CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7901 |
0.7880 |
-0.0021 |
-0.3% |
0.8105 |
| High |
0.7953 |
0.7912 |
-0.0041 |
-0.5% |
0.8117 |
| Low |
0.7874 |
0.7834 |
-0.0040 |
-0.5% |
0.7915 |
| Close |
0.7900 |
0.7885 |
-0.0015 |
-0.2% |
0.7935 |
| Range |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0202 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.5% |
0.0000 |
| Volume |
172,991 |
217,610 |
44,619 |
25.8% |
741,742 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8111 |
0.8076 |
0.7928 |
|
| R3 |
0.8033 |
0.7998 |
0.7906 |
|
| R2 |
0.7955 |
0.7955 |
0.7899 |
|
| R1 |
0.7920 |
0.7920 |
0.7892 |
0.7937 |
| PP |
0.7877 |
0.7877 |
0.7877 |
0.7886 |
| S1 |
0.7842 |
0.7842 |
0.7878 |
0.7860 |
| S2 |
0.7799 |
0.7799 |
0.7871 |
|
| S3 |
0.7721 |
0.7764 |
0.7864 |
|
| S4 |
0.7643 |
0.7686 |
0.7842 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8595 |
0.8467 |
0.8046 |
|
| R3 |
0.8393 |
0.8265 |
0.7991 |
|
| R2 |
0.8191 |
0.8191 |
0.7972 |
|
| R1 |
0.8063 |
0.8063 |
0.7954 |
0.8026 |
| PP |
0.7989 |
0.7989 |
0.7989 |
0.7971 |
| S1 |
0.7861 |
0.7861 |
0.7916 |
0.7824 |
| S2 |
0.7787 |
0.7787 |
0.7898 |
|
| S3 |
0.7585 |
0.7659 |
0.7879 |
|
| S4 |
0.7383 |
0.7457 |
0.7824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8116 |
0.7834 |
0.0282 |
3.6% |
0.0089 |
1.1% |
18% |
False |
True |
180,870 |
| 10 |
0.8135 |
0.7834 |
0.0301 |
3.8% |
0.0089 |
1.1% |
17% |
False |
True |
159,866 |
| 20 |
0.8135 |
0.7805 |
0.0330 |
4.2% |
0.0077 |
1.0% |
24% |
False |
False |
140,986 |
| 40 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0060 |
0.8% |
61% |
False |
False |
101,429 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0056 |
0.7% |
61% |
False |
False |
67,995 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0054 |
0.7% |
61% |
False |
False |
51,031 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0054 |
0.7% |
61% |
False |
False |
40,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8243 |
|
2.618 |
0.8116 |
|
1.618 |
0.8038 |
|
1.000 |
0.7990 |
|
0.618 |
0.7960 |
|
HIGH |
0.7912 |
|
0.618 |
0.7882 |
|
0.500 |
0.7873 |
|
0.382 |
0.7864 |
|
LOW |
0.7834 |
|
0.618 |
0.7786 |
|
1.000 |
0.7756 |
|
1.618 |
0.7708 |
|
2.618 |
0.7630 |
|
4.250 |
0.7503 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7881 |
0.7939 |
| PP |
0.7877 |
0.7921 |
| S1 |
0.7873 |
0.7903 |
|