CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7818 |
0.7787 |
-0.0031 |
-0.4% |
0.7765 |
| High |
0.7839 |
0.7855 |
0.0016 |
0.2% |
0.7855 |
| Low |
0.7772 |
0.7776 |
0.0004 |
0.1% |
0.7726 |
| Close |
0.7788 |
0.7848 |
0.0060 |
0.8% |
0.7848 |
| Range |
0.0067 |
0.0079 |
0.0012 |
17.9% |
0.0129 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
99,319 |
113,812 |
14,493 |
14.6% |
537,552 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8063 |
0.8035 |
0.7891 |
|
| R3 |
0.7984 |
0.7956 |
0.7870 |
|
| R2 |
0.7905 |
0.7905 |
0.7862 |
|
| R1 |
0.7877 |
0.7877 |
0.7855 |
0.7891 |
| PP |
0.7826 |
0.7826 |
0.7826 |
0.7834 |
| S1 |
0.7798 |
0.7798 |
0.7841 |
0.7812 |
| S2 |
0.7747 |
0.7747 |
0.7834 |
|
| S3 |
0.7668 |
0.7719 |
0.7826 |
|
| S4 |
0.7589 |
0.7640 |
0.7805 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8197 |
0.8151 |
0.7919 |
|
| R3 |
0.8068 |
0.8022 |
0.7883 |
|
| R2 |
0.7939 |
0.7939 |
0.7872 |
|
| R1 |
0.7893 |
0.7893 |
0.7860 |
0.7916 |
| PP |
0.7810 |
0.7810 |
0.7810 |
0.7821 |
| S1 |
0.7764 |
0.7764 |
0.7836 |
0.7787 |
| S2 |
0.7681 |
0.7681 |
0.7824 |
|
| S3 |
0.7552 |
0.7635 |
0.7813 |
|
| S4 |
0.7423 |
0.7506 |
0.7777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7855 |
0.7726 |
0.0129 |
1.6% |
0.0067 |
0.9% |
95% |
True |
False |
107,510 |
| 10 |
0.7893 |
0.7713 |
0.0180 |
2.3% |
0.0064 |
0.8% |
75% |
False |
False |
111,169 |
| 20 |
0.7987 |
0.7713 |
0.0274 |
3.5% |
0.0071 |
0.9% |
49% |
False |
False |
114,424 |
| 40 |
0.8135 |
0.7713 |
0.0422 |
5.4% |
0.0075 |
1.0% |
32% |
False |
False |
128,936 |
| 60 |
0.8135 |
0.7516 |
0.0619 |
7.9% |
0.0066 |
0.8% |
54% |
False |
False |
110,260 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0061 |
0.8% |
55% |
False |
False |
83,293 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0058 |
0.7% |
55% |
False |
False |
66,662 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0058 |
0.7% |
55% |
False |
False |
55,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8191 |
|
2.618 |
0.8062 |
|
1.618 |
0.7983 |
|
1.000 |
0.7934 |
|
0.618 |
0.7904 |
|
HIGH |
0.7855 |
|
0.618 |
0.7825 |
|
0.500 |
0.7816 |
|
0.382 |
0.7806 |
|
LOW |
0.7776 |
|
0.618 |
0.7727 |
|
1.000 |
0.7697 |
|
1.618 |
0.7648 |
|
2.618 |
0.7569 |
|
4.250 |
0.7440 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7837 |
0.7836 |
| PP |
0.7826 |
0.7825 |
| S1 |
0.7816 |
0.7813 |
|