CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7826 |
0.7828 |
0.0002 |
0.0% |
0.7945 |
| High |
0.7832 |
0.7828 |
-0.0004 |
-0.1% |
0.7954 |
| Low |
0.7806 |
0.7787 |
-0.0019 |
-0.2% |
0.7787 |
| Close |
0.7829 |
0.7819 |
-0.0010 |
-0.1% |
0.7829 |
| Range |
0.0026 |
0.0041 |
0.0015 |
57.7% |
0.0167 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
3 |
15 |
12 |
400.0% |
257 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7934 |
0.7918 |
0.7842 |
|
| R3 |
0.7893 |
0.7877 |
0.7830 |
|
| R2 |
0.7852 |
0.7852 |
0.7827 |
|
| R1 |
0.7836 |
0.7836 |
0.7823 |
0.7824 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7805 |
| S1 |
0.7795 |
0.7795 |
0.7815 |
0.7783 |
| S2 |
0.7770 |
0.7770 |
0.7811 |
|
| S3 |
0.7729 |
0.7754 |
0.7808 |
|
| S4 |
0.7688 |
0.7713 |
0.7796 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8358 |
0.8260 |
0.7921 |
|
| R3 |
0.8191 |
0.8093 |
0.7875 |
|
| R2 |
0.8024 |
0.8024 |
0.7860 |
|
| R1 |
0.7926 |
0.7926 |
0.7844 |
0.7892 |
| PP |
0.7857 |
0.7857 |
0.7857 |
0.7839 |
| S1 |
0.7759 |
0.7759 |
0.7814 |
0.7725 |
| S2 |
0.7690 |
0.7690 |
0.7798 |
|
| S3 |
0.7523 |
0.7592 |
0.7783 |
|
| S4 |
0.7356 |
0.7425 |
0.7737 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8002 |
|
2.618 |
0.7935 |
|
1.618 |
0.7894 |
|
1.000 |
0.7869 |
|
0.618 |
0.7853 |
|
HIGH |
0.7828 |
|
0.618 |
0.7812 |
|
0.500 |
0.7808 |
|
0.382 |
0.7803 |
|
LOW |
0.7787 |
|
0.618 |
0.7762 |
|
1.000 |
0.7746 |
|
1.618 |
0.7721 |
|
2.618 |
0.7680 |
|
4.250 |
0.7613 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7815 |
0.7818 |
| PP |
0.7811 |
0.7817 |
| S1 |
0.7808 |
0.7816 |
|