CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 12-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.8030 |
0.8015 |
-0.0015 |
-0.2% |
0.7978 |
High |
0.8030 |
0.8025 |
-0.0005 |
-0.1% |
0.8100 |
Low |
0.8000 |
0.7986 |
-0.0014 |
-0.2% |
0.7934 |
Close |
0.8012 |
0.8002 |
-0.0010 |
-0.1% |
0.8042 |
Range |
0.0030 |
0.0039 |
0.0009 |
30.0% |
0.0166 |
ATR |
|
|
|
|
|
Volume |
12 |
4 |
-8 |
-66.7% |
163 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8121 |
0.8101 |
0.8023 |
|
R3 |
0.8082 |
0.8062 |
0.8013 |
|
R2 |
0.8043 |
0.8043 |
0.8009 |
|
R1 |
0.8023 |
0.8023 |
0.8006 |
0.8014 |
PP |
0.8004 |
0.8004 |
0.8004 |
0.8000 |
S1 |
0.7984 |
0.7984 |
0.7998 |
0.7975 |
S2 |
0.7965 |
0.7965 |
0.7995 |
|
S3 |
0.7926 |
0.7945 |
0.7991 |
|
S4 |
0.7887 |
0.7906 |
0.7981 |
|
|
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 |
0.8191 |
2.618 |
0.8127 |
1.618 |
0.8088 |
1.000 |
0.8064 |
0.618 |
0.8049 |
HIGH |
0.8025 |
0.618 |
0.8010 |
0.500 |
0.8006 |
0.382 |
0.8001 |
LOW |
0.7986 |
0.618 |
0.7962 |
1.000 |
0.7947 |
1.618 |
0.7923 |
2.618 |
0.7884 |
4.250 |
0.7820 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8006 |
0.8043 |
PP |
0.8004 |
0.8029 |
S1 |
0.8003 |
0.8016 |
|