CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7943 |
0.7909 |
-0.0034 |
-0.4% |
0.7816 |
| High |
0.7987 |
0.7934 |
-0.0053 |
-0.7% |
0.7987 |
| Low |
0.7891 |
0.7873 |
-0.0018 |
-0.2% |
0.7772 |
| Close |
0.7906 |
0.7878 |
-0.0028 |
-0.4% |
0.7906 |
| Range |
0.0096 |
0.0061 |
-0.0035 |
-36.5% |
0.0215 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
108,378 |
129,075 |
20,697 |
19.1% |
574,047 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8078 |
0.8039 |
0.7912 |
|
| R3 |
0.8017 |
0.7978 |
0.7895 |
|
| R2 |
0.7956 |
0.7956 |
0.7889 |
|
| R1 |
0.7917 |
0.7917 |
0.7884 |
0.7906 |
| PP |
0.7895 |
0.7895 |
0.7895 |
0.7890 |
| S1 |
0.7856 |
0.7856 |
0.7872 |
0.7845 |
| S2 |
0.7834 |
0.7834 |
0.7867 |
|
| S3 |
0.7773 |
0.7795 |
0.7861 |
|
| S4 |
0.7712 |
0.7734 |
0.7844 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8533 |
0.8435 |
0.8024 |
|
| R3 |
0.8318 |
0.8220 |
0.7965 |
|
| R2 |
0.8103 |
0.8103 |
0.7945 |
|
| R1 |
0.8005 |
0.8005 |
0.7926 |
0.8054 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7913 |
| S1 |
0.7790 |
0.7790 |
0.7886 |
0.7839 |
| S2 |
0.7673 |
0.7673 |
0.7867 |
|
| S3 |
0.7458 |
0.7575 |
0.7847 |
|
| S4 |
0.7243 |
0.7360 |
0.7788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7987 |
0.7772 |
0.0215 |
2.7% |
0.0088 |
1.1% |
49% |
False |
False |
120,451 |
| 10 |
0.7987 |
0.7757 |
0.0230 |
2.9% |
0.0081 |
1.0% |
53% |
False |
False |
138,873 |
| 20 |
0.8135 |
0.7757 |
0.0378 |
4.8% |
0.0085 |
1.1% |
32% |
False |
False |
144,731 |
| 40 |
0.8135 |
0.7652 |
0.0483 |
6.1% |
0.0068 |
0.9% |
47% |
False |
False |
118,295 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0062 |
0.8% |
60% |
False |
False |
87,469 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0059 |
0.7% |
60% |
False |
False |
65,664 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0055 |
0.7% |
60% |
False |
False |
52,541 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0056 |
0.7% |
60% |
False |
False |
43,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8193 |
|
2.618 |
0.8094 |
|
1.618 |
0.8033 |
|
1.000 |
0.7995 |
|
0.618 |
0.7972 |
|
HIGH |
0.7934 |
|
0.618 |
0.7911 |
|
0.500 |
0.7904 |
|
0.382 |
0.7896 |
|
LOW |
0.7873 |
|
0.618 |
0.7835 |
|
1.000 |
0.7812 |
|
1.618 |
0.7774 |
|
2.618 |
0.7713 |
|
4.250 |
0.7614 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7904 |
0.7930 |
| PP |
0.7895 |
0.7913 |
| S1 |
0.7887 |
0.7895 |
|