CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7840 |
0.7888 |
0.0048 |
0.6% |
0.7866 |
| High |
0.7893 |
0.7922 |
0.0029 |
0.4% |
0.7922 |
| Low |
0.7836 |
0.7846 |
0.0010 |
0.1% |
0.7805 |
| Close |
0.7891 |
0.7910 |
0.0019 |
0.2% |
0.7910 |
| Range |
0.0057 |
0.0076 |
0.0019 |
33.3% |
0.0117 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0000 |
| Volume |
116,337 |
123,239 |
6,902 |
5.9% |
577,862 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8121 |
0.8091 |
0.7952 |
|
| R3 |
0.8045 |
0.8015 |
0.7931 |
|
| R2 |
0.7969 |
0.7969 |
0.7924 |
|
| R1 |
0.7939 |
0.7939 |
0.7917 |
0.7954 |
| PP |
0.7893 |
0.7893 |
0.7893 |
0.7900 |
| S1 |
0.7863 |
0.7863 |
0.7903 |
0.7878 |
| S2 |
0.7817 |
0.7817 |
0.7896 |
|
| S3 |
0.7741 |
0.7787 |
0.7889 |
|
| S4 |
0.7665 |
0.7711 |
0.7868 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8230 |
0.8187 |
0.7974 |
|
| R3 |
0.8113 |
0.8070 |
0.7942 |
|
| R2 |
0.7996 |
0.7996 |
0.7931 |
|
| R1 |
0.7953 |
0.7953 |
0.7921 |
0.7974 |
| PP |
0.7879 |
0.7879 |
0.7879 |
0.7890 |
| S1 |
0.7836 |
0.7836 |
0.7899 |
0.7858 |
| S2 |
0.7762 |
0.7762 |
0.7889 |
|
| S3 |
0.7645 |
0.7719 |
0.7878 |
|
| S4 |
0.7528 |
0.7602 |
0.7846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7922 |
0.7805 |
0.0117 |
1.5% |
0.0059 |
0.7% |
90% |
True |
False |
115,572 |
| 10 |
0.7922 |
0.7788 |
0.0134 |
1.7% |
0.0051 |
0.6% |
91% |
True |
False |
97,925 |
| 20 |
0.7922 |
0.7623 |
0.0299 |
3.8% |
0.0046 |
0.6% |
96% |
True |
False |
79,221 |
| 40 |
0.7922 |
0.7498 |
0.0424 |
5.4% |
0.0048 |
0.6% |
97% |
True |
False |
43,623 |
| 60 |
0.7922 |
0.7498 |
0.0424 |
5.4% |
0.0048 |
0.6% |
97% |
True |
False |
29,137 |
| 80 |
0.8077 |
0.7498 |
0.0579 |
7.3% |
0.0049 |
0.6% |
71% |
False |
False |
21,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8245 |
|
2.618 |
0.8121 |
|
1.618 |
0.8045 |
|
1.000 |
0.7998 |
|
0.618 |
0.7969 |
|
HIGH |
0.7922 |
|
0.618 |
0.7893 |
|
0.500 |
0.7884 |
|
0.382 |
0.7875 |
|
LOW |
0.7846 |
|
0.618 |
0.7799 |
|
1.000 |
0.7770 |
|
1.618 |
0.7723 |
|
2.618 |
0.7647 |
|
4.250 |
0.7523 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7901 |
0.7895 |
| PP |
0.7893 |
0.7879 |
| S1 |
0.7884 |
0.7864 |
|