CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 18-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
0.7956 |
0.7955 |
-0.0001 |
0.0% |
0.7866 |
High |
0.8022 |
0.8005 |
-0.0017 |
-0.2% |
0.7922 |
Low |
0.7939 |
0.7940 |
0.0001 |
0.0% |
0.7805 |
Close |
0.8007 |
0.7997 |
-0.0010 |
-0.1% |
0.7910 |
Range |
0.0083 |
0.0065 |
-0.0018 |
-21.7% |
0.0117 |
ATR |
0.0054 |
0.0055 |
0.0001 |
1.8% |
0.0000 |
Volume |
139,602 |
119,439 |
-20,163 |
-14.4% |
577,862 |
|
Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8176 |
0.8151 |
0.8033 |
|
R3 |
0.8111 |
0.8086 |
0.8015 |
|
R2 |
0.8046 |
0.8046 |
0.8009 |
|
R1 |
0.8021 |
0.8021 |
0.8003 |
0.8034 |
PP |
0.7981 |
0.7981 |
0.7981 |
0.7987 |
S1 |
0.7956 |
0.7956 |
0.7991 |
0.7969 |
S2 |
0.7916 |
0.7916 |
0.7985 |
|
S3 |
0.7851 |
0.7891 |
0.7979 |
|
S4 |
0.7786 |
0.7826 |
0.7961 |
|
|
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 |
0.8022 |
0.7836 |
0.0186 |
2.3% |
0.0071 |
0.9% |
87% |
False |
False |
134,615 |
10 |
0.8022 |
0.7805 |
0.0217 |
2.7% |
0.0061 |
0.8% |
88% |
False |
False |
121,524 |
20 |
0.8022 |
0.7644 |
0.0378 |
4.7% |
0.0050 |
0.6% |
93% |
False |
False |
89,257 |
40 |
0.8022 |
0.7498 |
0.0524 |
6.6% |
0.0050 |
0.6% |
95% |
False |
False |
54,438 |
60 |
0.8022 |
0.7498 |
0.0524 |
6.6% |
0.0050 |
0.6% |
95% |
False |
False |
36,360 |
80 |
0.8022 |
0.7498 |
0.0524 |
6.6% |
0.0048 |
0.6% |
95% |
False |
False |
27,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8281 |
2.618 |
0.8175 |
1.618 |
0.8110 |
1.000 |
0.8070 |
0.618 |
0.8045 |
HIGH |
0.8005 |
0.618 |
0.7980 |
0.500 |
0.7973 |
0.382 |
0.7965 |
LOW |
0.7940 |
0.618 |
0.7900 |
1.000 |
0.7875 |
1.618 |
0.7835 |
2.618 |
0.7770 |
4.250 |
0.7664 |
|
|
Fisher Pivots for day following 18-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7989 |
0.7986 |
PP |
0.7981 |
0.7975 |
S1 |
0.7973 |
0.7964 |
|