CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7660 |
0.7665 |
0.0005 |
0.1% |
0.7507 |
| High |
0.7679 |
0.7706 |
0.0027 |
0.4% |
0.7691 |
| Low |
0.7650 |
0.7652 |
0.0002 |
0.0% |
0.7503 |
| Close |
0.7666 |
0.7704 |
0.0038 |
0.5% |
0.7644 |
| Range |
0.0029 |
0.0054 |
0.0025 |
86.2% |
0.0188 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.6% |
0.0000 |
| Volume |
61,613 |
64,794 |
3,181 |
5.2% |
307,805 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7849 |
0.7831 |
0.7734 |
|
| R3 |
0.7795 |
0.7777 |
0.7719 |
|
| R2 |
0.7741 |
0.7741 |
0.7714 |
|
| R1 |
0.7723 |
0.7723 |
0.7709 |
0.7732 |
| PP |
0.7687 |
0.7687 |
0.7687 |
0.7692 |
| S1 |
0.7669 |
0.7669 |
0.7699 |
0.7678 |
| S2 |
0.7633 |
0.7633 |
0.7694 |
|
| S3 |
0.7579 |
0.7615 |
0.7689 |
|
| S4 |
0.7525 |
0.7561 |
0.7674 |
|
|
| 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 |
0.7706 |
0.7634 |
0.0072 |
0.9% |
0.0043 |
0.6% |
97% |
True |
False |
70,548 |
| 10 |
0.7706 |
0.7498 |
0.0208 |
2.7% |
0.0048 |
0.6% |
99% |
True |
False |
56,127 |
| 20 |
0.7706 |
0.7498 |
0.0208 |
2.7% |
0.0050 |
0.6% |
99% |
True |
False |
29,032 |
| 40 |
0.7722 |
0.7498 |
0.0224 |
2.9% |
0.0048 |
0.6% |
92% |
False |
False |
14,650 |
| 60 |
0.7884 |
0.7498 |
0.0386 |
5.0% |
0.0047 |
0.6% |
53% |
False |
False |
9,784 |
| 80 |
0.8100 |
0.7498 |
0.0602 |
7.8% |
0.0051 |
0.7% |
34% |
False |
False |
7,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7936 |
|
2.618 |
0.7847 |
|
1.618 |
0.7793 |
|
1.000 |
0.7760 |
|
0.618 |
0.7739 |
|
HIGH |
0.7706 |
|
0.618 |
0.7685 |
|
0.500 |
0.7679 |
|
0.382 |
0.7673 |
|
LOW |
0.7652 |
|
0.618 |
0.7619 |
|
1.000 |
0.7598 |
|
1.618 |
0.7565 |
|
2.618 |
0.7511 |
|
4.250 |
0.7423 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7696 |
0.7694 |
| PP |
0.7687 |
0.7685 |
| S1 |
0.7679 |
0.7675 |
|