CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7580 |
0.0035 |
0.5% |
0.7641 |
| High |
0.7582 |
0.7615 |
0.0033 |
0.4% |
0.7657 |
| Low |
0.7527 |
0.7550 |
0.0023 |
0.3% |
0.7530 |
| Close |
0.7577 |
0.7608 |
0.0031 |
0.4% |
0.7560 |
| Range |
0.0055 |
0.0065 |
0.0010 |
18.2% |
0.0127 |
| ATR |
0.0048 |
0.0050 |
0.0001 |
2.4% |
0.0000 |
| Volume |
473 |
512 |
39 |
8.2% |
1,562 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7786 |
0.7762 |
0.7644 |
|
| R3 |
0.7721 |
0.7697 |
0.7626 |
|
| R2 |
0.7656 |
0.7656 |
0.7620 |
|
| R1 |
0.7632 |
0.7632 |
0.7614 |
0.7644 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7597 |
| S1 |
0.7567 |
0.7567 |
0.7602 |
0.7579 |
| S2 |
0.7526 |
0.7526 |
0.7596 |
|
| S3 |
0.7461 |
0.7502 |
0.7590 |
|
| S4 |
0.7396 |
0.7437 |
0.7572 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7963 |
0.7889 |
0.7630 |
|
| R3 |
0.7836 |
0.7762 |
0.7595 |
|
| R2 |
0.7709 |
0.7709 |
0.7583 |
|
| R1 |
0.7635 |
0.7635 |
0.7572 |
0.7609 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7569 |
| S1 |
0.7508 |
0.7508 |
0.7548 |
0.7482 |
| S2 |
0.7455 |
0.7455 |
0.7537 |
|
| S3 |
0.7328 |
0.7381 |
0.7525 |
|
| S4 |
0.7201 |
0.7254 |
0.7490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7615 |
0.7527 |
0.0088 |
1.2% |
0.0048 |
0.6% |
92% |
True |
False |
381 |
| 10 |
0.7684 |
0.7527 |
0.0157 |
2.1% |
0.0044 |
0.6% |
52% |
False |
False |
318 |
| 20 |
0.7722 |
0.7527 |
0.0195 |
2.6% |
0.0047 |
0.6% |
42% |
False |
False |
269 |
| 40 |
0.7884 |
0.7527 |
0.0357 |
4.7% |
0.0046 |
0.6% |
23% |
False |
False |
160 |
| 60 |
0.8100 |
0.7527 |
0.0573 |
7.5% |
0.0051 |
0.7% |
14% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7891 |
|
2.618 |
0.7785 |
|
1.618 |
0.7720 |
|
1.000 |
0.7680 |
|
0.618 |
0.7655 |
|
HIGH |
0.7615 |
|
0.618 |
0.7590 |
|
0.500 |
0.7583 |
|
0.382 |
0.7575 |
|
LOW |
0.7550 |
|
0.618 |
0.7510 |
|
1.000 |
0.7485 |
|
1.618 |
0.7445 |
|
2.618 |
0.7380 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7596 |
| PP |
0.7591 |
0.7583 |
| S1 |
0.7583 |
0.7571 |
|