CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7656 |
0.7644 |
-0.0012 |
-0.2% |
0.7507 |
| High |
0.7691 |
0.7674 |
-0.0017 |
-0.2% |
0.7691 |
| Low |
0.7634 |
0.7638 |
0.0004 |
0.1% |
0.7503 |
| Close |
0.7644 |
0.7665 |
0.0021 |
0.3% |
0.7644 |
| Range |
0.0057 |
0.0036 |
-0.0021 |
-36.8% |
0.0188 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
104,330 |
58,659 |
-45,671 |
-43.8% |
307,805 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7767 |
0.7752 |
0.7685 |
|
| R3 |
0.7731 |
0.7716 |
0.7675 |
|
| R2 |
0.7695 |
0.7695 |
0.7672 |
|
| R1 |
0.7680 |
0.7680 |
0.7668 |
0.7688 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7663 |
| S1 |
0.7644 |
0.7644 |
0.7662 |
0.7652 |
| S2 |
0.7623 |
0.7623 |
0.7658 |
|
| S3 |
0.7587 |
0.7608 |
0.7655 |
|
| S4 |
0.7551 |
0.7572 |
0.7645 |
|
|
| 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 |
0.7516 |
0.0175 |
2.3% |
0.0058 |
0.8% |
85% |
False |
False |
69,221 |
| 10 |
0.7691 |
0.7498 |
0.0193 |
2.5% |
0.0056 |
0.7% |
87% |
False |
False |
38,246 |
| 20 |
0.7691 |
0.7498 |
0.0193 |
2.5% |
0.0051 |
0.7% |
87% |
False |
False |
19,620 |
| 40 |
0.7823 |
0.7498 |
0.0325 |
4.2% |
0.0050 |
0.6% |
51% |
False |
False |
9,911 |
| 60 |
0.7954 |
0.7498 |
0.0456 |
5.9% |
0.0048 |
0.6% |
37% |
False |
False |
6,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7827 |
|
2.618 |
0.7768 |
|
1.618 |
0.7732 |
|
1.000 |
0.7710 |
|
0.618 |
0.7696 |
|
HIGH |
0.7674 |
|
0.618 |
0.7660 |
|
0.500 |
0.7656 |
|
0.382 |
0.7652 |
|
LOW |
0.7638 |
|
0.618 |
0.7616 |
|
1.000 |
0.7602 |
|
1.618 |
0.7580 |
|
2.618 |
0.7544 |
|
4.250 |
0.7485 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7662 |
0.7662 |
| PP |
0.7659 |
0.7660 |
| S1 |
0.7656 |
0.7657 |
|