CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7851 |
0.7794 |
-0.0057 |
-0.7% |
0.7909 |
| High |
0.7868 |
0.7819 |
-0.0049 |
-0.6% |
0.7934 |
| Low |
0.7783 |
0.7761 |
-0.0022 |
-0.3% |
0.7790 |
| Close |
0.7796 |
0.7778 |
-0.0018 |
-0.2% |
0.7835 |
| Range |
0.0085 |
0.0058 |
-0.0027 |
-31.8% |
0.0144 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
110,777 |
109,839 |
-938 |
-0.8% |
430,139 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7960 |
0.7927 |
0.7810 |
|
| R3 |
0.7902 |
0.7869 |
0.7794 |
|
| R2 |
0.7844 |
0.7844 |
0.7789 |
|
| R1 |
0.7811 |
0.7811 |
0.7783 |
0.7799 |
| PP |
0.7786 |
0.7786 |
0.7786 |
0.7780 |
| S1 |
0.7753 |
0.7753 |
0.7773 |
0.7741 |
| S2 |
0.7728 |
0.7728 |
0.7767 |
|
| S3 |
0.7670 |
0.7695 |
0.7762 |
|
| S4 |
0.7612 |
0.7637 |
0.7746 |
|
|
| 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 |
0.7893 |
0.7761 |
0.0132 |
1.7% |
0.0064 |
0.8% |
13% |
False |
True |
95,815 |
| 10 |
0.7987 |
0.7761 |
0.0226 |
2.9% |
0.0081 |
1.0% |
8% |
False |
True |
111,827 |
| 20 |
0.8116 |
0.7757 |
0.0359 |
4.6% |
0.0080 |
1.0% |
6% |
False |
False |
134,151 |
| 40 |
0.8135 |
0.7757 |
0.0378 |
4.9% |
0.0073 |
0.9% |
6% |
False |
False |
125,878 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0065 |
0.8% |
44% |
False |
False |
97,529 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0060 |
0.8% |
44% |
False |
False |
73,250 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0057 |
0.7% |
44% |
False |
False |
58,614 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0057 |
0.7% |
44% |
False |
False |
48,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8066 |
|
2.618 |
0.7971 |
|
1.618 |
0.7913 |
|
1.000 |
0.7877 |
|
0.618 |
0.7855 |
|
HIGH |
0.7819 |
|
0.618 |
0.7797 |
|
0.500 |
0.7790 |
|
0.382 |
0.7783 |
|
LOW |
0.7761 |
|
0.618 |
0.7725 |
|
1.000 |
0.7703 |
|
1.618 |
0.7667 |
|
2.618 |
0.7609 |
|
4.250 |
0.7515 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7790 |
0.7827 |
| PP |
0.7786 |
0.7811 |
| S1 |
0.7782 |
0.7794 |
|