CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7716 |
0.0016 |
0.2% |
0.7644 |
| High |
0.7720 |
0.7731 |
0.0011 |
0.1% |
0.7720 |
| Low |
0.7699 |
0.7712 |
0.0013 |
0.2% |
0.7638 |
| Close |
0.7713 |
0.7730 |
0.0017 |
0.2% |
0.7713 |
| Range |
0.0021 |
0.0019 |
-0.0002 |
-9.5% |
0.0082 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
48,221 |
17,995 |
-30,226 |
-62.7% |
296,635 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7781 |
0.7775 |
0.7740 |
|
| R3 |
0.7762 |
0.7756 |
0.7735 |
|
| R2 |
0.7743 |
0.7743 |
0.7733 |
|
| R1 |
0.7737 |
0.7737 |
0.7732 |
0.7740 |
| PP |
0.7724 |
0.7724 |
0.7724 |
0.7726 |
| S1 |
0.7718 |
0.7718 |
0.7728 |
0.7721 |
| S2 |
0.7705 |
0.7705 |
0.7727 |
|
| S3 |
0.7686 |
0.7699 |
0.7725 |
|
| S4 |
0.7667 |
0.7680 |
0.7720 |
|
|
| 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 |
0.7731 |
0.7644 |
0.0087 |
1.1% |
0.0032 |
0.4% |
99% |
True |
False |
51,194 |
| 10 |
0.7731 |
0.7516 |
0.0215 |
2.8% |
0.0045 |
0.6% |
100% |
True |
False |
60,208 |
| 20 |
0.7731 |
0.7498 |
0.0233 |
3.0% |
0.0048 |
0.6% |
100% |
True |
False |
32,270 |
| 40 |
0.7731 |
0.7498 |
0.0233 |
3.0% |
0.0047 |
0.6% |
100% |
True |
False |
16,294 |
| 60 |
0.7884 |
0.7498 |
0.0386 |
5.0% |
0.0046 |
0.6% |
60% |
False |
False |
10,887 |
| 80 |
0.8100 |
0.7498 |
0.0602 |
7.8% |
0.0049 |
0.6% |
39% |
False |
False |
8,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7812 |
|
2.618 |
0.7781 |
|
1.618 |
0.7762 |
|
1.000 |
0.7750 |
|
0.618 |
0.7743 |
|
HIGH |
0.7731 |
|
0.618 |
0.7724 |
|
0.500 |
0.7722 |
|
0.382 |
0.7719 |
|
LOW |
0.7712 |
|
0.618 |
0.7700 |
|
1.000 |
0.7693 |
|
1.618 |
0.7681 |
|
2.618 |
0.7662 |
|
4.250 |
0.7631 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7727 |
0.7717 |
| PP |
0.7724 |
0.7704 |
| S1 |
0.7722 |
0.7692 |
|