CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7763 |
0.7766 |
0.0003 |
0.0% |
0.7845 |
| High |
0.7769 |
0.7773 |
0.0004 |
0.1% |
0.7896 |
| Low |
0.7716 |
0.7741 |
0.0025 |
0.3% |
0.7716 |
| Close |
0.7762 |
0.7757 |
-0.0005 |
-0.1% |
0.7757 |
| Range |
0.0053 |
0.0032 |
-0.0021 |
-39.6% |
0.0180 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
1,069 |
1,277 |
208 |
19.5% |
4,538 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7853 |
0.7837 |
0.7775 |
|
| R3 |
0.7821 |
0.7805 |
0.7766 |
|
| R2 |
0.7789 |
0.7789 |
0.7763 |
|
| R1 |
0.7773 |
0.7773 |
0.7760 |
0.7765 |
| PP |
0.7757 |
0.7757 |
0.7757 |
0.7753 |
| S1 |
0.7741 |
0.7741 |
0.7754 |
0.7733 |
| S2 |
0.7725 |
0.7725 |
0.7751 |
|
| S3 |
0.7693 |
0.7709 |
0.7748 |
|
| S4 |
0.7661 |
0.7677 |
0.7739 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8330 |
0.8223 |
0.7856 |
|
| R3 |
0.8150 |
0.8043 |
0.7807 |
|
| R2 |
0.7970 |
0.7970 |
0.7790 |
|
| R1 |
0.7863 |
0.7863 |
0.7774 |
0.7827 |
| PP |
0.7790 |
0.7790 |
0.7790 |
0.7771 |
| S1 |
0.7683 |
0.7683 |
0.7741 |
0.7647 |
| S2 |
0.7610 |
0.7610 |
0.7724 |
|
| S3 |
0.7430 |
0.7503 |
0.7708 |
|
| S4 |
0.7250 |
0.7323 |
0.7658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7896 |
0.7716 |
0.0180 |
2.3% |
0.0058 |
0.7% |
23% |
False |
False |
907 |
| 10 |
0.7986 |
0.7716 |
0.0270 |
3.5% |
0.0062 |
0.8% |
15% |
False |
False |
579 |
| 20 |
0.8039 |
0.7716 |
0.0323 |
4.2% |
0.0071 |
0.9% |
13% |
False |
False |
476 |
| 40 |
0.8130 |
0.7716 |
0.0414 |
5.3% |
0.0065 |
0.8% |
10% |
False |
False |
315 |
| 60 |
0.8130 |
0.7501 |
0.0629 |
8.1% |
0.0054 |
0.7% |
41% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7909 |
|
2.618 |
0.7857 |
|
1.618 |
0.7825 |
|
1.000 |
0.7805 |
|
0.618 |
0.7793 |
|
HIGH |
0.7773 |
|
0.618 |
0.7761 |
|
0.500 |
0.7757 |
|
0.382 |
0.7753 |
|
LOW |
0.7741 |
|
0.618 |
0.7721 |
|
1.000 |
0.7709 |
|
1.618 |
0.7689 |
|
2.618 |
0.7657 |
|
4.250 |
0.7605 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7757 |
0.7768 |
| PP |
0.7757 |
0.7764 |
| S1 |
0.7757 |
0.7761 |
|