CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7998 |
0.8012 |
0.0014 |
0.2% |
0.7914 |
| High |
0.8026 |
0.8028 |
0.0002 |
0.0% |
0.8037 |
| Low |
0.7977 |
0.7955 |
-0.0022 |
-0.3% |
0.7905 |
| Close |
0.8010 |
0.7996 |
-0.0014 |
-0.2% |
0.7999 |
| Range |
0.0049 |
0.0073 |
0.0024 |
49.0% |
0.0132 |
| ATR |
0.0054 |
0.0056 |
0.0001 |
2.4% |
0.0000 |
| Volume |
82,879 |
124,849 |
41,970 |
50.6% |
527,633 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8212 |
0.8177 |
0.8036 |
|
| R3 |
0.8139 |
0.8104 |
0.8016 |
|
| R2 |
0.8066 |
0.8066 |
0.8009 |
|
| R1 |
0.8031 |
0.8031 |
0.8003 |
0.8012 |
| PP |
0.7993 |
0.7993 |
0.7993 |
0.7984 |
| S1 |
0.7958 |
0.7958 |
0.7989 |
0.7939 |
| S2 |
0.7920 |
0.7920 |
0.7983 |
|
| S3 |
0.7847 |
0.7885 |
0.7976 |
|
| S4 |
0.7774 |
0.7812 |
0.7956 |
|
|
| 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 |
0.7939 |
0.0098 |
1.2% |
0.0065 |
0.8% |
58% |
False |
False |
112,180 |
| 10 |
0.8037 |
0.7805 |
0.0232 |
2.9% |
0.0065 |
0.8% |
82% |
False |
False |
122,106 |
| 20 |
0.8037 |
0.7699 |
0.0338 |
4.2% |
0.0052 |
0.7% |
88% |
False |
False |
94,862 |
| 40 |
0.8037 |
0.7498 |
0.0539 |
6.7% |
0.0051 |
0.6% |
92% |
False |
False |
61,947 |
| 60 |
0.8037 |
0.7498 |
0.0539 |
6.7% |
0.0050 |
0.6% |
92% |
False |
False |
41,387 |
| 80 |
0.8037 |
0.7498 |
0.0539 |
6.7% |
0.0048 |
0.6% |
92% |
False |
False |
31,053 |
| 100 |
0.8100 |
0.7498 |
0.0602 |
7.5% |
0.0051 |
0.6% |
83% |
False |
False |
24,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8338 |
|
2.618 |
0.8219 |
|
1.618 |
0.8146 |
|
1.000 |
0.8101 |
|
0.618 |
0.8073 |
|
HIGH |
0.8028 |
|
0.618 |
0.8000 |
|
0.500 |
0.7992 |
|
0.382 |
0.7983 |
|
LOW |
0.7955 |
|
0.618 |
0.7910 |
|
1.000 |
0.7882 |
|
1.618 |
0.7837 |
|
2.618 |
0.7764 |
|
4.250 |
0.7645 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7995 |
0.7996 |
| PP |
0.7993 |
0.7996 |
| S1 |
0.7992 |
0.7996 |
|