CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7726 |
0.7769 |
0.0043 |
0.6% |
0.7644 |
| High |
0.7779 |
0.7809 |
0.0030 |
0.4% |
0.7720 |
| Low |
0.7724 |
0.7768 |
0.0044 |
0.6% |
0.7638 |
| Close |
0.7776 |
0.7796 |
0.0020 |
0.3% |
0.7713 |
| Range |
0.0055 |
0.0041 |
-0.0014 |
-25.5% |
0.0082 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
66,718 |
49,703 |
-17,015 |
-25.5% |
296,635 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7914 |
0.7896 |
0.7819 |
|
| R3 |
0.7873 |
0.7855 |
0.7807 |
|
| R2 |
0.7832 |
0.7832 |
0.7804 |
|
| R1 |
0.7814 |
0.7814 |
0.7800 |
0.7823 |
| PP |
0.7791 |
0.7791 |
0.7791 |
0.7796 |
| S1 |
0.7773 |
0.7773 |
0.7792 |
0.7782 |
| S2 |
0.7750 |
0.7750 |
0.7788 |
|
| S3 |
0.7709 |
0.7732 |
0.7785 |
|
| S4 |
0.7668 |
0.7691 |
0.7773 |
|
|
| 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 |
0.7809 |
0.7652 |
0.0157 |
2.0% |
0.0038 |
0.5% |
92% |
True |
False |
49,486 |
| 10 |
0.7809 |
0.7623 |
0.0186 |
2.4% |
0.0040 |
0.5% |
93% |
True |
False |
60,517 |
| 20 |
0.7809 |
0.7498 |
0.0311 |
4.0% |
0.0048 |
0.6% |
96% |
True |
False |
38,036 |
| 40 |
0.7809 |
0.7498 |
0.0311 |
4.0% |
0.0047 |
0.6% |
96% |
True |
False |
19,202 |
| 60 |
0.7884 |
0.7498 |
0.0386 |
5.0% |
0.0046 |
0.6% |
77% |
False |
False |
12,827 |
| 80 |
0.8100 |
0.7498 |
0.0602 |
7.7% |
0.0049 |
0.6% |
50% |
False |
False |
9,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7983 |
|
2.618 |
0.7916 |
|
1.618 |
0.7875 |
|
1.000 |
0.7850 |
|
0.618 |
0.7834 |
|
HIGH |
0.7809 |
|
0.618 |
0.7793 |
|
0.500 |
0.7789 |
|
0.382 |
0.7784 |
|
LOW |
0.7768 |
|
0.618 |
0.7743 |
|
1.000 |
0.7727 |
|
1.618 |
0.7702 |
|
2.618 |
0.7661 |
|
4.250 |
0.7594 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7794 |
0.7784 |
| PP |
0.7791 |
0.7772 |
| S1 |
0.7789 |
0.7761 |
|