CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7796 |
0.7812 |
0.0016 |
0.2% |
0.7716 |
| High |
0.7825 |
0.7844 |
0.0019 |
0.2% |
0.7825 |
| Low |
0.7788 |
0.7795 |
0.0007 |
0.1% |
0.7712 |
| Close |
0.7811 |
0.7830 |
0.0019 |
0.2% |
0.7811 |
| Range |
0.0037 |
0.0049 |
0.0012 |
32.4% |
0.0113 |
| ATR |
0.0045 |
0.0046 |
0.0000 |
0.6% |
0.0000 |
| Volume |
56,812 |
64,561 |
7,749 |
13.6% |
191,228 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7970 |
0.7949 |
0.7857 |
|
| R3 |
0.7921 |
0.7900 |
0.7843 |
|
| R2 |
0.7872 |
0.7872 |
0.7839 |
|
| R1 |
0.7851 |
0.7851 |
0.7834 |
0.7862 |
| PP |
0.7823 |
0.7823 |
0.7823 |
0.7828 |
| S1 |
0.7802 |
0.7802 |
0.7826 |
0.7813 |
| S2 |
0.7774 |
0.7774 |
0.7821 |
|
| S3 |
0.7725 |
0.7753 |
0.7817 |
|
| S4 |
0.7676 |
0.7704 |
0.7803 |
|
|
| 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 |
0.7844 |
0.7712 |
0.0132 |
1.7% |
0.0040 |
0.5% |
89% |
True |
False |
51,157 |
| 10 |
0.7844 |
0.7638 |
0.0206 |
2.6% |
0.0038 |
0.5% |
93% |
True |
False |
55,242 |
| 20 |
0.7844 |
0.7498 |
0.0346 |
4.4% |
0.0047 |
0.6% |
96% |
True |
False |
44,016 |
| 40 |
0.7844 |
0.7498 |
0.0346 |
4.4% |
0.0047 |
0.6% |
96% |
True |
False |
22,227 |
| 60 |
0.7884 |
0.7498 |
0.0386 |
4.9% |
0.0046 |
0.6% |
86% |
False |
False |
14,847 |
| 80 |
0.8100 |
0.7498 |
0.0602 |
7.7% |
0.0049 |
0.6% |
55% |
False |
False |
11,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8052 |
|
2.618 |
0.7972 |
|
1.618 |
0.7923 |
|
1.000 |
0.7893 |
|
0.618 |
0.7874 |
|
HIGH |
0.7844 |
|
0.618 |
0.7825 |
|
0.500 |
0.7820 |
|
0.382 |
0.7814 |
|
LOW |
0.7795 |
|
0.618 |
0.7765 |
|
1.000 |
0.7746 |
|
1.618 |
0.7716 |
|
2.618 |
0.7667 |
|
4.250 |
0.7587 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7827 |
0.7822 |
| PP |
0.7823 |
0.7814 |
| S1 |
0.7820 |
0.7806 |
|