CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 27-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.7919 |
0.7865 |
-0.0054 |
-0.7% |
0.8000 |
High |
0.7929 |
0.7870 |
-0.0059 |
-0.7% |
0.8077 |
Low |
0.7847 |
0.7821 |
-0.0026 |
-0.3% |
0.7894 |
Close |
0.7877 |
0.7845 |
-0.0032 |
-0.4% |
0.7949 |
Range |
0.0082 |
0.0049 |
-0.0033 |
-40.2% |
0.0183 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
114 |
37 |
-77 |
-67.5% |
238 |
|
Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7992 |
0.7968 |
0.7872 |
|
R3 |
0.7943 |
0.7919 |
0.7858 |
|
R2 |
0.7894 |
0.7894 |
0.7854 |
|
R1 |
0.7870 |
0.7870 |
0.7849 |
0.7858 |
PP |
0.7845 |
0.7845 |
0.7845 |
0.7839 |
S1 |
0.7821 |
0.7821 |
0.7841 |
0.7809 |
S2 |
0.7796 |
0.7796 |
0.7836 |
|
S3 |
0.7747 |
0.7772 |
0.7832 |
|
S4 |
0.7698 |
0.7723 |
0.7818 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8522 |
0.8419 |
0.8050 |
|
R3 |
0.8339 |
0.8236 |
0.7999 |
|
R2 |
0.8156 |
0.8156 |
0.7983 |
|
R1 |
0.8053 |
0.8053 |
0.7966 |
0.8013 |
PP |
0.7973 |
0.7973 |
0.7973 |
0.7954 |
S1 |
0.7870 |
0.7870 |
0.7932 |
0.7830 |
S2 |
0.7790 |
0.7790 |
0.7915 |
|
S3 |
0.7607 |
0.7687 |
0.7899 |
|
S4 |
0.7424 |
0.7504 |
0.7848 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8078 |
2.618 |
0.7998 |
1.618 |
0.7949 |
1.000 |
0.7919 |
0.618 |
0.7900 |
HIGH |
0.7870 |
0.618 |
0.7851 |
0.500 |
0.7846 |
0.382 |
0.7840 |
LOW |
0.7821 |
0.618 |
0.7791 |
1.000 |
0.7772 |
1.618 |
0.7742 |
2.618 |
0.7693 |
4.250 |
0.7613 |
|
|
Fisher Pivots for day following 27-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7846 |
0.7888 |
PP |
0.7845 |
0.7873 |
S1 |
0.7845 |
0.7859 |
|