CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7914 |
0.7956 |
0.0042 |
0.5% |
0.7866 |
| High |
0.7977 |
0.8022 |
0.0045 |
0.6% |
0.7922 |
| Low |
0.7905 |
0.7939 |
0.0034 |
0.4% |
0.7805 |
| Close |
0.7958 |
0.8007 |
0.0049 |
0.6% |
0.7910 |
| Range |
0.0072 |
0.0083 |
0.0011 |
15.3% |
0.0117 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
4.4% |
0.0000 |
| Volume |
174,459 |
139,602 |
-34,857 |
-20.0% |
577,862 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8238 |
0.8206 |
0.8053 |
|
| R3 |
0.8155 |
0.8123 |
0.8030 |
|
| R2 |
0.8072 |
0.8072 |
0.8022 |
|
| R1 |
0.8040 |
0.8040 |
0.8015 |
0.8056 |
| PP |
0.7989 |
0.7989 |
0.7989 |
0.7998 |
| S1 |
0.7957 |
0.7957 |
0.7999 |
0.7973 |
| S2 |
0.7906 |
0.7906 |
0.7992 |
|
| S3 |
0.7823 |
0.7874 |
0.7984 |
|
| S4 |
0.7740 |
0.7791 |
0.7961 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8230 |
0.8187 |
0.7974 |
|
| R3 |
0.8113 |
0.8070 |
0.7942 |
|
| R2 |
0.7996 |
0.7996 |
0.7931 |
|
| R1 |
0.7953 |
0.7953 |
0.7921 |
0.7974 |
| PP |
0.7879 |
0.7879 |
0.7879 |
0.7890 |
| S1 |
0.7836 |
0.7836 |
0.7899 |
0.7858 |
| S2 |
0.7762 |
0.7762 |
0.7889 |
|
| S3 |
0.7645 |
0.7719 |
0.7878 |
|
| S4 |
0.7528 |
0.7602 |
0.7846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8022 |
0.7806 |
0.0216 |
2.7% |
0.0069 |
0.9% |
93% |
True |
False |
137,073 |
| 10 |
0.8022 |
0.7804 |
0.0218 |
2.7% |
0.0058 |
0.7% |
93% |
True |
False |
117,193 |
| 20 |
0.8022 |
0.7638 |
0.0384 |
4.8% |
0.0048 |
0.6% |
96% |
True |
False |
86,218 |
| 40 |
0.8022 |
0.7498 |
0.0524 |
6.5% |
0.0050 |
0.6% |
97% |
True |
False |
51,458 |
| 60 |
0.8022 |
0.7498 |
0.0524 |
6.5% |
0.0050 |
0.6% |
97% |
True |
False |
34,369 |
| 80 |
0.8022 |
0.7498 |
0.0524 |
6.5% |
0.0048 |
0.6% |
97% |
True |
False |
25,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8375 |
|
2.618 |
0.8239 |
|
1.618 |
0.8156 |
|
1.000 |
0.8105 |
|
0.618 |
0.8073 |
|
HIGH |
0.8022 |
|
0.618 |
0.7990 |
|
0.500 |
0.7981 |
|
0.382 |
0.7971 |
|
LOW |
0.7939 |
|
0.618 |
0.7888 |
|
1.000 |
0.7856 |
|
1.618 |
0.7805 |
|
2.618 |
0.7722 |
|
4.250 |
0.7586 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7998 |
0.7983 |
| PP |
0.7989 |
0.7958 |
| S1 |
0.7981 |
0.7934 |
|