CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 27-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.7843 |
0.7851 |
0.0008 |
0.1% |
0.7909 |
High |
0.7893 |
0.7868 |
-0.0025 |
-0.3% |
0.7934 |
Low |
0.7826 |
0.7783 |
-0.0043 |
-0.5% |
0.7790 |
Close |
0.7849 |
0.7796 |
-0.0053 |
-0.7% |
0.7835 |
Range |
0.0067 |
0.0085 |
0.0018 |
26.9% |
0.0144 |
ATR |
0.0076 |
0.0076 |
0.0001 |
0.9% |
0.0000 |
Volume |
85,882 |
110,777 |
24,895 |
29.0% |
430,139 |
|
Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8071 |
0.8018 |
0.7843 |
|
R3 |
0.7986 |
0.7933 |
0.7819 |
|
R2 |
0.7901 |
0.7901 |
0.7812 |
|
R1 |
0.7848 |
0.7848 |
0.7804 |
0.7832 |
PP |
0.7816 |
0.7816 |
0.7816 |
0.7808 |
S1 |
0.7763 |
0.7763 |
0.7788 |
0.7747 |
S2 |
0.7731 |
0.7731 |
0.7780 |
|
S3 |
0.7646 |
0.7678 |
0.7773 |
|
S4 |
0.7561 |
0.7593 |
0.7749 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8285 |
0.8204 |
0.7914 |
|
R3 |
0.8141 |
0.8060 |
0.7875 |
|
R2 |
0.7997 |
0.7997 |
0.7861 |
|
R1 |
0.7916 |
0.7916 |
0.7848 |
0.7885 |
PP |
0.7853 |
0.7853 |
0.7853 |
0.7837 |
S1 |
0.7772 |
0.7772 |
0.7822 |
0.7741 |
S2 |
0.7709 |
0.7709 |
0.7809 |
|
S3 |
0.7565 |
0.7628 |
0.7795 |
|
S4 |
0.7421 |
0.7484 |
0.7756 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7903 |
0.7783 |
0.0120 |
1.5% |
0.0073 |
0.9% |
11% |
False |
True |
99,544 |
10 |
0.7987 |
0.7772 |
0.0215 |
2.8% |
0.0081 |
1.0% |
11% |
False |
False |
109,997 |
20 |
0.8116 |
0.7757 |
0.0359 |
4.6% |
0.0081 |
1.0% |
11% |
False |
False |
134,741 |
40 |
0.8135 |
0.7757 |
0.0378 |
4.8% |
0.0072 |
0.9% |
10% |
False |
False |
124,552 |
60 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0064 |
0.8% |
47% |
False |
False |
95,713 |
80 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0060 |
0.8% |
47% |
False |
False |
71,877 |
100 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0057 |
0.7% |
47% |
False |
False |
57,517 |
120 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0057 |
0.7% |
47% |
False |
False |
47,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8229 |
2.618 |
0.8091 |
1.618 |
0.8006 |
1.000 |
0.7953 |
0.618 |
0.7921 |
HIGH |
0.7868 |
0.618 |
0.7836 |
0.500 |
0.7826 |
0.382 |
0.7815 |
LOW |
0.7783 |
0.618 |
0.7730 |
1.000 |
0.7698 |
1.618 |
0.7645 |
2.618 |
0.7560 |
4.250 |
0.7422 |
|
|
Fisher Pivots for day following 27-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7826 |
0.7838 |
PP |
0.7816 |
0.7824 |
S1 |
0.7806 |
0.7810 |
|