CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7858 |
0.7875 |
0.0017 |
0.2% |
0.7765 |
| High |
0.7917 |
0.7885 |
-0.0032 |
-0.4% |
0.7855 |
| Low |
0.7851 |
0.7794 |
-0.0057 |
-0.7% |
0.7726 |
| Close |
0.7883 |
0.7798 |
-0.0085 |
-1.1% |
0.7848 |
| Range |
0.0066 |
0.0091 |
0.0025 |
37.9% |
0.0129 |
| ATR |
0.0067 |
0.0068 |
0.0002 |
2.6% |
0.0000 |
| Volume |
146,756 |
107,407 |
-39,349 |
-26.8% |
537,552 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8099 |
0.8039 |
0.7848 |
|
| R3 |
0.8008 |
0.7948 |
0.7823 |
|
| R2 |
0.7917 |
0.7917 |
0.7815 |
|
| R1 |
0.7857 |
0.7857 |
0.7806 |
0.7842 |
| PP |
0.7826 |
0.7826 |
0.7826 |
0.7818 |
| S1 |
0.7766 |
0.7766 |
0.7790 |
0.7751 |
| S2 |
0.7735 |
0.7735 |
0.7781 |
|
| S3 |
0.7644 |
0.7675 |
0.7773 |
|
| S4 |
0.7553 |
0.7584 |
0.7748 |
|
|
| 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 |
0.7917 |
0.7776 |
0.0141 |
1.8% |
0.0064 |
0.8% |
16% |
False |
False |
111,128 |
| 10 |
0.7917 |
0.7726 |
0.0191 |
2.4% |
0.0061 |
0.8% |
38% |
False |
False |
108,263 |
| 20 |
0.7987 |
0.7713 |
0.0274 |
3.5% |
0.0066 |
0.8% |
31% |
False |
False |
110,099 |
| 40 |
0.8135 |
0.7713 |
0.0422 |
5.4% |
0.0074 |
0.9% |
20% |
False |
False |
126,141 |
| 60 |
0.8135 |
0.7638 |
0.0497 |
6.4% |
0.0065 |
0.8% |
32% |
False |
False |
112,833 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0062 |
0.8% |
47% |
False |
False |
88,800 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0059 |
0.8% |
47% |
False |
False |
71,078 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0057 |
0.7% |
47% |
False |
False |
59,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8272 |
|
2.618 |
0.8123 |
|
1.618 |
0.8032 |
|
1.000 |
0.7976 |
|
0.618 |
0.7941 |
|
HIGH |
0.7885 |
|
0.618 |
0.7850 |
|
0.500 |
0.7840 |
|
0.382 |
0.7829 |
|
LOW |
0.7794 |
|
0.618 |
0.7738 |
|
1.000 |
0.7703 |
|
1.618 |
0.7647 |
|
2.618 |
0.7556 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7840 |
0.7856 |
| PP |
0.7826 |
0.7836 |
| S1 |
0.7812 |
0.7817 |
|