CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7507 |
0.7522 |
0.0015 |
0.2% |
0.7590 |
| High |
0.7541 |
0.7575 |
0.0034 |
0.5% |
0.7650 |
| Low |
0.7503 |
0.7516 |
0.0013 |
0.2% |
0.7498 |
| Close |
0.7528 |
0.7554 |
0.0026 |
0.3% |
0.7502 |
| Range |
0.0038 |
0.0059 |
0.0021 |
55.3% |
0.0152 |
| ATR |
0.0050 |
0.0050 |
0.0001 |
1.3% |
0.0000 |
| Volume |
20,355 |
18,453 |
-1,902 |
-9.3% |
20,104 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7725 |
0.7699 |
0.7586 |
|
| R3 |
0.7666 |
0.7640 |
0.7570 |
|
| R2 |
0.7607 |
0.7607 |
0.7565 |
|
| R1 |
0.7581 |
0.7581 |
0.7559 |
0.7594 |
| PP |
0.7548 |
0.7548 |
0.7548 |
0.7555 |
| S1 |
0.7522 |
0.7522 |
0.7549 |
0.7535 |
| S2 |
0.7489 |
0.7489 |
0.7543 |
|
| S3 |
0.7430 |
0.7463 |
0.7538 |
|
| S4 |
0.7371 |
0.7404 |
0.7522 |
|
|
| 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 |
0.7633 |
0.7498 |
0.0135 |
1.8% |
0.0054 |
0.7% |
41% |
False |
False |
10,446 |
| 10 |
0.7650 |
0.7498 |
0.0152 |
2.0% |
0.0053 |
0.7% |
37% |
False |
False |
6,119 |
| 20 |
0.7650 |
0.7498 |
0.0152 |
2.0% |
0.0048 |
0.6% |
37% |
False |
False |
3,300 |
| 40 |
0.7871 |
0.7498 |
0.0373 |
4.9% |
0.0048 |
0.6% |
15% |
False |
False |
1,726 |
| 60 |
0.8077 |
0.7498 |
0.0579 |
7.7% |
0.0049 |
0.7% |
10% |
False |
False |
1,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7826 |
|
2.618 |
0.7729 |
|
1.618 |
0.7670 |
|
1.000 |
0.7634 |
|
0.618 |
0.7611 |
|
HIGH |
0.7575 |
|
0.618 |
0.7552 |
|
0.500 |
0.7546 |
|
0.382 |
0.7539 |
|
LOW |
0.7516 |
|
0.618 |
0.7480 |
|
1.000 |
0.7457 |
|
1.618 |
0.7421 |
|
2.618 |
0.7362 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7551 |
0.7548 |
| PP |
0.7548 |
0.7542 |
| S1 |
0.7546 |
0.7537 |
|