CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 28-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.7865 |
0.7791 |
-0.0074 |
-0.9% |
0.8000 |
High |
0.7870 |
0.7844 |
-0.0026 |
-0.3% |
0.8077 |
Low |
0.7821 |
0.7787 |
-0.0034 |
-0.4% |
0.7894 |
Close |
0.7845 |
0.7844 |
-0.0001 |
0.0% |
0.7949 |
Range |
0.0049 |
0.0057 |
0.0008 |
16.3% |
0.0183 |
ATR |
0.0064 |
0.0064 |
0.0000 |
-0.7% |
0.0000 |
Volume |
37 |
33 |
-4 |
-10.8% |
238 |
|
Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7996 |
0.7977 |
0.7875 |
|
R3 |
0.7939 |
0.7920 |
0.7860 |
|
R2 |
0.7882 |
0.7882 |
0.7854 |
|
R1 |
0.7863 |
0.7863 |
0.7849 |
0.7872 |
PP |
0.7825 |
0.7825 |
0.7825 |
0.7830 |
S1 |
0.7806 |
0.7806 |
0.7839 |
0.7816 |
S2 |
0.7768 |
0.7768 |
0.7834 |
|
S3 |
0.7711 |
0.7749 |
0.7828 |
|
S4 |
0.7654 |
0.7692 |
0.7813 |
|
|
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 |
0.8086 |
2.618 |
0.7993 |
1.618 |
0.7936 |
1.000 |
0.7901 |
0.618 |
0.7879 |
HIGH |
0.7844 |
0.618 |
0.7822 |
0.500 |
0.7816 |
0.382 |
0.7809 |
LOW |
0.7787 |
0.618 |
0.7752 |
1.000 |
0.7730 |
1.618 |
0.7695 |
2.618 |
0.7638 |
4.250 |
0.7545 |
|
|
Fisher Pivots for day following 28-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7835 |
0.7858 |
PP |
0.7825 |
0.7853 |
S1 |
0.7816 |
0.7849 |
|