CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7726 |
0.0010 |
0.1% |
0.7644 |
| High |
0.7731 |
0.7779 |
0.0048 |
0.6% |
0.7720 |
| Low |
0.7712 |
0.7724 |
0.0012 |
0.2% |
0.7638 |
| Close |
0.7730 |
0.7776 |
0.0046 |
0.6% |
0.7713 |
| Range |
0.0019 |
0.0055 |
0.0036 |
189.5% |
0.0082 |
| ATR |
0.0046 |
0.0046 |
0.0001 |
1.4% |
0.0000 |
| Volume |
17,995 |
66,718 |
48,723 |
270.8% |
296,635 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7925 |
0.7905 |
0.7806 |
|
| R3 |
0.7870 |
0.7850 |
0.7791 |
|
| R2 |
0.7815 |
0.7815 |
0.7786 |
|
| R1 |
0.7795 |
0.7795 |
0.7781 |
0.7805 |
| PP |
0.7760 |
0.7760 |
0.7760 |
0.7765 |
| S1 |
0.7740 |
0.7740 |
0.7771 |
0.7750 |
| S2 |
0.7705 |
0.7705 |
0.7766 |
|
| S3 |
0.7650 |
0.7685 |
0.7761 |
|
| S4 |
0.7595 |
0.7630 |
0.7746 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7936 |
0.7907 |
0.7758 |
|
| R3 |
0.7854 |
0.7825 |
0.7736 |
|
| R2 |
0.7772 |
0.7772 |
0.7728 |
|
| R1 |
0.7743 |
0.7743 |
0.7721 |
0.7758 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7698 |
| S1 |
0.7661 |
0.7661 |
0.7705 |
0.7676 |
| S2 |
0.7608 |
0.7608 |
0.7698 |
|
| S3 |
0.7526 |
0.7579 |
0.7690 |
|
| S4 |
0.7444 |
0.7497 |
0.7668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7779 |
0.7650 |
0.0129 |
1.7% |
0.0036 |
0.5% |
98% |
True |
False |
51,868 |
| 10 |
0.7779 |
0.7549 |
0.0230 |
3.0% |
0.0045 |
0.6% |
99% |
True |
False |
65,034 |
| 20 |
0.7779 |
0.7498 |
0.0281 |
3.6% |
0.0049 |
0.6% |
99% |
True |
False |
35,577 |
| 40 |
0.7779 |
0.7498 |
0.0281 |
3.6% |
0.0047 |
0.6% |
99% |
True |
False |
17,961 |
| 60 |
0.7884 |
0.7498 |
0.0386 |
5.0% |
0.0047 |
0.6% |
72% |
False |
False |
11,998 |
| 80 |
0.8100 |
0.7498 |
0.0602 |
7.7% |
0.0049 |
0.6% |
46% |
False |
False |
9,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8013 |
|
2.618 |
0.7923 |
|
1.618 |
0.7868 |
|
1.000 |
0.7834 |
|
0.618 |
0.7813 |
|
HIGH |
0.7779 |
|
0.618 |
0.7758 |
|
0.500 |
0.7752 |
|
0.382 |
0.7745 |
|
LOW |
0.7724 |
|
0.618 |
0.7690 |
|
1.000 |
0.7669 |
|
1.618 |
0.7635 |
|
2.618 |
0.7580 |
|
4.250 |
0.7490 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7768 |
0.7764 |
| PP |
0.7760 |
0.7751 |
| S1 |
0.7752 |
0.7739 |
|