CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7816 |
0.7868 |
0.0052 |
0.7% |
0.7766 |
| High |
0.7884 |
0.7872 |
-0.0012 |
-0.2% |
0.7884 |
| Low |
0.7812 |
0.7834 |
0.0022 |
0.3% |
0.7736 |
| Close |
0.7870 |
0.7836 |
-0.0034 |
-0.4% |
0.7870 |
| Range |
0.0072 |
0.0038 |
-0.0034 |
-47.2% |
0.0148 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
101 |
24 |
-77 |
-76.2% |
261 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7937 |
0.7857 |
|
| R3 |
0.7923 |
0.7899 |
0.7846 |
|
| R2 |
0.7885 |
0.7885 |
0.7843 |
|
| R1 |
0.7861 |
0.7861 |
0.7839 |
0.7854 |
| PP |
0.7847 |
0.7847 |
0.7847 |
0.7844 |
| S1 |
0.7823 |
0.7823 |
0.7833 |
0.7816 |
| S2 |
0.7809 |
0.7809 |
0.7829 |
|
| S3 |
0.7771 |
0.7785 |
0.7826 |
|
| S4 |
0.7733 |
0.7747 |
0.7815 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8274 |
0.8220 |
0.7951 |
|
| R3 |
0.8126 |
0.8072 |
0.7911 |
|
| R2 |
0.7978 |
0.7978 |
0.7897 |
|
| R1 |
0.7924 |
0.7924 |
0.7884 |
0.7951 |
| PP |
0.7830 |
0.7830 |
0.7830 |
0.7844 |
| S1 |
0.7776 |
0.7776 |
0.7856 |
0.7803 |
| S2 |
0.7682 |
0.7682 |
0.7843 |
|
| S3 |
0.7534 |
0.7628 |
0.7829 |
|
| S4 |
0.7386 |
0.7480 |
0.7789 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8033 |
|
2.618 |
0.7971 |
|
1.618 |
0.7933 |
|
1.000 |
0.7910 |
|
0.618 |
0.7895 |
|
HIGH |
0.7872 |
|
0.618 |
0.7857 |
|
0.500 |
0.7853 |
|
0.382 |
0.7849 |
|
LOW |
0.7834 |
|
0.618 |
0.7811 |
|
1.000 |
0.7796 |
|
1.618 |
0.7773 |
|
2.618 |
0.7735 |
|
4.250 |
0.7673 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7853 |
0.7838 |
| PP |
0.7847 |
0.7837 |
| S1 |
0.7842 |
0.7837 |
|