CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7628 |
0.7656 |
0.0028 |
0.4% |
0.7507 |
| High |
0.7676 |
0.7691 |
0.0015 |
0.2% |
0.7691 |
| Low |
0.7623 |
0.7634 |
0.0011 |
0.1% |
0.7503 |
| Close |
0.7671 |
0.7644 |
-0.0027 |
-0.4% |
0.7644 |
| Range |
0.0053 |
0.0057 |
0.0004 |
7.5% |
0.0188 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
69,797 |
104,330 |
34,533 |
49.5% |
307,805 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7827 |
0.7793 |
0.7675 |
|
| R3 |
0.7770 |
0.7736 |
0.7660 |
|
| R2 |
0.7713 |
0.7713 |
0.7654 |
|
| R1 |
0.7679 |
0.7679 |
0.7649 |
0.7668 |
| PP |
0.7656 |
0.7656 |
0.7656 |
0.7651 |
| S1 |
0.7622 |
0.7622 |
0.7639 |
0.7611 |
| S2 |
0.7599 |
0.7599 |
0.7634 |
|
| S3 |
0.7542 |
0.7565 |
0.7628 |
|
| S4 |
0.7485 |
0.7508 |
0.7613 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8177 |
0.8098 |
0.7747 |
|
| R3 |
0.7989 |
0.7910 |
0.7696 |
|
| R2 |
0.7801 |
0.7801 |
0.7678 |
|
| R1 |
0.7722 |
0.7722 |
0.7661 |
0.7762 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7632 |
| S1 |
0.7534 |
0.7534 |
0.7627 |
0.7574 |
| S2 |
0.7425 |
0.7425 |
0.7610 |
|
| S3 |
0.7237 |
0.7346 |
0.7592 |
|
| S4 |
0.7049 |
0.7158 |
0.7541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7691 |
0.7503 |
0.0188 |
2.5% |
0.0059 |
0.8% |
75% |
True |
False |
61,561 |
| 10 |
0.7691 |
0.7498 |
0.0193 |
2.5% |
0.0056 |
0.7% |
76% |
True |
False |
32,790 |
| 20 |
0.7691 |
0.7498 |
0.0193 |
2.5% |
0.0053 |
0.7% |
76% |
True |
False |
16,698 |
| 40 |
0.7865 |
0.7498 |
0.0367 |
4.8% |
0.0051 |
0.7% |
40% |
False |
False |
8,445 |
| 60 |
0.7968 |
0.7498 |
0.0470 |
6.1% |
0.0049 |
0.6% |
31% |
False |
False |
5,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7933 |
|
2.618 |
0.7840 |
|
1.618 |
0.7783 |
|
1.000 |
0.7748 |
|
0.618 |
0.7726 |
|
HIGH |
0.7691 |
|
0.618 |
0.7669 |
|
0.500 |
0.7663 |
|
0.382 |
0.7656 |
|
LOW |
0.7634 |
|
0.618 |
0.7599 |
|
1.000 |
0.7577 |
|
1.618 |
0.7542 |
|
2.618 |
0.7485 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7663 |
0.7636 |
| PP |
0.7656 |
0.7628 |
| S1 |
0.7650 |
0.7620 |
|