CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7851 |
0.7873 |
0.0022 |
0.3% |
0.7765 |
| High |
0.7880 |
0.7898 |
0.0018 |
0.2% |
0.7855 |
| Low |
0.7849 |
0.7846 |
-0.0003 |
0.0% |
0.7726 |
| Close |
0.7877 |
0.7867 |
-0.0010 |
-0.1% |
0.7848 |
| Range |
0.0031 |
0.0052 |
0.0021 |
67.7% |
0.0129 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
73,400 |
114,266 |
40,866 |
55.7% |
537,552 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8026 |
0.7999 |
0.7896 |
|
| R3 |
0.7974 |
0.7947 |
0.7881 |
|
| R2 |
0.7922 |
0.7922 |
0.7877 |
|
| R1 |
0.7895 |
0.7895 |
0.7872 |
0.7883 |
| PP |
0.7870 |
0.7870 |
0.7870 |
0.7864 |
| S1 |
0.7843 |
0.7843 |
0.7862 |
0.7831 |
| S2 |
0.7818 |
0.7818 |
0.7857 |
|
| S3 |
0.7766 |
0.7791 |
0.7853 |
|
| S4 |
0.7714 |
0.7739 |
0.7838 |
|
|
| 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 |
0.7898 |
0.7771 |
0.0127 |
1.6% |
0.0058 |
0.7% |
76% |
True |
False |
102,166 |
| 10 |
0.7898 |
0.7713 |
0.0185 |
2.4% |
0.0057 |
0.7% |
83% |
True |
False |
110,270 |
| 20 |
0.7987 |
0.7713 |
0.0274 |
3.5% |
0.0069 |
0.9% |
56% |
False |
False |
110,134 |
| 40 |
0.8135 |
0.7713 |
0.0422 |
5.4% |
0.0074 |
0.9% |
36% |
False |
False |
127,639 |
| 60 |
0.8135 |
0.7623 |
0.0512 |
6.5% |
0.0064 |
0.8% |
48% |
False |
False |
111,499 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0061 |
0.8% |
58% |
False |
False |
85,631 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0058 |
0.7% |
58% |
False |
False |
68,537 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0057 |
0.7% |
58% |
False |
False |
57,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8119 |
|
2.618 |
0.8034 |
|
1.618 |
0.7982 |
|
1.000 |
0.7950 |
|
0.618 |
0.7930 |
|
HIGH |
0.7898 |
|
0.618 |
0.7878 |
|
0.500 |
0.7872 |
|
0.382 |
0.7866 |
|
LOW |
0.7846 |
|
0.618 |
0.7814 |
|
1.000 |
0.7794 |
|
1.618 |
0.7762 |
|
2.618 |
0.7710 |
|
4.250 |
0.7625 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7872 |
0.7857 |
| PP |
0.7870 |
0.7847 |
| S1 |
0.7869 |
0.7837 |
|