CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.7945 |
0.7919 |
-0.0026 |
-0.3% |
0.8000 |
High |
0.7954 |
0.7929 |
-0.0025 |
-0.3% |
0.8077 |
Low |
0.7913 |
0.7847 |
-0.0066 |
-0.8% |
0.7894 |
Close |
0.7926 |
0.7877 |
-0.0049 |
-0.6% |
0.7949 |
Range |
0.0041 |
0.0082 |
0.0041 |
100.0% |
0.0183 |
ATR |
0.0064 |
0.0065 |
0.0001 |
2.1% |
0.0000 |
Volume |
70 |
114 |
44 |
62.9% |
238 |
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8130 |
0.8086 |
0.7922 |
|
R3 |
0.8048 |
0.8004 |
0.7900 |
|
R2 |
0.7966 |
0.7966 |
0.7892 |
|
R1 |
0.7922 |
0.7922 |
0.7885 |
0.7903 |
PP |
0.7884 |
0.7884 |
0.7884 |
0.7875 |
S1 |
0.7840 |
0.7840 |
0.7869 |
0.7821 |
S2 |
0.7802 |
0.7802 |
0.7862 |
|
S3 |
0.7720 |
0.7758 |
0.7854 |
|
S4 |
0.7638 |
0.7676 |
0.7832 |
|
|
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 |
0.8278 |
2.618 |
0.8144 |
1.618 |
0.8062 |
1.000 |
0.8011 |
0.618 |
0.7980 |
HIGH |
0.7929 |
0.618 |
0.7898 |
0.500 |
0.7888 |
0.382 |
0.7878 |
LOW |
0.7847 |
0.618 |
0.7796 |
1.000 |
0.7765 |
1.618 |
0.7714 |
2.618 |
0.7632 |
4.250 |
0.7498 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7888 |
0.7908 |
PP |
0.7884 |
0.7897 |
S1 |
0.7881 |
0.7887 |
|