CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7763 |
0.7765 |
0.0002 |
0.0% |
0.7843 |
| High |
0.7774 |
0.7771 |
-0.0003 |
0.0% |
0.7893 |
| Low |
0.7737 |
0.7726 |
-0.0011 |
-0.1% |
0.7713 |
| Close |
0.7754 |
0.7761 |
0.0007 |
0.1% |
0.7754 |
| Range |
0.0037 |
0.0045 |
0.0008 |
21.6% |
0.0180 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
103,251 |
88,105 |
-15,146 |
-14.7% |
574,142 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7888 |
0.7869 |
0.7786 |
|
| R3 |
0.7843 |
0.7824 |
0.7773 |
|
| R2 |
0.7798 |
0.7798 |
0.7769 |
|
| R1 |
0.7779 |
0.7779 |
0.7765 |
0.7766 |
| PP |
0.7753 |
0.7753 |
0.7753 |
0.7746 |
| S1 |
0.7734 |
0.7734 |
0.7757 |
0.7721 |
| S2 |
0.7708 |
0.7708 |
0.7753 |
|
| S3 |
0.7663 |
0.7689 |
0.7749 |
|
| S4 |
0.7618 |
0.7644 |
0.7736 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8327 |
0.8220 |
0.7853 |
|
| R3 |
0.8147 |
0.8040 |
0.7804 |
|
| R2 |
0.7967 |
0.7967 |
0.7787 |
|
| R1 |
0.7860 |
0.7860 |
0.7771 |
0.7824 |
| PP |
0.7787 |
0.7787 |
0.7787 |
0.7768 |
| S1 |
0.7680 |
0.7680 |
0.7738 |
0.7644 |
| S2 |
0.7607 |
0.7607 |
0.7721 |
|
| S3 |
0.7427 |
0.7500 |
0.7705 |
|
| S4 |
0.7247 |
0.7320 |
0.7655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7868 |
0.7713 |
0.0155 |
2.0% |
0.0056 |
0.7% |
31% |
False |
False |
115,273 |
| 10 |
0.7934 |
0.7713 |
0.0221 |
2.8% |
0.0062 |
0.8% |
22% |
False |
False |
109,238 |
| 20 |
0.7987 |
0.7713 |
0.0274 |
3.5% |
0.0072 |
0.9% |
18% |
False |
False |
126,251 |
| 40 |
0.8135 |
0.7713 |
0.0422 |
5.4% |
0.0073 |
0.9% |
11% |
False |
False |
128,813 |
| 60 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0064 |
0.8% |
41% |
False |
False |
103,333 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0060 |
0.8% |
41% |
False |
False |
77,686 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0057 |
0.7% |
41% |
False |
False |
62,170 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.2% |
0.0057 |
0.7% |
41% |
False |
False |
51,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7962 |
|
2.618 |
0.7889 |
|
1.618 |
0.7844 |
|
1.000 |
0.7816 |
|
0.618 |
0.7799 |
|
HIGH |
0.7771 |
|
0.618 |
0.7754 |
|
0.500 |
0.7749 |
|
0.382 |
0.7743 |
|
LOW |
0.7726 |
|
0.618 |
0.7698 |
|
1.000 |
0.7681 |
|
1.618 |
0.7653 |
|
2.618 |
0.7608 |
|
4.250 |
0.7535 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7757 |
0.7755 |
| PP |
0.7753 |
0.7749 |
| S1 |
0.7749 |
0.7744 |
|