CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 07-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.7880 |
0.7903 |
0.0023 |
0.3% |
0.8105 |
High |
0.7912 |
0.7907 |
-0.0005 |
-0.1% |
0.8117 |
Low |
0.7834 |
0.7815 |
-0.0019 |
-0.2% |
0.7915 |
Close |
0.7885 |
0.7824 |
-0.0061 |
-0.8% |
0.7935 |
Range |
0.0078 |
0.0092 |
0.0014 |
18.0% |
0.0202 |
ATR |
0.0073 |
0.0074 |
0.0001 |
1.9% |
0.0000 |
Volume |
217,610 |
126,616 |
-90,994 |
-41.8% |
741,742 |
|
Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8125 |
0.8066 |
0.7875 |
|
R3 |
0.8033 |
0.7974 |
0.7849 |
|
R2 |
0.7941 |
0.7941 |
0.7841 |
|
R1 |
0.7882 |
0.7882 |
0.7832 |
0.7866 |
PP |
0.7849 |
0.7849 |
0.7849 |
0.7840 |
S1 |
0.7790 |
0.7790 |
0.7816 |
0.7774 |
S2 |
0.7757 |
0.7757 |
0.7807 |
|
S3 |
0.7665 |
0.7698 |
0.7799 |
|
S4 |
0.7573 |
0.7606 |
0.7773 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8595 |
0.8467 |
0.8046 |
|
R3 |
0.8393 |
0.8265 |
0.7991 |
|
R2 |
0.8191 |
0.8191 |
0.7972 |
|
R1 |
0.8063 |
0.8063 |
0.7954 |
0.8026 |
PP |
0.7989 |
0.7989 |
0.7989 |
0.7971 |
S1 |
0.7861 |
0.7861 |
0.7916 |
0.7824 |
S2 |
0.7787 |
0.7787 |
0.7898 |
|
S3 |
0.7585 |
0.7659 |
0.7879 |
|
S4 |
0.7383 |
0.7457 |
0.7824 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8066 |
0.7815 |
0.0251 |
3.2% |
0.0091 |
1.2% |
4% |
False |
True |
173,733 |
10 |
0.8135 |
0.7815 |
0.0320 |
4.1% |
0.0089 |
1.1% |
3% |
False |
True |
158,446 |
20 |
0.8135 |
0.7806 |
0.0329 |
4.2% |
0.0079 |
1.0% |
5% |
False |
False |
141,597 |
40 |
0.8135 |
0.7503 |
0.0632 |
8.1% |
0.0062 |
0.8% |
51% |
False |
False |
104,468 |
60 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0057 |
0.7% |
51% |
False |
False |
70,104 |
80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0055 |
0.7% |
51% |
False |
False |
52,613 |
100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0055 |
0.7% |
51% |
False |
False |
42,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8298 |
2.618 |
0.8148 |
1.618 |
0.8056 |
1.000 |
0.7999 |
0.618 |
0.7964 |
HIGH |
0.7907 |
0.618 |
0.7872 |
0.500 |
0.7861 |
0.382 |
0.7850 |
LOW |
0.7815 |
0.618 |
0.7758 |
1.000 |
0.7723 |
1.618 |
0.7666 |
2.618 |
0.7574 |
4.250 |
0.7424 |
|
|
Fisher Pivots for day following 07-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7861 |
0.7884 |
PP |
0.7849 |
0.7864 |
S1 |
0.7836 |
0.7844 |
|