CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7868 |
0.7842 |
-0.0026 |
-0.3% |
0.7766 |
| High |
0.7872 |
0.7843 |
-0.0029 |
-0.4% |
0.7884 |
| Low |
0.7834 |
0.7810 |
-0.0024 |
-0.3% |
0.7736 |
| Close |
0.7836 |
0.7834 |
-0.0002 |
0.0% |
0.7870 |
| Range |
0.0038 |
0.0033 |
-0.0005 |
-13.2% |
0.0148 |
| ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
24 |
118 |
94 |
391.7% |
261 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7928 |
0.7914 |
0.7852 |
|
| R3 |
0.7895 |
0.7881 |
0.7843 |
|
| R2 |
0.7862 |
0.7862 |
0.7840 |
|
| R1 |
0.7848 |
0.7848 |
0.7837 |
0.7839 |
| PP |
0.7829 |
0.7829 |
0.7829 |
0.7824 |
| S1 |
0.7815 |
0.7815 |
0.7831 |
0.7806 |
| S2 |
0.7796 |
0.7796 |
0.7828 |
|
| S3 |
0.7763 |
0.7782 |
0.7825 |
|
| S4 |
0.7730 |
0.7749 |
0.7816 |
|
|
| 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 |
0.7983 |
|
2.618 |
0.7929 |
|
1.618 |
0.7896 |
|
1.000 |
0.7876 |
|
0.618 |
0.7863 |
|
HIGH |
0.7843 |
|
0.618 |
0.7830 |
|
0.500 |
0.7827 |
|
0.382 |
0.7823 |
|
LOW |
0.7810 |
|
0.618 |
0.7790 |
|
1.000 |
0.7777 |
|
1.618 |
0.7757 |
|
2.618 |
0.7724 |
|
4.250 |
0.7670 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7832 |
0.7847 |
| PP |
0.7829 |
0.7843 |
| S1 |
0.7827 |
0.7838 |
|