CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7508 |
0.7507 |
-0.0001 |
0.0% |
0.7590 |
| High |
0.7529 |
0.7541 |
0.0012 |
0.2% |
0.7650 |
| Low |
0.7498 |
0.7503 |
0.0005 |
0.1% |
0.7498 |
| Close |
0.7502 |
0.7528 |
0.0026 |
0.3% |
0.7502 |
| Range |
0.0031 |
0.0038 |
0.0007 |
22.6% |
0.0152 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
5,052 |
20,355 |
15,303 |
302.9% |
20,104 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7638 |
0.7621 |
0.7549 |
|
| R3 |
0.7600 |
0.7583 |
0.7538 |
|
| R2 |
0.7562 |
0.7562 |
0.7535 |
|
| R1 |
0.7545 |
0.7545 |
0.7531 |
0.7554 |
| PP |
0.7524 |
0.7524 |
0.7524 |
0.7528 |
| S1 |
0.7507 |
0.7507 |
0.7525 |
0.7516 |
| S2 |
0.7486 |
0.7486 |
0.7521 |
|
| S3 |
0.7448 |
0.7469 |
0.7518 |
|
| S4 |
0.7410 |
0.7431 |
0.7507 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8006 |
0.7906 |
0.7586 |
|
| R3 |
0.7854 |
0.7754 |
0.7544 |
|
| R2 |
0.7702 |
0.7702 |
0.7530 |
|
| R1 |
0.7602 |
0.7602 |
0.7516 |
0.7576 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7537 |
| S1 |
0.7450 |
0.7450 |
0.7488 |
0.7424 |
| S2 |
0.7398 |
0.7398 |
0.7474 |
|
| S3 |
0.7246 |
0.7298 |
0.7460 |
|
| S4 |
0.7094 |
0.7146 |
0.7418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7650 |
0.7498 |
0.0152 |
2.0% |
0.0053 |
0.7% |
20% |
False |
False |
7,271 |
| 10 |
0.7650 |
0.7498 |
0.0152 |
2.0% |
0.0050 |
0.7% |
20% |
False |
False |
4,333 |
| 20 |
0.7657 |
0.7498 |
0.0159 |
2.1% |
0.0048 |
0.6% |
19% |
False |
False |
2,392 |
| 40 |
0.7872 |
0.7498 |
0.0374 |
5.0% |
0.0048 |
0.6% |
8% |
False |
False |
1,265 |
| 60 |
0.8077 |
0.7498 |
0.0579 |
7.7% |
0.0050 |
0.7% |
5% |
False |
False |
860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7703 |
|
2.618 |
0.7640 |
|
1.618 |
0.7602 |
|
1.000 |
0.7579 |
|
0.618 |
0.7564 |
|
HIGH |
0.7541 |
|
0.618 |
0.7526 |
|
0.500 |
0.7522 |
|
0.382 |
0.7518 |
|
LOW |
0.7503 |
|
0.618 |
0.7480 |
|
1.000 |
0.7465 |
|
1.618 |
0.7442 |
|
2.618 |
0.7404 |
|
4.250 |
0.7342 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7526 |
0.7532 |
| PP |
0.7524 |
0.7530 |
| S1 |
0.7522 |
0.7529 |
|