CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7859 |
0.7855 |
-0.0004 |
-0.1% |
0.7901 |
| High |
0.7876 |
0.7933 |
0.0057 |
0.7% |
0.7953 |
| Low |
0.7826 |
0.7772 |
-0.0054 |
-0.7% |
0.7757 |
| Close |
0.7856 |
0.7912 |
0.0056 |
0.7% |
0.7788 |
| Range |
0.0050 |
0.0161 |
0.0111 |
222.0% |
0.0196 |
| ATR |
0.0072 |
0.0078 |
0.0006 |
8.8% |
0.0000 |
| Volume |
91,545 |
163,306 |
71,761 |
78.4% |
858,599 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8355 |
0.8295 |
0.8001 |
|
| R3 |
0.8194 |
0.8134 |
0.7956 |
|
| R2 |
0.8033 |
0.8033 |
0.7942 |
|
| R1 |
0.7973 |
0.7973 |
0.7927 |
0.8003 |
| PP |
0.7872 |
0.7872 |
0.7872 |
0.7888 |
| S1 |
0.7812 |
0.7812 |
0.7897 |
0.7842 |
| S2 |
0.7711 |
0.7711 |
0.7882 |
|
| S3 |
0.7550 |
0.7651 |
0.7868 |
|
| S4 |
0.7389 |
0.7490 |
0.7823 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8421 |
0.8300 |
0.7896 |
|
| R3 |
0.8225 |
0.8104 |
0.7842 |
|
| R2 |
0.8029 |
0.8029 |
0.7824 |
|
| R1 |
0.7908 |
0.7908 |
0.7806 |
0.7871 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7814 |
| S1 |
0.7712 |
0.7712 |
0.7770 |
0.7675 |
| S2 |
0.7637 |
0.7637 |
0.7752 |
|
| S3 |
0.7441 |
0.7516 |
0.7734 |
|
| S4 |
0.7245 |
0.7320 |
0.7680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7933 |
0.7757 |
0.0176 |
2.2% |
0.0081 |
1.0% |
88% |
True |
False |
139,419 |
| 10 |
0.8066 |
0.7757 |
0.0309 |
3.9% |
0.0086 |
1.1% |
50% |
False |
False |
156,576 |
| 20 |
0.8135 |
0.7757 |
0.0378 |
4.8% |
0.0081 |
1.0% |
41% |
False |
False |
142,183 |
| 40 |
0.8135 |
0.7638 |
0.0497 |
6.3% |
0.0065 |
0.8% |
55% |
False |
False |
114,200 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0061 |
0.8% |
65% |
False |
False |
81,700 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0058 |
0.7% |
65% |
False |
False |
61,323 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0055 |
0.7% |
65% |
False |
False |
49,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8617 |
|
2.618 |
0.8354 |
|
1.618 |
0.8193 |
|
1.000 |
0.8094 |
|
0.618 |
0.8032 |
|
HIGH |
0.7933 |
|
0.618 |
0.7871 |
|
0.500 |
0.7853 |
|
0.382 |
0.7834 |
|
LOW |
0.7772 |
|
0.618 |
0.7673 |
|
1.000 |
0.7611 |
|
1.618 |
0.7512 |
|
2.618 |
0.7351 |
|
4.250 |
0.7088 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7892 |
0.7892 |
| PP |
0.7872 |
0.7872 |
| S1 |
0.7853 |
0.7853 |
|