CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7522 |
0.7550 |
0.0028 |
0.4% |
0.7590 |
| High |
0.7575 |
0.7636 |
0.0061 |
0.8% |
0.7650 |
| Low |
0.7516 |
0.7549 |
0.0033 |
0.4% |
0.7498 |
| Close |
0.7554 |
0.7632 |
0.0078 |
1.0% |
0.7502 |
| Range |
0.0059 |
0.0087 |
0.0028 |
47.5% |
0.0152 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
5.2% |
0.0000 |
| Volume |
18,453 |
94,870 |
76,417 |
414.1% |
20,104 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7867 |
0.7836 |
0.7680 |
|
| R3 |
0.7780 |
0.7749 |
0.7656 |
|
| R2 |
0.7693 |
0.7693 |
0.7648 |
|
| R1 |
0.7662 |
0.7662 |
0.7640 |
0.7678 |
| PP |
0.7606 |
0.7606 |
0.7606 |
0.7613 |
| S1 |
0.7575 |
0.7575 |
0.7624 |
0.7591 |
| S2 |
0.7519 |
0.7519 |
0.7616 |
|
| S3 |
0.7432 |
0.7488 |
0.7608 |
|
| S4 |
0.7345 |
0.7401 |
0.7584 |
|
|
| 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 |
0.7636 |
0.7498 |
0.0138 |
1.8% |
0.0056 |
0.7% |
97% |
True |
False |
28,785 |
| 10 |
0.7650 |
0.7498 |
0.0152 |
2.0% |
0.0056 |
0.7% |
88% |
False |
False |
15,554 |
| 20 |
0.7650 |
0.7498 |
0.0152 |
2.0% |
0.0051 |
0.7% |
88% |
False |
False |
8,024 |
| 40 |
0.7871 |
0.7498 |
0.0373 |
4.9% |
0.0050 |
0.6% |
36% |
False |
False |
4,094 |
| 60 |
0.8077 |
0.7498 |
0.0579 |
7.6% |
0.0050 |
0.7% |
23% |
False |
False |
2,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8006 |
|
2.618 |
0.7864 |
|
1.618 |
0.7777 |
|
1.000 |
0.7723 |
|
0.618 |
0.7690 |
|
HIGH |
0.7636 |
|
0.618 |
0.7603 |
|
0.500 |
0.7593 |
|
0.382 |
0.7582 |
|
LOW |
0.7549 |
|
0.618 |
0.7495 |
|
1.000 |
0.7462 |
|
1.618 |
0.7408 |
|
2.618 |
0.7321 |
|
4.250 |
0.7179 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7619 |
0.7611 |
| PP |
0.7606 |
0.7590 |
| S1 |
0.7593 |
0.7570 |
|