CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7875 |
0.7798 |
-0.0077 |
-1.0% |
0.7851 |
| High |
0.7885 |
0.7804 |
-0.0081 |
-1.0% |
0.7917 |
| Low |
0.7794 |
0.7709 |
-0.0085 |
-1.1% |
0.7709 |
| Close |
0.7798 |
0.7713 |
-0.0085 |
-1.1% |
0.7713 |
| Range |
0.0091 |
0.0095 |
0.0004 |
4.4% |
0.0208 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.8% |
0.0000 |
| Volume |
107,407 |
21,991 |
-85,416 |
-79.5% |
463,820 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8027 |
0.7965 |
0.7765 |
|
| R3 |
0.7932 |
0.7870 |
0.7739 |
|
| R2 |
0.7837 |
0.7837 |
0.7730 |
|
| R1 |
0.7775 |
0.7775 |
0.7722 |
0.7759 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7734 |
| S1 |
0.7680 |
0.7680 |
0.7704 |
0.7664 |
| S2 |
0.7647 |
0.7647 |
0.7696 |
|
| S3 |
0.7552 |
0.7585 |
0.7687 |
|
| S4 |
0.7457 |
0.7490 |
0.7661 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8404 |
0.8266 |
0.7827 |
|
| R3 |
0.8196 |
0.8058 |
0.7770 |
|
| R2 |
0.7988 |
0.7988 |
0.7751 |
|
| R1 |
0.7850 |
0.7850 |
0.7732 |
0.7815 |
| PP |
0.7780 |
0.7780 |
0.7780 |
0.7762 |
| S1 |
0.7642 |
0.7642 |
0.7694 |
0.7607 |
| S2 |
0.7572 |
0.7572 |
0.7675 |
|
| S3 |
0.7364 |
0.7434 |
0.7656 |
|
| S4 |
0.7156 |
0.7226 |
0.7599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7917 |
0.7709 |
0.0208 |
2.7% |
0.0067 |
0.9% |
2% |
False |
True |
92,764 |
| 10 |
0.7917 |
0.7709 |
0.0208 |
2.7% |
0.0067 |
0.9% |
2% |
False |
True |
100,137 |
| 20 |
0.7987 |
0.7709 |
0.0278 |
3.6% |
0.0067 |
0.9% |
1% |
False |
True |
105,701 |
| 40 |
0.8135 |
0.7709 |
0.0426 |
5.5% |
0.0075 |
1.0% |
1% |
False |
True |
123,705 |
| 60 |
0.8135 |
0.7644 |
0.0491 |
6.4% |
0.0066 |
0.9% |
14% |
False |
False |
112,222 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.3% |
0.0062 |
0.8% |
34% |
False |
False |
89,072 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.3% |
0.0060 |
0.8% |
34% |
False |
False |
71,298 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.3% |
0.0057 |
0.7% |
34% |
False |
False |
59,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8208 |
|
2.618 |
0.8053 |
|
1.618 |
0.7958 |
|
1.000 |
0.7899 |
|
0.618 |
0.7863 |
|
HIGH |
0.7804 |
|
0.618 |
0.7768 |
|
0.500 |
0.7757 |
|
0.382 |
0.7745 |
|
LOW |
0.7709 |
|
0.618 |
0.7650 |
|
1.000 |
0.7614 |
|
1.618 |
0.7555 |
|
2.618 |
0.7460 |
|
4.250 |
0.7305 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7757 |
0.7813 |
| PP |
0.7742 |
0.7780 |
| S1 |
0.7728 |
0.7746 |
|