CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7812 |
0.7826 |
0.0014 |
0.2% |
0.7716 |
| High |
0.7844 |
0.7844 |
0.0000 |
0.0% |
0.7825 |
| Low |
0.7795 |
0.7804 |
0.0009 |
0.1% |
0.7712 |
| Close |
0.7830 |
0.7839 |
0.0009 |
0.1% |
0.7811 |
| Range |
0.0049 |
0.0040 |
-0.0009 |
-18.4% |
0.0113 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
64,561 |
76,130 |
11,569 |
17.9% |
191,228 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7949 |
0.7934 |
0.7861 |
|
| R3 |
0.7909 |
0.7894 |
0.7850 |
|
| R2 |
0.7869 |
0.7869 |
0.7846 |
|
| R1 |
0.7854 |
0.7854 |
0.7843 |
0.7862 |
| PP |
0.7829 |
0.7829 |
0.7829 |
0.7833 |
| S1 |
0.7814 |
0.7814 |
0.7835 |
0.7822 |
| S2 |
0.7789 |
0.7789 |
0.7832 |
|
| S3 |
0.7749 |
0.7774 |
0.7828 |
|
| S4 |
0.7709 |
0.7734 |
0.7817 |
|
|
| 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 |
0.7724 |
0.0120 |
1.5% |
0.0044 |
0.6% |
96% |
True |
False |
62,784 |
| 10 |
0.7844 |
0.7644 |
0.0200 |
2.6% |
0.0038 |
0.5% |
98% |
True |
False |
56,989 |
| 20 |
0.7844 |
0.7498 |
0.0346 |
4.4% |
0.0047 |
0.6% |
99% |
True |
False |
47,618 |
| 40 |
0.7844 |
0.7498 |
0.0346 |
4.4% |
0.0046 |
0.6% |
99% |
True |
False |
24,124 |
| 60 |
0.7884 |
0.7498 |
0.0386 |
4.9% |
0.0046 |
0.6% |
88% |
False |
False |
16,114 |
| 80 |
0.8077 |
0.7498 |
0.0579 |
7.4% |
0.0048 |
0.6% |
59% |
False |
False |
12,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8014 |
|
2.618 |
0.7949 |
|
1.618 |
0.7909 |
|
1.000 |
0.7884 |
|
0.618 |
0.7869 |
|
HIGH |
0.7844 |
|
0.618 |
0.7829 |
|
0.500 |
0.7824 |
|
0.382 |
0.7819 |
|
LOW |
0.7804 |
|
0.618 |
0.7779 |
|
1.000 |
0.7764 |
|
1.618 |
0.7739 |
|
2.618 |
0.7699 |
|
4.250 |
0.7634 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7834 |
0.7831 |
| PP |
0.7829 |
0.7824 |
| S1 |
0.7824 |
0.7816 |
|