CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7812 |
0.7818 |
0.0006 |
0.1% |
0.7843 |
| High |
0.7830 |
0.7839 |
0.0009 |
0.1% |
0.7893 |
| Low |
0.7771 |
0.7772 |
0.0001 |
0.0% |
0.7713 |
| Close |
0.7816 |
0.7788 |
-0.0028 |
-0.4% |
0.7754 |
| Range |
0.0059 |
0.0067 |
0.0008 |
13.6% |
0.0180 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
110,036 |
99,319 |
-10,717 |
-9.7% |
574,142 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8001 |
0.7961 |
0.7825 |
|
| R3 |
0.7934 |
0.7894 |
0.7806 |
|
| R2 |
0.7867 |
0.7867 |
0.7800 |
|
| R1 |
0.7827 |
0.7827 |
0.7794 |
0.7814 |
| PP |
0.7800 |
0.7800 |
0.7800 |
0.7793 |
| S1 |
0.7760 |
0.7760 |
0.7782 |
0.7746 |
| S2 |
0.7733 |
0.7733 |
0.7776 |
|
| S3 |
0.7666 |
0.7693 |
0.7770 |
|
| S4 |
0.7599 |
0.7626 |
0.7751 |
|
|
| 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 |
0.7726 |
0.0116 |
1.5% |
0.0059 |
0.8% |
53% |
False |
False |
105,398 |
| 10 |
0.7893 |
0.7713 |
0.0180 |
2.3% |
0.0060 |
0.8% |
42% |
False |
False |
107,355 |
| 20 |
0.7987 |
0.7713 |
0.0274 |
3.5% |
0.0071 |
0.9% |
27% |
False |
False |
117,172 |
| 40 |
0.8135 |
0.7713 |
0.0422 |
5.4% |
0.0075 |
1.0% |
18% |
False |
False |
129,384 |
| 60 |
0.8135 |
0.7503 |
0.0632 |
8.1% |
0.0065 |
0.8% |
45% |
False |
False |
108,703 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0060 |
0.8% |
46% |
False |
False |
81,871 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0058 |
0.7% |
46% |
False |
False |
65,525 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0057 |
0.7% |
46% |
False |
False |
54,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8124 |
|
2.618 |
0.8014 |
|
1.618 |
0.7947 |
|
1.000 |
0.7906 |
|
0.618 |
0.7880 |
|
HIGH |
0.7839 |
|
0.618 |
0.7813 |
|
0.500 |
0.7806 |
|
0.382 |
0.7798 |
|
LOW |
0.7772 |
|
0.618 |
0.7731 |
|
1.000 |
0.7705 |
|
1.618 |
0.7664 |
|
2.618 |
0.7597 |
|
4.250 |
0.7487 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7806 |
0.7800 |
| PP |
0.7800 |
0.7796 |
| S1 |
0.7794 |
0.7792 |
|