CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7665 |
0.7700 |
0.0035 |
0.5% |
0.7644 |
| High |
0.7706 |
0.7720 |
0.0014 |
0.2% |
0.7720 |
| Low |
0.7652 |
0.7699 |
0.0047 |
0.6% |
0.7638 |
| Close |
0.7704 |
0.7713 |
0.0009 |
0.1% |
0.7713 |
| Range |
0.0054 |
0.0021 |
-0.0033 |
-61.1% |
0.0082 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
64,794 |
48,221 |
-16,573 |
-25.6% |
296,635 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7774 |
0.7764 |
0.7725 |
|
| R3 |
0.7753 |
0.7743 |
0.7719 |
|
| R2 |
0.7732 |
0.7732 |
0.7717 |
|
| R1 |
0.7722 |
0.7722 |
0.7715 |
0.7727 |
| PP |
0.7711 |
0.7711 |
0.7711 |
0.7713 |
| S1 |
0.7701 |
0.7701 |
0.7711 |
0.7706 |
| S2 |
0.7690 |
0.7690 |
0.7709 |
|
| S3 |
0.7669 |
0.7680 |
0.7707 |
|
| S4 |
0.7648 |
0.7659 |
0.7701 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7936 |
0.7907 |
0.7758 |
|
| R3 |
0.7854 |
0.7825 |
0.7736 |
|
| R2 |
0.7772 |
0.7772 |
0.7728 |
|
| R1 |
0.7743 |
0.7743 |
0.7721 |
0.7758 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7698 |
| S1 |
0.7661 |
0.7661 |
0.7705 |
0.7676 |
| S2 |
0.7608 |
0.7608 |
0.7698 |
|
| S3 |
0.7526 |
0.7579 |
0.7690 |
|
| S4 |
0.7444 |
0.7497 |
0.7668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7720 |
0.7638 |
0.0082 |
1.1% |
0.0036 |
0.5% |
91% |
True |
False |
59,327 |
| 10 |
0.7720 |
0.7503 |
0.0217 |
2.8% |
0.0047 |
0.6% |
97% |
True |
False |
60,444 |
| 20 |
0.7720 |
0.7498 |
0.0222 |
2.9% |
0.0049 |
0.6% |
97% |
True |
False |
31,423 |
| 40 |
0.7722 |
0.7498 |
0.0224 |
2.9% |
0.0047 |
0.6% |
96% |
False |
False |
15,845 |
| 60 |
0.7884 |
0.7498 |
0.0386 |
5.0% |
0.0046 |
0.6% |
56% |
False |
False |
10,587 |
| 80 |
0.8100 |
0.7498 |
0.0602 |
7.8% |
0.0050 |
0.6% |
36% |
False |
False |
7,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7809 |
|
2.618 |
0.7775 |
|
1.618 |
0.7754 |
|
1.000 |
0.7741 |
|
0.618 |
0.7733 |
|
HIGH |
0.7720 |
|
0.618 |
0.7712 |
|
0.500 |
0.7710 |
|
0.382 |
0.7707 |
|
LOW |
0.7699 |
|
0.618 |
0.7686 |
|
1.000 |
0.7678 |
|
1.618 |
0.7665 |
|
2.618 |
0.7644 |
|
4.250 |
0.7610 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7712 |
0.7704 |
| PP |
0.7711 |
0.7694 |
| S1 |
0.7710 |
0.7685 |
|