CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7812 |
0.7770 |
-0.0042 |
-0.5% |
0.7901 |
| High |
0.7842 |
0.7829 |
-0.0013 |
-0.2% |
0.7953 |
| Low |
0.7774 |
0.7757 |
-0.0017 |
-0.2% |
0.7757 |
| Close |
0.7796 |
0.7788 |
-0.0008 |
-0.1% |
0.7788 |
| Range |
0.0068 |
0.0072 |
0.0004 |
5.9% |
0.0196 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
168,776 |
172,606 |
3,830 |
2.3% |
858,599 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8007 |
0.7970 |
0.7828 |
|
| R3 |
0.7935 |
0.7898 |
0.7808 |
|
| R2 |
0.7863 |
0.7863 |
0.7801 |
|
| R1 |
0.7826 |
0.7826 |
0.7795 |
0.7845 |
| PP |
0.7791 |
0.7791 |
0.7791 |
0.7801 |
| S1 |
0.7754 |
0.7754 |
0.7781 |
0.7773 |
| S2 |
0.7719 |
0.7719 |
0.7775 |
|
| S3 |
0.7647 |
0.7682 |
0.7768 |
|
| S4 |
0.7575 |
0.7610 |
0.7748 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8421 |
0.8300 |
0.7896 |
|
| R3 |
0.8225 |
0.8104 |
0.7842 |
|
| R2 |
0.8029 |
0.8029 |
0.7824 |
|
| R1 |
0.7908 |
0.7908 |
0.7806 |
0.7871 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7814 |
| S1 |
0.7712 |
0.7712 |
0.7770 |
0.7675 |
| S2 |
0.7637 |
0.7637 |
0.7752 |
|
| S3 |
0.7441 |
0.7516 |
0.7734 |
|
| S4 |
0.7245 |
0.7320 |
0.7680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7953 |
0.7757 |
0.0196 |
2.5% |
0.0078 |
1.0% |
16% |
False |
True |
171,719 |
| 10 |
0.8117 |
0.7757 |
0.0360 |
4.6% |
0.0079 |
1.0% |
9% |
False |
True |
160,034 |
| 20 |
0.8135 |
0.7757 |
0.0378 |
4.9% |
0.0080 |
1.0% |
8% |
False |
True |
146,262 |
| 40 |
0.8135 |
0.7549 |
0.0586 |
7.5% |
0.0063 |
0.8% |
41% |
False |
False |
112,032 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0058 |
0.7% |
46% |
False |
False |
75,788 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0056 |
0.7% |
46% |
False |
False |
56,879 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0055 |
0.7% |
46% |
False |
False |
45,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8135 |
|
2.618 |
0.8017 |
|
1.618 |
0.7945 |
|
1.000 |
0.7901 |
|
0.618 |
0.7873 |
|
HIGH |
0.7829 |
|
0.618 |
0.7801 |
|
0.500 |
0.7793 |
|
0.382 |
0.7785 |
|
LOW |
0.7757 |
|
0.618 |
0.7713 |
|
1.000 |
0.7685 |
|
1.618 |
0.7641 |
|
2.618 |
0.7569 |
|
4.250 |
0.7451 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7793 |
0.7832 |
| PP |
0.7791 |
0.7817 |
| S1 |
0.7790 |
0.7803 |
|