CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8105 |
0.8091 |
-0.0014 |
-0.2% |
0.7998 |
| High |
0.8117 |
0.8112 |
-0.0005 |
-0.1% |
0.8135 |
| Low |
0.8073 |
0.8042 |
-0.0031 |
-0.4% |
0.7955 |
| Close |
0.8101 |
0.8083 |
-0.0018 |
-0.2% |
0.8119 |
| Range |
0.0044 |
0.0070 |
0.0026 |
59.1% |
0.0180 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.5% |
0.0000 |
| Volume |
106,364 |
121,625 |
15,261 |
14.3% |
674,046 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8289 |
0.8256 |
0.8121 |
|
| R3 |
0.8219 |
0.8186 |
0.8102 |
|
| R2 |
0.8149 |
0.8149 |
0.8096 |
|
| R1 |
0.8116 |
0.8116 |
0.8089 |
0.8098 |
| PP |
0.8079 |
0.8079 |
0.8079 |
0.8070 |
| S1 |
0.8046 |
0.8046 |
0.8077 |
0.8028 |
| S2 |
0.8009 |
0.8009 |
0.8070 |
|
| S3 |
0.7939 |
0.7976 |
0.8064 |
|
| S4 |
0.7869 |
0.7906 |
0.8045 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8610 |
0.8544 |
0.8218 |
|
| R3 |
0.8430 |
0.8364 |
0.8169 |
|
| R2 |
0.8250 |
0.8250 |
0.8152 |
|
| R1 |
0.8184 |
0.8184 |
0.8136 |
0.8217 |
| PP |
0.8070 |
0.8070 |
0.8070 |
0.8086 |
| S1 |
0.8004 |
0.8004 |
0.8103 |
0.8037 |
| S2 |
0.7890 |
0.7890 |
0.8086 |
|
| S3 |
0.7710 |
0.7824 |
0.8070 |
|
| S4 |
0.7530 |
0.7644 |
0.8020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8135 |
0.7992 |
0.0143 |
1.8% |
0.0088 |
1.1% |
64% |
False |
False |
138,861 |
| 10 |
0.8135 |
0.7939 |
0.0196 |
2.4% |
0.0077 |
1.0% |
73% |
False |
False |
125,520 |
| 20 |
0.8135 |
0.7795 |
0.0340 |
4.2% |
0.0066 |
0.8% |
85% |
False |
False |
117,605 |
| 40 |
0.8135 |
0.7498 |
0.0637 |
7.9% |
0.0057 |
0.7% |
92% |
False |
False |
79,217 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
7.9% |
0.0053 |
0.7% |
92% |
False |
False |
52,949 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
7.9% |
0.0051 |
0.6% |
92% |
False |
False |
39,730 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
7.9% |
0.0052 |
0.6% |
92% |
False |
False |
31,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8409 |
|
2.618 |
0.8295 |
|
1.618 |
0.8225 |
|
1.000 |
0.8182 |
|
0.618 |
0.8155 |
|
HIGH |
0.8112 |
|
0.618 |
0.8085 |
|
0.500 |
0.8077 |
|
0.382 |
0.8069 |
|
LOW |
0.8042 |
|
0.618 |
0.7999 |
|
1.000 |
0.7972 |
|
1.618 |
0.7929 |
|
2.618 |
0.7859 |
|
4.250 |
0.7745 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8081 |
0.8079 |
| PP |
0.8079 |
0.8074 |
| S1 |
0.8077 |
0.8070 |
|