CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 01-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7686 |
0.7660 |
-0.0026 |
-0.3% |
0.7801 |
| High |
0.7689 |
0.7684 |
-0.0005 |
-0.1% |
0.7823 |
| Low |
0.7634 |
0.7646 |
0.0012 |
0.2% |
0.7623 |
| Close |
0.7647 |
0.7659 |
0.0012 |
0.2% |
0.7657 |
| Range |
0.0055 |
0.0038 |
-0.0017 |
-30.9% |
0.0200 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
70 |
29 |
-41 |
-58.6% |
658 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7777 |
0.7756 |
0.7680 |
|
| R3 |
0.7739 |
0.7718 |
0.7669 |
|
| R2 |
0.7701 |
0.7701 |
0.7666 |
|
| R1 |
0.7680 |
0.7680 |
0.7662 |
0.7672 |
| PP |
0.7663 |
0.7663 |
0.7663 |
0.7659 |
| S1 |
0.7642 |
0.7642 |
0.7656 |
0.7634 |
| S2 |
0.7625 |
0.7625 |
0.7652 |
|
| S3 |
0.7587 |
0.7604 |
0.7649 |
|
| S4 |
0.7549 |
0.7566 |
0.7638 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8301 |
0.8179 |
0.7767 |
|
| R3 |
0.8101 |
0.7979 |
0.7712 |
|
| R2 |
0.7901 |
0.7901 |
0.7694 |
|
| R1 |
0.7779 |
0.7779 |
0.7675 |
0.7740 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7682 |
| S1 |
0.7579 |
0.7579 |
0.7639 |
0.7540 |
| S2 |
0.7501 |
0.7501 |
0.7620 |
|
| S3 |
0.7301 |
0.7379 |
0.7602 |
|
| S4 |
0.7101 |
0.7179 |
0.7547 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7846 |
|
2.618 |
0.7783 |
|
1.618 |
0.7745 |
|
1.000 |
0.7722 |
|
0.618 |
0.7707 |
|
HIGH |
0.7684 |
|
0.618 |
0.7669 |
|
0.500 |
0.7665 |
|
0.382 |
0.7661 |
|
LOW |
0.7646 |
|
0.618 |
0.7623 |
|
1.000 |
0.7608 |
|
1.618 |
0.7585 |
|
2.618 |
0.7547 |
|
4.250 |
0.7484 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7665 |
0.7662 |
| PP |
0.7663 |
0.7661 |
| S1 |
0.7661 |
0.7660 |
|