CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 19-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7798 |
0.7715 |
-0.0083 |
-1.1% |
0.7851 |
High |
0.7804 |
0.7720 |
-0.0084 |
-1.1% |
0.7917 |
Low |
0.7709 |
0.7688 |
-0.0021 |
-0.3% |
0.7709 |
Close |
0.7713 |
0.7704 |
-0.0009 |
-0.1% |
0.7713 |
Range |
0.0095 |
0.0032 |
-0.0063 |
-66.3% |
0.0208 |
ATR |
0.0070 |
0.0067 |
-0.0003 |
-3.9% |
0.0000 |
Volume |
21,991 |
1,471 |
-20,520 |
-93.3% |
463,820 |
|
Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7800 |
0.7784 |
0.7722 |
|
R3 |
0.7768 |
0.7752 |
0.7713 |
|
R2 |
0.7736 |
0.7736 |
0.7710 |
|
R1 |
0.7720 |
0.7720 |
0.7707 |
0.7712 |
PP |
0.7704 |
0.7704 |
0.7704 |
0.7700 |
S1 |
0.7688 |
0.7688 |
0.7701 |
0.7680 |
S2 |
0.7672 |
0.7672 |
0.7698 |
|
S3 |
0.7640 |
0.7656 |
0.7695 |
|
S4 |
0.7608 |
0.7624 |
0.7686 |
|
|
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 |
0.7688 |
0.0229 |
3.0% |
0.0067 |
0.9% |
7% |
False |
True |
78,378 |
10 |
0.7917 |
0.7688 |
0.0229 |
3.0% |
0.0066 |
0.9% |
7% |
False |
True |
91,473 |
20 |
0.7934 |
0.7688 |
0.0246 |
3.2% |
0.0064 |
0.8% |
7% |
False |
True |
100,356 |
40 |
0.8135 |
0.7688 |
0.0447 |
5.8% |
0.0074 |
1.0% |
4% |
False |
True |
121,388 |
60 |
0.8135 |
0.7650 |
0.0485 |
6.3% |
0.0066 |
0.9% |
11% |
False |
False |
111,191 |
80 |
0.8135 |
0.7498 |
0.0637 |
8.3% |
0.0063 |
0.8% |
32% |
False |
False |
89,083 |
100 |
0.8135 |
0.7498 |
0.0637 |
8.3% |
0.0060 |
0.8% |
32% |
False |
False |
71,312 |
120 |
0.8135 |
0.7498 |
0.0637 |
8.3% |
0.0057 |
0.7% |
32% |
False |
False |
59,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7856 |
2.618 |
0.7804 |
1.618 |
0.7772 |
1.000 |
0.7752 |
0.618 |
0.7740 |
HIGH |
0.7720 |
0.618 |
0.7708 |
0.500 |
0.7704 |
0.382 |
0.7700 |
LOW |
0.7688 |
0.618 |
0.7668 |
1.000 |
0.7656 |
1.618 |
0.7636 |
2.618 |
0.7604 |
4.250 |
0.7552 |
|
|
Fisher Pivots for day following 19-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7704 |
0.7787 |
PP |
0.7704 |
0.7759 |
S1 |
0.7704 |
0.7732 |
|