CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7557 |
0.7508 |
-0.0049 |
-0.6% |
0.7590 |
| High |
0.7565 |
0.7529 |
-0.0036 |
-0.5% |
0.7650 |
| Low |
0.7501 |
0.7498 |
-0.0003 |
0.0% |
0.7498 |
| Close |
0.7502 |
0.7502 |
0.0000 |
0.0% |
0.7502 |
| Range |
0.0064 |
0.0031 |
-0.0033 |
-51.6% |
0.0152 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
5,196 |
5,052 |
-144 |
-2.8% |
20,104 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7603 |
0.7583 |
0.7519 |
|
| R3 |
0.7572 |
0.7552 |
0.7511 |
|
| R2 |
0.7541 |
0.7541 |
0.7508 |
|
| R1 |
0.7521 |
0.7521 |
0.7505 |
0.7516 |
| PP |
0.7510 |
0.7510 |
0.7510 |
0.7507 |
| S1 |
0.7490 |
0.7490 |
0.7499 |
0.7484 |
| S2 |
0.7479 |
0.7479 |
0.7496 |
|
| S3 |
0.7448 |
0.7459 |
0.7493 |
|
| S4 |
0.7417 |
0.7428 |
0.7485 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8006 |
0.7906 |
0.7586 |
|
| R3 |
0.7854 |
0.7754 |
0.7544 |
|
| R2 |
0.7702 |
0.7702 |
0.7530 |
|
| R1 |
0.7602 |
0.7602 |
0.7516 |
0.7576 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7537 |
| S1 |
0.7450 |
0.7450 |
0.7488 |
0.7424 |
| S2 |
0.7398 |
0.7398 |
0.7474 |
|
| S3 |
0.7246 |
0.7298 |
0.7460 |
|
| S4 |
0.7094 |
0.7146 |
0.7418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7650 |
0.7498 |
0.0152 |
2.0% |
0.0052 |
0.7% |
3% |
False |
True |
4,020 |
| 10 |
0.7650 |
0.7498 |
0.0152 |
2.0% |
0.0051 |
0.7% |
3% |
False |
True |
2,403 |
| 20 |
0.7684 |
0.7498 |
0.0186 |
2.5% |
0.0047 |
0.6% |
2% |
False |
True |
1,377 |
| 40 |
0.7884 |
0.7498 |
0.0386 |
5.1% |
0.0049 |
0.6% |
1% |
False |
True |
759 |
| 60 |
0.8077 |
0.7498 |
0.0579 |
7.7% |
0.0050 |
0.7% |
1% |
False |
True |
521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7661 |
|
2.618 |
0.7610 |
|
1.618 |
0.7579 |
|
1.000 |
0.7560 |
|
0.618 |
0.7548 |
|
HIGH |
0.7529 |
|
0.618 |
0.7517 |
|
0.500 |
0.7514 |
|
0.382 |
0.7510 |
|
LOW |
0.7498 |
|
0.618 |
0.7479 |
|
1.000 |
0.7467 |
|
1.618 |
0.7448 |
|
2.618 |
0.7417 |
|
4.250 |
0.7366 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7514 |
0.7566 |
| PP |
0.7510 |
0.7544 |
| S1 |
0.7506 |
0.7523 |
|