CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7941 |
0.7945 |
0.0004 |
0.1% |
0.8000 |
| High |
0.7968 |
0.7954 |
-0.0014 |
-0.2% |
0.8077 |
| Low |
0.7894 |
0.7913 |
0.0019 |
0.2% |
0.7894 |
| Close |
0.7949 |
0.7926 |
-0.0023 |
-0.3% |
0.7949 |
| Range |
0.0074 |
0.0041 |
-0.0033 |
-44.6% |
0.0183 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
53 |
70 |
17 |
32.1% |
238 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.8031 |
0.7949 |
|
| R3 |
0.8013 |
0.7990 |
0.7937 |
|
| R2 |
0.7972 |
0.7972 |
0.7934 |
|
| R1 |
0.7949 |
0.7949 |
0.7930 |
0.7940 |
| PP |
0.7931 |
0.7931 |
0.7931 |
0.7927 |
| S1 |
0.7908 |
0.7908 |
0.7922 |
0.7899 |
| S2 |
0.7890 |
0.7890 |
0.7918 |
|
| S3 |
0.7849 |
0.7867 |
0.7915 |
|
| S4 |
0.7808 |
0.7826 |
0.7903 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8522 |
0.8419 |
0.8050 |
|
| R3 |
0.8339 |
0.8236 |
0.7999 |
|
| R2 |
0.8156 |
0.8156 |
0.7983 |
|
| R1 |
0.8053 |
0.8053 |
0.7966 |
0.8013 |
| PP |
0.7973 |
0.7973 |
0.7973 |
0.7954 |
| S1 |
0.7870 |
0.7870 |
0.7932 |
0.7830 |
| S2 |
0.7790 |
0.7790 |
0.7915 |
|
| S3 |
0.7607 |
0.7687 |
0.7899 |
|
| S4 |
0.7424 |
0.7504 |
0.7848 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8128 |
|
2.618 |
0.8061 |
|
1.618 |
0.8020 |
|
1.000 |
0.7995 |
|
0.618 |
0.7979 |
|
HIGH |
0.7954 |
|
0.618 |
0.7938 |
|
0.500 |
0.7934 |
|
0.382 |
0.7929 |
|
LOW |
0.7913 |
|
0.618 |
0.7888 |
|
1.000 |
0.7872 |
|
1.618 |
0.7847 |
|
2.618 |
0.7806 |
|
4.250 |
0.7739 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7934 |
0.7954 |
| PP |
0.7931 |
0.7945 |
| S1 |
0.7929 |
0.7935 |
|