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 |
|