CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7765 |
0.7763 |
-0.0002 |
0.0% |
0.7843 |
| High |
0.7771 |
0.7842 |
0.0071 |
0.9% |
0.7893 |
| Low |
0.7726 |
0.7757 |
0.0031 |
0.4% |
0.7713 |
| Close |
0.7761 |
0.7818 |
0.0057 |
0.7% |
0.7754 |
| Range |
0.0045 |
0.0085 |
0.0040 |
88.9% |
0.0180 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.6% |
0.0000 |
| Volume |
88,105 |
126,280 |
38,175 |
43.3% |
574,142 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8061 |
0.8024 |
0.7865 |
|
| R3 |
0.7976 |
0.7939 |
0.7841 |
|
| R2 |
0.7891 |
0.7891 |
0.7834 |
|
| R1 |
0.7854 |
0.7854 |
0.7826 |
0.7873 |
| PP |
0.7806 |
0.7806 |
0.7806 |
0.7815 |
| S1 |
0.7769 |
0.7769 |
0.7810 |
0.7788 |
| S2 |
0.7721 |
0.7721 |
0.7802 |
|
| S3 |
0.7636 |
0.7684 |
0.7795 |
|
| S4 |
0.7551 |
0.7599 |
0.7771 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8327 |
0.8220 |
0.7853 |
|
| R3 |
0.8147 |
0.8040 |
0.7804 |
|
| R2 |
0.7967 |
0.7967 |
0.7787 |
|
| R1 |
0.7860 |
0.7860 |
0.7771 |
0.7824 |
| PP |
0.7787 |
0.7787 |
0.7787 |
0.7768 |
| S1 |
0.7680 |
0.7680 |
0.7738 |
0.7644 |
| S2 |
0.7607 |
0.7607 |
0.7721 |
|
| S3 |
0.7427 |
0.7500 |
0.7705 |
|
| S4 |
0.7247 |
0.7320 |
0.7655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7842 |
0.7713 |
0.0129 |
1.7% |
0.0056 |
0.7% |
81% |
True |
False |
118,373 |
| 10 |
0.7903 |
0.7713 |
0.0190 |
2.4% |
0.0065 |
0.8% |
55% |
False |
False |
108,959 |
| 20 |
0.7987 |
0.7713 |
0.0274 |
3.5% |
0.0073 |
0.9% |
38% |
False |
False |
123,916 |
| 40 |
0.8135 |
0.7713 |
0.0422 |
5.4% |
0.0074 |
0.9% |
25% |
False |
False |
129,314 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0064 |
0.8% |
50% |
False |
False |
105,384 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0060 |
0.8% |
50% |
False |
False |
79,261 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0058 |
0.7% |
50% |
False |
False |
63,432 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0057 |
0.7% |
50% |
False |
False |
52,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8203 |
|
2.618 |
0.8065 |
|
1.618 |
0.7980 |
|
1.000 |
0.7927 |
|
0.618 |
0.7895 |
|
HIGH |
0.7842 |
|
0.618 |
0.7810 |
|
0.500 |
0.7800 |
|
0.382 |
0.7789 |
|
LOW |
0.7757 |
|
0.618 |
0.7704 |
|
1.000 |
0.7672 |
|
1.618 |
0.7619 |
|
2.618 |
0.7534 |
|
4.250 |
0.7396 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7812 |
0.7807 |
| PP |
0.7806 |
0.7795 |
| S1 |
0.7800 |
0.7784 |
|