CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7828 |
0.7863 |
0.0035 |
0.4% |
0.7812 |
| High |
0.7866 |
0.7874 |
0.0008 |
0.1% |
0.7874 |
| Low |
0.7814 |
0.7834 |
0.0020 |
0.3% |
0.7795 |
| Close |
0.7864 |
0.7868 |
0.0004 |
0.1% |
0.7868 |
| Range |
0.0052 |
0.0040 |
-0.0012 |
-23.1% |
0.0079 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
97,657 |
106,228 |
8,571 |
8.8% |
344,576 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7979 |
0.7963 |
0.7890 |
|
| R3 |
0.7939 |
0.7923 |
0.7879 |
|
| R2 |
0.7899 |
0.7899 |
0.7875 |
|
| R1 |
0.7883 |
0.7883 |
0.7872 |
0.7891 |
| PP |
0.7859 |
0.7859 |
0.7859 |
0.7863 |
| S1 |
0.7843 |
0.7843 |
0.7864 |
0.7851 |
| S2 |
0.7819 |
0.7819 |
0.7861 |
|
| S3 |
0.7779 |
0.7803 |
0.7857 |
|
| S4 |
0.7739 |
0.7763 |
0.7846 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8083 |
0.8054 |
0.7911 |
|
| R3 |
0.8004 |
0.7975 |
0.7890 |
|
| R2 |
0.7925 |
0.7925 |
0.7882 |
|
| R1 |
0.7896 |
0.7896 |
0.7875 |
0.7911 |
| PP |
0.7846 |
0.7846 |
0.7846 |
0.7853 |
| S1 |
0.7817 |
0.7817 |
0.7861 |
0.7832 |
| S2 |
0.7767 |
0.7767 |
0.7854 |
|
| S3 |
0.7688 |
0.7738 |
0.7846 |
|
| S4 |
0.7609 |
0.7659 |
0.7825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7874 |
0.7788 |
0.0086 |
1.1% |
0.0044 |
0.6% |
93% |
True |
False |
80,277 |
| 10 |
0.7874 |
0.7652 |
0.0222 |
2.8% |
0.0041 |
0.5% |
97% |
True |
False |
64,881 |
| 20 |
0.7874 |
0.7498 |
0.0376 |
4.8% |
0.0045 |
0.6% |
98% |
True |
False |
57,524 |
| 40 |
0.7874 |
0.7498 |
0.0376 |
4.8% |
0.0046 |
0.6% |
98% |
True |
False |
29,208 |
| 60 |
0.7884 |
0.7498 |
0.0386 |
4.9% |
0.0047 |
0.6% |
96% |
False |
False |
19,510 |
| 80 |
0.8077 |
0.7498 |
0.0579 |
7.4% |
0.0049 |
0.6% |
64% |
False |
False |
14,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8044 |
|
2.618 |
0.7979 |
|
1.618 |
0.7939 |
|
1.000 |
0.7914 |
|
0.618 |
0.7899 |
|
HIGH |
0.7874 |
|
0.618 |
0.7859 |
|
0.500 |
0.7854 |
|
0.382 |
0.7849 |
|
LOW |
0.7834 |
|
0.618 |
0.7809 |
|
1.000 |
0.7794 |
|
1.618 |
0.7769 |
|
2.618 |
0.7729 |
|
4.250 |
0.7664 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7863 |
0.7858 |
| PP |
0.7859 |
0.7849 |
| S1 |
0.7854 |
0.7839 |
|