CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 11-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.8066 |
0.8030 |
-0.0036 |
-0.4% |
0.7978 |
High |
0.8100 |
0.8030 |
-0.0070 |
-0.9% |
0.8100 |
Low |
0.8039 |
0.8000 |
-0.0039 |
-0.5% |
0.7934 |
Close |
0.8042 |
0.8012 |
-0.0030 |
-0.4% |
0.8042 |
Range |
0.0061 |
0.0030 |
-0.0031 |
-50.8% |
0.0166 |
ATR |
|
|
|
|
|
Volume |
160 |
12 |
-148 |
-92.5% |
163 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8104 |
0.8088 |
0.8029 |
|
R3 |
0.8074 |
0.8058 |
0.8020 |
|
R2 |
0.8044 |
0.8044 |
0.8018 |
|
R1 |
0.8028 |
0.8028 |
0.8015 |
0.8021 |
PP |
0.8014 |
0.8014 |
0.8014 |
0.8011 |
S1 |
0.7998 |
0.7998 |
0.8009 |
0.7991 |
S2 |
0.7984 |
0.7984 |
0.8007 |
|
S3 |
0.7954 |
0.7968 |
0.8004 |
|
S4 |
0.7924 |
0.7938 |
0.7996 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8523 |
0.8449 |
0.8133 |
|
R3 |
0.8357 |
0.8283 |
0.8088 |
|
R2 |
0.8191 |
0.8191 |
0.8072 |
|
R1 |
0.8117 |
0.8117 |
0.8057 |
0.8154 |
PP |
0.8025 |
0.8025 |
0.8025 |
0.8044 |
S1 |
0.7951 |
0.7951 |
0.8027 |
0.7988 |
S2 |
0.7859 |
0.7859 |
0.8012 |
|
S3 |
0.7693 |
0.7785 |
0.7996 |
|
S4 |
0.7527 |
0.7619 |
0.7951 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8158 |
2.618 |
0.8109 |
1.618 |
0.8079 |
1.000 |
0.8060 |
0.618 |
0.8049 |
HIGH |
0.8030 |
0.618 |
0.8019 |
0.500 |
0.8015 |
0.382 |
0.8011 |
LOW |
0.8000 |
0.618 |
0.7981 |
1.000 |
0.7970 |
1.618 |
0.7951 |
2.618 |
0.7921 |
4.250 |
0.7873 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8015 |
0.8033 |
PP |
0.8014 |
0.8026 |
S1 |
0.8013 |
0.8019 |
|