CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7769 |
0.7796 |
0.0027 |
0.3% |
0.7716 |
| High |
0.7809 |
0.7825 |
0.0016 |
0.2% |
0.7825 |
| Low |
0.7768 |
0.7788 |
0.0020 |
0.3% |
0.7712 |
| Close |
0.7796 |
0.7811 |
0.0015 |
0.2% |
0.7811 |
| Range |
0.0041 |
0.0037 |
-0.0004 |
-9.8% |
0.0113 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
49,703 |
56,812 |
7,109 |
14.3% |
191,228 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7919 |
0.7902 |
0.7831 |
|
| R3 |
0.7882 |
0.7865 |
0.7821 |
|
| R2 |
0.7845 |
0.7845 |
0.7818 |
|
| R1 |
0.7828 |
0.7828 |
0.7814 |
0.7837 |
| PP |
0.7808 |
0.7808 |
0.7808 |
0.7812 |
| S1 |
0.7791 |
0.7791 |
0.7808 |
0.7800 |
| S2 |
0.7771 |
0.7771 |
0.7804 |
|
| S3 |
0.7734 |
0.7754 |
0.7801 |
|
| S4 |
0.7697 |
0.7717 |
0.7791 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8122 |
0.8079 |
0.7873 |
|
| R3 |
0.8009 |
0.7966 |
0.7842 |
|
| R2 |
0.7896 |
0.7896 |
0.7832 |
|
| R1 |
0.7853 |
0.7853 |
0.7821 |
0.7874 |
| PP |
0.7783 |
0.7783 |
0.7783 |
0.7793 |
| S1 |
0.7740 |
0.7740 |
0.7801 |
0.7762 |
| S2 |
0.7670 |
0.7670 |
0.7790 |
|
| S3 |
0.7557 |
0.7627 |
0.7780 |
|
| S4 |
0.7444 |
0.7514 |
0.7749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7825 |
0.7699 |
0.0126 |
1.6% |
0.0035 |
0.4% |
89% |
True |
False |
47,889 |
| 10 |
0.7825 |
0.7634 |
0.0191 |
2.4% |
0.0039 |
0.5% |
93% |
True |
False |
59,219 |
| 20 |
0.7825 |
0.7498 |
0.0327 |
4.2% |
0.0048 |
0.6% |
96% |
True |
False |
40,830 |
| 40 |
0.7825 |
0.7498 |
0.0327 |
4.2% |
0.0047 |
0.6% |
96% |
True |
False |
20,622 |
| 60 |
0.7884 |
0.7498 |
0.0386 |
4.9% |
0.0047 |
0.6% |
81% |
False |
False |
13,772 |
| 80 |
0.8100 |
0.7498 |
0.0602 |
7.7% |
0.0049 |
0.6% |
52% |
False |
False |
10,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7982 |
|
2.618 |
0.7922 |
|
1.618 |
0.7885 |
|
1.000 |
0.7862 |
|
0.618 |
0.7848 |
|
HIGH |
0.7825 |
|
0.618 |
0.7811 |
|
0.500 |
0.7807 |
|
0.382 |
0.7802 |
|
LOW |
0.7788 |
|
0.618 |
0.7765 |
|
1.000 |
0.7751 |
|
1.618 |
0.7728 |
|
2.618 |
0.7691 |
|
4.250 |
0.7631 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7810 |
0.7799 |
| PP |
0.7808 |
0.7787 |
| S1 |
0.7807 |
0.7775 |
|