CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8091 |
0.8083 |
-0.0008 |
-0.1% |
0.7998 |
| High |
0.8112 |
0.8116 |
0.0004 |
0.0% |
0.8135 |
| Low |
0.8042 |
0.8034 |
-0.0008 |
-0.1% |
0.7955 |
| Close |
0.8083 |
0.8049 |
-0.0034 |
-0.4% |
0.8119 |
| Range |
0.0070 |
0.0082 |
0.0012 |
17.1% |
0.0180 |
| ATR |
0.0065 |
0.0067 |
0.0001 |
1.8% |
0.0000 |
| Volume |
121,625 |
162,301 |
40,676 |
33.4% |
674,046 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8312 |
0.8263 |
0.8094 |
|
| R3 |
0.8230 |
0.8181 |
0.8072 |
|
| R2 |
0.8148 |
0.8148 |
0.8064 |
|
| R1 |
0.8099 |
0.8099 |
0.8057 |
0.8083 |
| PP |
0.8066 |
0.8066 |
0.8066 |
0.8058 |
| S1 |
0.8017 |
0.8017 |
0.8041 |
0.8001 |
| S2 |
0.7984 |
0.7984 |
0.8034 |
|
| S3 |
0.7902 |
0.7935 |
0.8026 |
|
| S4 |
0.7820 |
0.7853 |
0.8004 |
|
|
| 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 |
0.8004 |
0.0131 |
1.6% |
0.0087 |
1.1% |
34% |
False |
False |
143,158 |
| 10 |
0.8135 |
0.7940 |
0.0195 |
2.4% |
0.0077 |
1.0% |
56% |
False |
False |
127,790 |
| 20 |
0.8135 |
0.7804 |
0.0331 |
4.1% |
0.0067 |
0.8% |
74% |
False |
False |
122,492 |
| 40 |
0.8135 |
0.7498 |
0.0637 |
7.9% |
0.0057 |
0.7% |
86% |
False |
False |
83,254 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
7.9% |
0.0054 |
0.7% |
86% |
False |
False |
55,648 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
7.9% |
0.0052 |
0.6% |
86% |
False |
False |
41,758 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
7.9% |
0.0052 |
0.7% |
86% |
False |
False |
33,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8465 |
|
2.618 |
0.8331 |
|
1.618 |
0.8249 |
|
1.000 |
0.8198 |
|
0.618 |
0.8167 |
|
HIGH |
0.8116 |
|
0.618 |
0.8085 |
|
0.500 |
0.8075 |
|
0.382 |
0.8065 |
|
LOW |
0.8034 |
|
0.618 |
0.7983 |
|
1.000 |
0.7952 |
|
1.618 |
0.7901 |
|
2.618 |
0.7819 |
|
4.250 |
0.7686 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8075 |
0.8076 |
| PP |
0.8066 |
0.8067 |
| S1 |
0.8058 |
0.8058 |
|