CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 19-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7644 |
0.7663 |
0.0019 |
0.2% |
0.7507 |
High |
0.7674 |
0.7682 |
0.0008 |
0.1% |
0.7691 |
Low |
0.7638 |
0.7644 |
0.0006 |
0.1% |
0.7503 |
Close |
0.7665 |
0.7663 |
-0.0002 |
0.0% |
0.7644 |
Range |
0.0036 |
0.0038 |
0.0002 |
5.5% |
0.0188 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
58,659 |
63,348 |
4,689 |
8.0% |
307,805 |
|
Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7777 |
0.7758 |
0.7684 |
|
R3 |
0.7739 |
0.7720 |
0.7673 |
|
R2 |
0.7701 |
0.7701 |
0.7670 |
|
R1 |
0.7682 |
0.7682 |
0.7666 |
0.7682 |
PP |
0.7663 |
0.7663 |
0.7663 |
0.7663 |
S1 |
0.7644 |
0.7644 |
0.7660 |
0.7644 |
S2 |
0.7625 |
0.7625 |
0.7656 |
|
S3 |
0.7587 |
0.7606 |
0.7653 |
|
S4 |
0.7549 |
0.7568 |
0.7642 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8177 |
0.8098 |
0.7747 |
|
R3 |
0.7989 |
0.7910 |
0.7696 |
|
R2 |
0.7801 |
0.7801 |
0.7678 |
|
R1 |
0.7722 |
0.7722 |
0.7661 |
0.7762 |
PP |
0.7613 |
0.7613 |
0.7613 |
0.7632 |
S1 |
0.7534 |
0.7534 |
0.7627 |
0.7574 |
S2 |
0.7425 |
0.7425 |
0.7610 |
|
S3 |
0.7237 |
0.7346 |
0.7592 |
|
S4 |
0.7049 |
0.7158 |
0.7541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7691 |
0.7549 |
0.0142 |
1.9% |
0.0054 |
0.7% |
80% |
False |
False |
78,200 |
10 |
0.7691 |
0.7498 |
0.0193 |
2.5% |
0.0054 |
0.7% |
85% |
False |
False |
44,323 |
20 |
0.7691 |
0.7498 |
0.0193 |
2.5% |
0.0052 |
0.7% |
85% |
False |
False |
22,761 |
40 |
0.7811 |
0.7498 |
0.0313 |
4.1% |
0.0050 |
0.7% |
53% |
False |
False |
11,494 |
60 |
0.7929 |
0.7498 |
0.0431 |
5.6% |
0.0048 |
0.6% |
38% |
False |
False |
7,679 |
80 |
0.8100 |
0.7498 |
0.0602 |
7.9% |
0.0050 |
0.7% |
27% |
False |
False |
5,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7843 |
2.618 |
0.7781 |
1.618 |
0.7743 |
1.000 |
0.7720 |
0.618 |
0.7705 |
HIGH |
0.7682 |
0.618 |
0.7667 |
0.500 |
0.7663 |
0.382 |
0.7659 |
LOW |
0.7644 |
0.618 |
0.7621 |
1.000 |
0.7606 |
1.618 |
0.7583 |
2.618 |
0.7545 |
4.250 |
0.7483 |
|
|
Fisher Pivots for day following 19-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7663 |
0.7663 |
PP |
0.7663 |
0.7663 |
S1 |
0.7663 |
0.7663 |
|