CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7819 |
0.7789 |
-0.0030 |
-0.4% |
0.7766 |
| High |
0.7842 |
0.7857 |
0.0015 |
0.2% |
0.7857 |
| Low |
0.7776 |
0.7780 |
0.0004 |
0.1% |
0.7730 |
| Close |
0.7791 |
0.7851 |
0.0060 |
0.8% |
0.7851 |
| Range |
0.0066 |
0.0077 |
0.0011 |
16.7% |
0.0127 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.3% |
0.0000 |
| Volume |
1,775 |
5,241 |
3,466 |
195.3% |
11,373 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8060 |
0.8033 |
0.7893 |
|
| R3 |
0.7983 |
0.7956 |
0.7872 |
|
| R2 |
0.7906 |
0.7906 |
0.7865 |
|
| R1 |
0.7879 |
0.7879 |
0.7858 |
0.7892 |
| PP |
0.7829 |
0.7829 |
0.7829 |
0.7836 |
| S1 |
0.7802 |
0.7802 |
0.7844 |
0.7816 |
| S2 |
0.7752 |
0.7752 |
0.7837 |
|
| S3 |
0.7675 |
0.7725 |
0.7830 |
|
| S4 |
0.7598 |
0.7648 |
0.7809 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8194 |
0.8149 |
0.7921 |
|
| R3 |
0.8067 |
0.8022 |
0.7886 |
|
| R2 |
0.7940 |
0.7940 |
0.7874 |
|
| R1 |
0.7895 |
0.7895 |
0.7863 |
0.7917 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7824 |
| S1 |
0.7768 |
0.7768 |
0.7839 |
0.7791 |
| S2 |
0.7686 |
0.7686 |
0.7828 |
|
| S3 |
0.7559 |
0.7641 |
0.7816 |
|
| S4 |
0.7432 |
0.7514 |
0.7781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7857 |
0.7730 |
0.0127 |
1.6% |
0.0065 |
0.8% |
95% |
True |
False |
2,274 |
| 10 |
0.7896 |
0.7716 |
0.0180 |
2.3% |
0.0061 |
0.8% |
75% |
False |
False |
1,591 |
| 20 |
0.7986 |
0.7716 |
0.0270 |
3.4% |
0.0066 |
0.8% |
50% |
False |
False |
938 |
| 40 |
0.8130 |
0.7716 |
0.0414 |
5.3% |
0.0069 |
0.9% |
33% |
False |
False |
592 |
| 60 |
0.8130 |
0.7517 |
0.0613 |
7.8% |
0.0056 |
0.7% |
54% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8184 |
|
2.618 |
0.8059 |
|
1.618 |
0.7982 |
|
1.000 |
0.7934 |
|
0.618 |
0.7905 |
|
HIGH |
0.7857 |
|
0.618 |
0.7828 |
|
0.500 |
0.7819 |
|
0.382 |
0.7809 |
|
LOW |
0.7780 |
|
0.618 |
0.7732 |
|
1.000 |
0.7703 |
|
1.618 |
0.7655 |
|
2.618 |
0.7578 |
|
4.250 |
0.7453 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7840 |
0.7839 |
| PP |
0.7829 |
0.7828 |
| S1 |
0.7819 |
0.7816 |
|