CME Australian Dollar Future June 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 |
0.7766 |
0.7766 |
0.0000 |
0.0% |
0.7845 |
| High |
0.7773 |
0.7770 |
-0.0003 |
0.0% |
0.7896 |
| Low |
0.7741 |
0.7730 |
-0.0011 |
-0.1% |
0.7716 |
| Close |
0.7757 |
0.7763 |
0.0006 |
0.1% |
0.7757 |
| Range |
0.0032 |
0.0040 |
0.0008 |
25.0% |
0.0180 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,277 |
612 |
-665 |
-52.1% |
4,538 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7859 |
0.7785 |
|
| R3 |
0.7834 |
0.7819 |
0.7774 |
|
| R2 |
0.7794 |
0.7794 |
0.7770 |
|
| R1 |
0.7779 |
0.7779 |
0.7767 |
0.7767 |
| PP |
0.7754 |
0.7754 |
0.7754 |
0.7748 |
| S1 |
0.7739 |
0.7739 |
0.7759 |
0.7727 |
| S2 |
0.7714 |
0.7714 |
0.7756 |
|
| S3 |
0.7674 |
0.7699 |
0.7752 |
|
| S4 |
0.7634 |
0.7659 |
0.7741 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8330 |
0.8223 |
0.7856 |
|
| R3 |
0.8150 |
0.8043 |
0.7807 |
|
| R2 |
0.7970 |
0.7970 |
0.7790 |
|
| R1 |
0.7863 |
0.7863 |
0.7774 |
0.7827 |
| PP |
0.7790 |
0.7790 |
0.7790 |
0.7771 |
| S1 |
0.7683 |
0.7683 |
0.7741 |
0.7647 |
| S2 |
0.7610 |
0.7610 |
0.7724 |
|
| S3 |
0.7430 |
0.7503 |
0.7708 |
|
| S4 |
0.7250 |
0.7323 |
0.7658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7869 |
0.7716 |
0.0153 |
2.0% |
0.0053 |
0.7% |
31% |
False |
False |
964 |
| 10 |
0.7934 |
0.7716 |
0.0218 |
2.8% |
0.0056 |
0.7% |
22% |
False |
False |
613 |
| 20 |
0.7986 |
0.7716 |
0.0270 |
3.5% |
0.0066 |
0.9% |
17% |
False |
False |
477 |
| 40 |
0.8130 |
0.7716 |
0.0414 |
5.3% |
0.0065 |
0.8% |
11% |
False |
False |
330 |
| 60 |
0.8130 |
0.7501 |
0.0629 |
8.1% |
0.0053 |
0.7% |
42% |
False |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7940 |
|
2.618 |
0.7875 |
|
1.618 |
0.7835 |
|
1.000 |
0.7810 |
|
0.618 |
0.7795 |
|
HIGH |
0.7770 |
|
0.618 |
0.7755 |
|
0.500 |
0.7750 |
|
0.382 |
0.7745 |
|
LOW |
0.7730 |
|
0.618 |
0.7705 |
|
1.000 |
0.7690 |
|
1.618 |
0.7665 |
|
2.618 |
0.7625 |
|
4.250 |
0.7560 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7759 |
0.7757 |
| PP |
0.7754 |
0.7751 |
| S1 |
0.7750 |
0.7745 |
|