CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7787 |
0.7851 |
0.0064 |
0.8% |
0.7765 |
| High |
0.7855 |
0.7880 |
0.0025 |
0.3% |
0.7855 |
| Low |
0.7776 |
0.7849 |
0.0073 |
0.9% |
0.7726 |
| Close |
0.7848 |
0.7877 |
0.0029 |
0.4% |
0.7848 |
| Range |
0.0079 |
0.0031 |
-0.0048 |
-60.8% |
0.0129 |
| ATR |
0.0070 |
0.0068 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
113,812 |
73,400 |
-40,412 |
-35.5% |
537,552 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7962 |
0.7950 |
0.7894 |
|
| R3 |
0.7931 |
0.7919 |
0.7886 |
|
| R2 |
0.7900 |
0.7900 |
0.7883 |
|
| R1 |
0.7888 |
0.7888 |
0.7880 |
0.7894 |
| PP |
0.7869 |
0.7869 |
0.7869 |
0.7872 |
| S1 |
0.7857 |
0.7857 |
0.7874 |
0.7863 |
| S2 |
0.7838 |
0.7838 |
0.7871 |
|
| S3 |
0.7807 |
0.7826 |
0.7868 |
|
| S4 |
0.7776 |
0.7795 |
0.7860 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8197 |
0.8151 |
0.7919 |
|
| R3 |
0.8068 |
0.8022 |
0.7883 |
|
| R2 |
0.7939 |
0.7939 |
0.7872 |
|
| R1 |
0.7893 |
0.7893 |
0.7860 |
0.7916 |
| PP |
0.7810 |
0.7810 |
0.7810 |
0.7821 |
| S1 |
0.7764 |
0.7764 |
0.7836 |
0.7787 |
| S2 |
0.7681 |
0.7681 |
0.7824 |
|
| S3 |
0.7552 |
0.7635 |
0.7813 |
|
| S4 |
0.7423 |
0.7506 |
0.7777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7880 |
0.7757 |
0.0123 |
1.6% |
0.0064 |
0.8% |
98% |
True |
False |
104,569 |
| 10 |
0.7880 |
0.7713 |
0.0167 |
2.1% |
0.0060 |
0.8% |
98% |
True |
False |
109,921 |
| 20 |
0.7987 |
0.7713 |
0.0274 |
3.5% |
0.0069 |
0.9% |
60% |
False |
False |
109,464 |
| 40 |
0.8135 |
0.7713 |
0.0422 |
5.4% |
0.0074 |
0.9% |
39% |
False |
False |
127,863 |
| 60 |
0.8135 |
0.7549 |
0.0586 |
7.4% |
0.0065 |
0.8% |
56% |
False |
False |
111,176 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0061 |
0.8% |
59% |
False |
False |
84,207 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0058 |
0.7% |
59% |
False |
False |
67,396 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0057 |
0.7% |
59% |
False |
False |
56,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8012 |
|
2.618 |
0.7961 |
|
1.618 |
0.7930 |
|
1.000 |
0.7911 |
|
0.618 |
0.7899 |
|
HIGH |
0.7880 |
|
0.618 |
0.7868 |
|
0.500 |
0.7865 |
|
0.382 |
0.7861 |
|
LOW |
0.7849 |
|
0.618 |
0.7830 |
|
1.000 |
0.7818 |
|
1.618 |
0.7799 |
|
2.618 |
0.7768 |
|
4.250 |
0.7717 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7873 |
0.7860 |
| PP |
0.7869 |
0.7843 |
| S1 |
0.7865 |
0.7826 |
|