 |
0.9% |
11% |
False |
True |
128,374 |
60 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0064 |
0.8% |
41% |
False |
False |
100,255 |
80 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0060 |
0.8% |
41% |
False |
False |
75,300 |
100 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0057 |
0.7% |
41% |
False |
False |
60,258 |
120 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0057 |
0.7% |
41% |
False |
False |
50,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8012 |
2.618 |
0.7919 |
1.618 |
0.7862 |
1.000 |
0.7827 |
0.618 |
0.7805 |
HIGH |
0.7770 |
0.618 |
0.7748 |
0.500 |
0.7742 |
0.382 |
0.7735 |
LOW |
0.7713 |
0.618 |
0.7678 |
1.000 |
0.7656 |
1.618 |
0.7621 |
2.618 |
0.7564 |
4.250 |
0.7471 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7753 |
0.7791 |
PP |
0.7747 |
0.7780 |
S1 |
0.7742 |
0.7770 |
|