CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7840 |
0.7801 |
-0.0039 |
-0.5% |
0.7868 |
High |
0.7865 |
0.7823 |
-0.0042 |
-0.5% |
0.7872 |
Low |
0.7800 |
0.7787 |
-0.0013 |
-0.2% |
0.7800 |
Close |
0.7803 |
0.7795 |
-0.0008 |
-0.1% |
0.7803 |
Range |
0.0065 |
0.0036 |
-0.0029 |
-44.6% |
0.0072 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
28 |
16 |
-12 |
-42.9% |
264 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7910 |
0.7888 |
0.7815 |
|
R3 |
0.7874 |
0.7852 |
0.7805 |
|
R2 |
0.7838 |
0.7838 |
0.7802 |
|
R1 |
0.7816 |
0.7816 |
0.7798 |
0.7809 |
PP |
0.7802 |
0.7802 |
0.7802 |
0.7798 |
S1 |
0.7780 |
0.7780 |
0.7792 |
0.7773 |
S2 |
0.7766 |
0.7766 |
0.7788 |
|
S3 |
0.7730 |
0.7744 |
0.7785 |
|
S4 |
0.7694 |
0.7708 |
0.7775 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8041 |
0.7994 |
0.7843 |
|
R3 |
0.7969 |
0.7922 |
0.7823 |
|
R2 |
0.7897 |
0.7897 |
0.7816 |
|
R1 |
0.7850 |
0.7850 |
0.7810 |
0.7838 |
PP |
0.7825 |
0.7825 |
0.7825 |
0.7819 |
S1 |
0.7778 |
0.7778 |
0.7796 |
0.7766 |
S2 |
0.7753 |
0.7753 |
0.7790 |
|
S3 |
0.7681 |
0.7706 |
0.7783 |
|
S4 |
0.7609 |
0.7634 |
0.7763 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7976 |
2.618 |
0.7917 |
1.618 |
0.7881 |
1.000 |
0.7859 |
0.618 |
0.7845 |
HIGH |
0.7823 |
0.618 |
0.7809 |
0.500 |
0.7805 |
0.382 |
0.7801 |
LOW |
0.7787 |
0.618 |
0.7765 |
1.000 |
0.7751 |
1.618 |
0.7729 |
2.618 |
0.7693 |
4.250 |
0.7634 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7805 |
0.7829 |
PP |
0.7802 |
0.7818 |
S1 |
0.7798 |
0.7806 |
|