CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7855 |
0.7920 |
0.0065 |
0.8% |
0.7901 |
| High |
0.7933 |
0.7965 |
0.0032 |
0.4% |
0.7953 |
| Low |
0.7772 |
0.7891 |
0.0119 |
1.5% |
0.7757 |
| Close |
0.7912 |
0.7934 |
0.0022 |
0.3% |
0.7788 |
| Range |
0.0161 |
0.0074 |
-0.0087 |
-54.0% |
0.0196 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
163,306 |
109,952 |
-53,354 |
-32.7% |
858,599 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8152 |
0.8117 |
0.7975 |
|
| R3 |
0.8078 |
0.8043 |
0.7954 |
|
| R2 |
0.8004 |
0.8004 |
0.7948 |
|
| R1 |
0.7969 |
0.7969 |
0.7941 |
0.7987 |
| PP |
0.7930 |
0.7930 |
0.7930 |
0.7939 |
| S1 |
0.7895 |
0.7895 |
0.7927 |
0.7913 |
| S2 |
0.7856 |
0.7856 |
0.7920 |
|
| S3 |
0.7782 |
0.7821 |
0.7914 |
|
| S4 |
0.7708 |
0.7747 |
0.7893 |
|
|
| 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 |
0.7965 |
0.7757 |
0.0208 |
2.6% |
0.0082 |
1.0% |
85% |
True |
False |
127,655 |
| 10 |
0.8043 |
0.7757 |
0.0286 |
3.6% |
0.0086 |
1.1% |
62% |
False |
False |
151,864 |
| 20 |
0.8135 |
0.7757 |
0.0378 |
4.8% |
0.0082 |
1.0% |
47% |
False |
False |
141,709 |
| 40 |
0.8135 |
0.7644 |
0.0491 |
6.2% |
0.0066 |
0.8% |
59% |
False |
False |
115,483 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
8.0% |
0.0061 |
0.8% |
68% |
False |
False |
83,528 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.0% |
0.0058 |
0.7% |
68% |
False |
False |
62,697 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.0% |
0.0055 |
0.7% |
68% |
False |
False |
50,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8280 |
|
2.618 |
0.8159 |
|
1.618 |
0.8085 |
|
1.000 |
0.8039 |
|
0.618 |
0.8011 |
|
HIGH |
0.7965 |
|
0.618 |
0.7937 |
|
0.500 |
0.7928 |
|
0.382 |
0.7919 |
|
LOW |
0.7891 |
|
0.618 |
0.7845 |
|
1.000 |
0.7817 |
|
1.618 |
0.7771 |
|
2.618 |
0.7697 |
|
4.250 |
0.7577 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7932 |
0.7912 |
| PP |
0.7930 |
0.7890 |
| S1 |
0.7928 |
0.7869 |
|