CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7550 |
0.7628 |
0.0078 |
1.0% |
0.7590 |
| High |
0.7636 |
0.7676 |
0.0040 |
0.5% |
0.7650 |
| Low |
0.7549 |
0.7623 |
0.0074 |
1.0% |
0.7498 |
| Close |
0.7632 |
0.7671 |
0.0039 |
0.5% |
0.7502 |
| Range |
0.0087 |
0.0053 |
-0.0034 |
-39.1% |
0.0152 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.0% |
0.0000 |
| Volume |
94,870 |
69,797 |
-25,073 |
-26.4% |
20,104 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7796 |
0.7700 |
|
| R3 |
0.7763 |
0.7743 |
0.7686 |
|
| R2 |
0.7710 |
0.7710 |
0.7681 |
|
| R1 |
0.7690 |
0.7690 |
0.7676 |
0.7700 |
| PP |
0.7657 |
0.7657 |
0.7657 |
0.7662 |
| S1 |
0.7637 |
0.7637 |
0.7666 |
0.7647 |
| S2 |
0.7604 |
0.7604 |
0.7661 |
|
| S3 |
0.7551 |
0.7584 |
0.7656 |
|
| S4 |
0.7498 |
0.7531 |
0.7642 |
|
|
| 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 |
0.7676 |
0.7498 |
0.0178 |
2.3% |
0.0054 |
0.7% |
97% |
True |
False |
41,705 |
| 10 |
0.7676 |
0.7498 |
0.0178 |
2.3% |
0.0058 |
0.8% |
97% |
True |
False |
22,441 |
| 20 |
0.7676 |
0.7498 |
0.0178 |
2.3% |
0.0051 |
0.7% |
97% |
True |
False |
11,490 |
| 40 |
0.7871 |
0.7498 |
0.0373 |
4.9% |
0.0050 |
0.7% |
46% |
False |
False |
5,838 |
| 60 |
0.8014 |
0.7498 |
0.0516 |
6.7% |
0.0049 |
0.6% |
34% |
False |
False |
3,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7901 |
|
2.618 |
0.7815 |
|
1.618 |
0.7762 |
|
1.000 |
0.7729 |
|
0.618 |
0.7709 |
|
HIGH |
0.7676 |
|
0.618 |
0.7656 |
|
0.500 |
0.7650 |
|
0.382 |
0.7643 |
|
LOW |
0.7623 |
|
0.618 |
0.7590 |
|
1.000 |
0.7570 |
|
1.618 |
0.7537 |
|
2.618 |
0.7484 |
|
4.250 |
0.7398 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7664 |
0.7646 |
| PP |
0.7657 |
0.7621 |
| S1 |
0.7650 |
0.7596 |
|