CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 07-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7763 |
0.7812 |
0.0049 |
0.6% |
0.7843 |
High |
0.7842 |
0.7830 |
-0.0012 |
-0.2% |
0.7893 |
Low |
0.7757 |
0.7771 |
0.0014 |
0.2% |
0.7713 |
Close |
0.7818 |
0.7816 |
-0.0002 |
0.0% |
0.7754 |
Range |
0.0085 |
0.0059 |
-0.0026 |
-30.6% |
0.0180 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
126,280 |
110,036 |
-16,244 |
-12.9% |
574,142 |
|
Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7983 |
0.7958 |
0.7848 |
|
R3 |
0.7924 |
0.7899 |
0.7832 |
|
R2 |
0.7865 |
0.7865 |
0.7827 |
|
R1 |
0.7840 |
0.7840 |
0.7821 |
0.7853 |
PP |
0.7806 |
0.7806 |
0.7806 |
0.7812 |
S1 |
0.7781 |
0.7781 |
0.7811 |
0.7794 |
S2 |
0.7747 |
0.7747 |
0.7805 |
|
S3 |
0.7688 |
0.7722 |
0.7800 |
|
S4 |
0.7629 |
0.7663 |
0.7784 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8327 |
0.8220 |
0.7853 |
|
R3 |
0.8147 |
0.8040 |
0.7804 |
|
R2 |
0.7967 |
0.7967 |
0.7787 |
|
R1 |
0.7860 |
0.7860 |
0.7771 |
0.7824 |
PP |
0.7787 |
0.7787 |
0.7787 |
0.7768 |
S1 |
0.7680 |
0.7680 |
0.7738 |
0.7644 |
S2 |
0.7607 |
0.7607 |
0.7721 |
|
S3 |
0.7427 |
0.7500 |
0.7705 |
|
S4 |
0.7247 |
0.7320 |
0.7655 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7842 |
0.7713 |
0.0129 |
1.7% |
0.0057 |
0.7% |
80% |
False |
False |
118,413 |
10 |
0.7893 |
0.7713 |
0.0180 |
2.3% |
0.0061 |
0.8% |
57% |
False |
False |
107,114 |
20 |
0.7987 |
0.7713 |
0.0274 |
3.5% |
0.0072 |
0.9% |
38% |
False |
False |
118,537 |
40 |
0.8135 |
0.7713 |
0.0422 |
5.4% |
0.0074 |
1.0% |
24% |
False |
False |
129,761 |
60 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0064 |
0.8% |
50% |
False |
False |
107,132 |
80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0060 |
0.8% |
50% |
False |
False |
80,631 |
100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0058 |
0.7% |
50% |
False |
False |
64,532 |
120 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0057 |
0.7% |
50% |
False |
False |
53,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8081 |
2.618 |
0.7984 |
1.618 |
0.7925 |
1.000 |
0.7889 |
0.618 |
0.7866 |
HIGH |
0.7830 |
0.618 |
0.7807 |
0.500 |
0.7801 |
0.382 |
0.7794 |
LOW |
0.7771 |
0.618 |
0.7735 |
1.000 |
0.7712 |
1.618 |
0.7676 |
2.618 |
0.7617 |
4.250 |
0.7520 |
|
|
Fisher Pivots for day following 07-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7811 |
0.7805 |
PP |
0.7806 |
0.7795 |
S1 |
0.7801 |
0.7784 |
|