CME Australian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7873 |
0.7858 |
-0.0015 |
-0.2% |
0.7765 |
| High |
0.7898 |
0.7917 |
0.0019 |
0.2% |
0.7855 |
| Low |
0.7846 |
0.7851 |
0.0005 |
0.1% |
0.7726 |
| Close |
0.7867 |
0.7883 |
0.0016 |
0.2% |
0.7848 |
| Range |
0.0052 |
0.0066 |
0.0014 |
26.9% |
0.0129 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
114,266 |
146,756 |
32,490 |
28.4% |
537,552 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8082 |
0.8048 |
0.7919 |
|
| R3 |
0.8016 |
0.7982 |
0.7901 |
|
| R2 |
0.7950 |
0.7950 |
0.7895 |
|
| R1 |
0.7916 |
0.7916 |
0.7889 |
0.7933 |
| PP |
0.7884 |
0.7884 |
0.7884 |
0.7892 |
| S1 |
0.7850 |
0.7850 |
0.7877 |
0.7867 |
| S2 |
0.7818 |
0.7818 |
0.7871 |
|
| S3 |
0.7752 |
0.7784 |
0.7865 |
|
| S4 |
0.7686 |
0.7718 |
0.7847 |
|
|
| 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 |
0.7917 |
0.7772 |
0.0145 |
1.8% |
0.0059 |
0.7% |
77% |
True |
False |
109,510 |
| 10 |
0.7917 |
0.7713 |
0.0204 |
2.6% |
0.0058 |
0.7% |
83% |
True |
False |
113,961 |
| 20 |
0.7987 |
0.7713 |
0.0274 |
3.5% |
0.0070 |
0.9% |
62% |
False |
False |
112,894 |
| 40 |
0.8135 |
0.7713 |
0.0422 |
5.4% |
0.0074 |
0.9% |
40% |
False |
False |
126,946 |
| 60 |
0.8135 |
0.7634 |
0.0501 |
6.4% |
0.0065 |
0.8% |
50% |
False |
False |
112,782 |
| 80 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0061 |
0.8% |
60% |
False |
False |
87,459 |
| 100 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0059 |
0.7% |
60% |
False |
False |
70,004 |
| 120 |
0.8135 |
0.7498 |
0.0637 |
8.1% |
0.0057 |
0.7% |
60% |
False |
False |
58,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8198 |
|
2.618 |
0.8090 |
|
1.618 |
0.8024 |
|
1.000 |
0.7983 |
|
0.618 |
0.7958 |
|
HIGH |
0.7917 |
|
0.618 |
0.7892 |
|
0.500 |
0.7884 |
|
0.382 |
0.7876 |
|
LOW |
0.7851 |
|
0.618 |
0.7810 |
|
1.000 |
0.7785 |
|
1.618 |
0.7744 |
|
2.618 |
0.7678 |
|
4.250 |
0.7570 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7884 |
0.7883 |
| PP |
0.7884 |
0.7882 |
| S1 |
0.7883 |
0.7882 |
|