CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.7969 |
0.8000 |
0.0031 |
0.4% |
0.8030 |
High |
0.7999 |
0.8077 |
0.0078 |
1.0% |
0.8030 |
Low |
0.7967 |
0.7975 |
0.0008 |
0.1% |
0.7941 |
Close |
0.7995 |
0.7996 |
0.0001 |
0.0% |
0.7982 |
Range |
0.0032 |
0.0102 |
0.0070 |
218.8% |
0.0089 |
ATR |
0.0058 |
0.0061 |
0.0003 |
5.4% |
0.0000 |
Volume |
4 |
53 |
49 |
1,225.0% |
50 |
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8322 |
0.8261 |
0.8052 |
|
R3 |
0.8220 |
0.8159 |
0.8024 |
|
R2 |
0.8118 |
0.8118 |
0.8015 |
|
R1 |
0.8057 |
0.8057 |
0.8005 |
0.8037 |
PP |
0.8016 |
0.8016 |
0.8016 |
0.8006 |
S1 |
0.7955 |
0.7955 |
0.7987 |
0.7935 |
S2 |
0.7914 |
0.7914 |
0.7977 |
|
S3 |
0.7812 |
0.7853 |
0.7968 |
|
S4 |
0.7710 |
0.7751 |
0.7940 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8251 |
0.8206 |
0.8031 |
|
R3 |
0.8162 |
0.8117 |
0.8006 |
|
R2 |
0.8073 |
0.8073 |
0.7998 |
|
R1 |
0.8028 |
0.8028 |
0.7990 |
0.8006 |
PP |
0.7984 |
0.7984 |
0.7984 |
0.7974 |
S1 |
0.7939 |
0.7939 |
0.7974 |
0.7917 |
S2 |
0.7895 |
0.7895 |
0.7966 |
|
S3 |
0.7806 |
0.7850 |
0.7958 |
|
S4 |
0.7717 |
0.7761 |
0.7933 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8511 |
2.618 |
0.8344 |
1.618 |
0.8242 |
1.000 |
0.8179 |
0.618 |
0.8140 |
HIGH |
0.8077 |
0.618 |
0.8038 |
0.500 |
0.8026 |
0.382 |
0.8014 |
LOW |
0.7975 |
0.618 |
0.7912 |
1.000 |
0.7873 |
1.618 |
0.7810 |
2.618 |
0.7708 |
4.250 |
0.7542 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8026 |
0.8003 |
PP |
0.8016 |
0.8001 |
S1 |
0.8006 |
0.7998 |
|