CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7606 |
0.7598 |
-0.0008 |
-0.1% |
0.7551 |
| High |
0.7638 |
0.7615 |
-0.0023 |
-0.3% |
0.7633 |
| Low |
0.7588 |
0.7584 |
-0.0004 |
-0.1% |
0.7527 |
| Close |
0.7603 |
0.7592 |
-0.0011 |
-0.1% |
0.7608 |
| Range |
0.0050 |
0.0031 |
-0.0019 |
-38.0% |
0.0106 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
1,055 |
588 |
-467 |
-44.3% |
1,911 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7672 |
0.7609 |
|
| R3 |
0.7659 |
0.7641 |
0.7601 |
|
| R2 |
0.7628 |
0.7628 |
0.7598 |
|
| R1 |
0.7610 |
0.7610 |
0.7595 |
0.7604 |
| PP |
0.7597 |
0.7597 |
0.7597 |
0.7594 |
| S1 |
0.7579 |
0.7579 |
0.7589 |
0.7573 |
| S2 |
0.7566 |
0.7566 |
0.7586 |
|
| S3 |
0.7535 |
0.7548 |
0.7583 |
|
| S4 |
0.7504 |
0.7517 |
0.7575 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7864 |
0.7666 |
|
| R3 |
0.7801 |
0.7758 |
0.7637 |
|
| R2 |
0.7695 |
0.7695 |
0.7627 |
|
| R1 |
0.7652 |
0.7652 |
0.7618 |
0.7674 |
| PP |
0.7589 |
0.7589 |
0.7589 |
0.7600 |
| S1 |
0.7546 |
0.7546 |
0.7598 |
0.7568 |
| S2 |
0.7483 |
0.7483 |
0.7589 |
|
| S3 |
0.7377 |
0.7440 |
0.7579 |
|
| S4 |
0.7271 |
0.7334 |
0.7550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7638 |
0.7527 |
0.0111 |
1.5% |
0.0047 |
0.6% |
59% |
False |
False |
604 |
| 10 |
0.7643 |
0.7527 |
0.0116 |
1.5% |
0.0044 |
0.6% |
56% |
False |
False |
481 |
| 20 |
0.7722 |
0.7527 |
0.0195 |
2.6% |
0.0046 |
0.6% |
33% |
False |
False |
346 |
| 40 |
0.7884 |
0.7527 |
0.0357 |
4.7% |
0.0045 |
0.6% |
18% |
False |
False |
209 |
| 60 |
0.8100 |
0.7527 |
0.0573 |
7.5% |
0.0049 |
0.6% |
11% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7747 |
|
2.618 |
0.7696 |
|
1.618 |
0.7665 |
|
1.000 |
0.7646 |
|
0.618 |
0.7634 |
|
HIGH |
0.7615 |
|
0.618 |
0.7603 |
|
0.500 |
0.7600 |
|
0.382 |
0.7596 |
|
LOW |
0.7584 |
|
0.618 |
0.7565 |
|
1.000 |
0.7553 |
|
1.618 |
0.7534 |
|
2.618 |
0.7503 |
|
4.250 |
0.7452 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7611 |
| PP |
0.7597 |
0.7605 |
| S1 |
0.7595 |
0.7598 |
|