CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7866 |
0.7835 |
-0.0031 |
-0.4% |
0.7812 |
| High |
0.7871 |
0.7863 |
-0.0008 |
-0.1% |
0.7874 |
| Low |
0.7825 |
0.7805 |
-0.0020 |
-0.3% |
0.7795 |
| Close |
0.7840 |
0.7822 |
-0.0018 |
-0.2% |
0.7868 |
| Range |
0.0046 |
0.0058 |
0.0012 |
26.1% |
0.0079 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.0% |
0.0000 |
| Volume |
92,155 |
114,403 |
22,248 |
24.1% |
344,576 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8004 |
0.7971 |
0.7854 |
|
| R3 |
0.7946 |
0.7913 |
0.7838 |
|
| R2 |
0.7888 |
0.7888 |
0.7833 |
|
| R1 |
0.7855 |
0.7855 |
0.7827 |
0.7843 |
| PP |
0.7830 |
0.7830 |
0.7830 |
0.7824 |
| S1 |
0.7797 |
0.7797 |
0.7817 |
0.7785 |
| S2 |
0.7772 |
0.7772 |
0.7811 |
|
| S3 |
0.7714 |
0.7739 |
0.7806 |
|
| S4 |
0.7656 |
0.7681 |
0.7790 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8083 |
0.8054 |
0.7911 |
|
| R3 |
0.8004 |
0.7975 |
0.7890 |
|
| R2 |
0.7925 |
0.7925 |
0.7882 |
|
| R1 |
0.7896 |
0.7896 |
0.7875 |
0.7911 |
| PP |
0.7846 |
0.7846 |
0.7846 |
0.7853 |
| S1 |
0.7817 |
0.7817 |
0.7861 |
0.7832 |
| S2 |
0.7767 |
0.7767 |
0.7854 |
|
| S3 |
0.7688 |
0.7738 |
0.7846 |
|
| S4 |
0.7609 |
0.7659 |
0.7825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7874 |
0.7804 |
0.0070 |
0.9% |
0.0047 |
0.6% |
26% |
False |
False |
97,314 |
| 10 |
0.7874 |
0.7712 |
0.0162 |
2.1% |
0.0044 |
0.6% |
68% |
False |
False |
74,236 |
| 20 |
0.7874 |
0.7503 |
0.0371 |
4.7% |
0.0045 |
0.6% |
86% |
False |
False |
67,340 |
| 40 |
0.7874 |
0.7498 |
0.0376 |
4.8% |
0.0046 |
0.6% |
86% |
False |
False |
34,358 |
| 60 |
0.7884 |
0.7498 |
0.0386 |
4.9% |
0.0047 |
0.6% |
84% |
False |
False |
22,952 |
| 80 |
0.8077 |
0.7498 |
0.0579 |
7.4% |
0.0049 |
0.6% |
56% |
False |
False |
17,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8109 |
|
2.618 |
0.8015 |
|
1.618 |
0.7957 |
|
1.000 |
0.7921 |
|
0.618 |
0.7899 |
|
HIGH |
0.7863 |
|
0.618 |
0.7841 |
|
0.500 |
0.7834 |
|
0.382 |
0.7827 |
|
LOW |
0.7805 |
|
0.618 |
0.7769 |
|
1.000 |
0.7747 |
|
1.618 |
0.7711 |
|
2.618 |
0.7653 |
|
4.250 |
0.7559 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7834 |
0.7840 |
| PP |
0.7830 |
0.7834 |
| S1 |
0.7826 |
0.7828 |
|