CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7999 |
0.7998 |
-0.0001 |
0.0% |
0.7914 |
| High |
0.8037 |
0.8026 |
-0.0011 |
-0.1% |
0.8037 |
| Low |
0.7981 |
0.7977 |
-0.0004 |
-0.1% |
0.7905 |
| Close |
0.7999 |
0.8010 |
0.0011 |
0.1% |
0.7999 |
| Range |
0.0056 |
0.0049 |
-0.0007 |
-12.5% |
0.0132 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
94,133 |
82,879 |
-11,254 |
-12.0% |
527,633 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8130 |
0.8037 |
|
| R3 |
0.8102 |
0.8081 |
0.8023 |
|
| R2 |
0.8053 |
0.8053 |
0.8019 |
|
| R1 |
0.8032 |
0.8032 |
0.8014 |
0.8043 |
| PP |
0.8004 |
0.8004 |
0.8004 |
0.8010 |
| S1 |
0.7983 |
0.7983 |
0.8006 |
0.7994 |
| S2 |
0.7955 |
0.7955 |
0.8001 |
|
| S3 |
0.7906 |
0.7934 |
0.7997 |
|
| S4 |
0.7857 |
0.7885 |
0.7983 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8376 |
0.8320 |
0.8072 |
|
| R3 |
0.8244 |
0.8188 |
0.8035 |
|
| R2 |
0.8112 |
0.8112 |
0.8023 |
|
| R1 |
0.8056 |
0.8056 |
0.8011 |
0.8084 |
| PP |
0.7980 |
0.7980 |
0.7980 |
0.7995 |
| S1 |
0.7924 |
0.7924 |
0.7987 |
0.7952 |
| S2 |
0.7848 |
0.7848 |
0.7975 |
|
| S3 |
0.7716 |
0.7792 |
0.7963 |
|
| S4 |
0.7584 |
0.7660 |
0.7926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8037 |
0.7905 |
0.0132 |
1.6% |
0.0065 |
0.8% |
80% |
False |
False |
122,102 |
| 10 |
0.8037 |
0.7805 |
0.0232 |
2.9% |
0.0062 |
0.8% |
88% |
False |
False |
118,837 |
| 20 |
0.8037 |
0.7652 |
0.0385 |
4.8% |
0.0051 |
0.6% |
93% |
False |
False |
91,859 |
| 40 |
0.8037 |
0.7498 |
0.0539 |
6.7% |
0.0051 |
0.6% |
95% |
False |
False |
58,838 |
| 60 |
0.8037 |
0.7498 |
0.0539 |
6.7% |
0.0050 |
0.6% |
95% |
False |
False |
39,309 |
| 80 |
0.8037 |
0.7498 |
0.0539 |
6.7% |
0.0048 |
0.6% |
95% |
False |
False |
29,493 |
| 100 |
0.8100 |
0.7498 |
0.0602 |
7.5% |
0.0051 |
0.6% |
85% |
False |
False |
23,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8234 |
|
2.618 |
0.8154 |
|
1.618 |
0.8105 |
|
1.000 |
0.8075 |
|
0.618 |
0.8056 |
|
HIGH |
0.8026 |
|
0.618 |
0.8007 |
|
0.500 |
0.8002 |
|
0.382 |
0.7996 |
|
LOW |
0.7977 |
|
0.618 |
0.7947 |
|
1.000 |
0.7928 |
|
1.618 |
0.7898 |
|
2.618 |
0.7849 |
|
4.250 |
0.7769 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8007 |
0.8003 |
| PP |
0.8004 |
0.7996 |
| S1 |
0.8002 |
0.7989 |
|