CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7770 |
0.7816 |
0.0046 |
0.6% |
0.7901 |
| High |
0.7829 |
0.7863 |
0.0034 |
0.4% |
0.7953 |
| Low |
0.7757 |
0.7808 |
0.0051 |
0.7% |
0.7757 |
| Close |
0.7788 |
0.7840 |
0.0052 |
0.7% |
0.7788 |
| Range |
0.0072 |
0.0055 |
-0.0017 |
-23.6% |
0.0196 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.1% |
0.0000 |
| Volume |
172,606 |
100,866 |
-71,740 |
-41.6% |
858,599 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8002 |
0.7976 |
0.7870 |
|
| R3 |
0.7947 |
0.7921 |
0.7855 |
|
| R2 |
0.7892 |
0.7892 |
0.7850 |
|
| R1 |
0.7866 |
0.7866 |
0.7845 |
0.7879 |
| PP |
0.7837 |
0.7837 |
0.7837 |
0.7844 |
| S1 |
0.7811 |
0.7811 |
0.7835 |
0.7824 |
| S2 |
0.7782 |
0.7782 |
0.7830 |
|
| S3 |
0.7727 |
0.7756 |
0.7825 |
|
| S4 |
0.7672 |
0.7701 |
0.7810 |
|
|
| 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 |
0.7912 |
0.7757 |
0.0155 |
2.0% |
0.0073 |
0.9% |
54% |
False |
False |
157,294 |
| 10 |
0.8116 |
0.7757 |
0.0359 |
4.6% |
0.0080 |
1.0% |
23% |
False |
False |
159,484 |
| 20 |
0.8135 |
0.7757 |
0.0378 |
4.8% |
0.0079 |
1.0% |
22% |
False |
False |
145,144 |
| 40 |
0.8135 |
0.7623 |
0.0512 |
6.5% |
0.0062 |
0.8% |
42% |
False |
False |
112,182 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0058 |
0.7% |
54% |
False |
False |
77,463 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0056 |
0.7% |
54% |
False |
False |
58,138 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0055 |
0.7% |
54% |
False |
False |
46,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8097 |
|
2.618 |
0.8007 |
|
1.618 |
0.7952 |
|
1.000 |
0.7918 |
|
0.618 |
0.7897 |
|
HIGH |
0.7863 |
|
0.618 |
0.7842 |
|
0.500 |
0.7836 |
|
0.382 |
0.7829 |
|
LOW |
0.7808 |
|
0.618 |
0.7774 |
|
1.000 |
0.7753 |
|
1.618 |
0.7719 |
|
2.618 |
0.7664 |
|
4.250 |
0.7574 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7839 |
0.7830 |
| PP |
0.7837 |
0.7820 |
| S1 |
0.7836 |
0.7810 |
|