CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7764 |
0.7811 |
0.0047 |
0.6% |
0.7845 |
| High |
0.7844 |
0.7832 |
-0.0012 |
-0.2% |
0.7896 |
| Low |
0.7760 |
0.7775 |
0.0015 |
0.2% |
0.7716 |
| Close |
0.7820 |
0.7818 |
-0.0002 |
0.0% |
0.7757 |
| Range |
0.0084 |
0.0057 |
-0.0027 |
-32.1% |
0.0180 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,079 |
2,666 |
1,587 |
147.1% |
4,538 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7979 |
0.7956 |
0.7849 |
|
| R3 |
0.7922 |
0.7899 |
0.7834 |
|
| R2 |
0.7865 |
0.7865 |
0.7828 |
|
| R1 |
0.7842 |
0.7842 |
0.7823 |
0.7854 |
| PP |
0.7808 |
0.7808 |
0.7808 |
0.7814 |
| S1 |
0.7785 |
0.7785 |
0.7813 |
0.7797 |
| S2 |
0.7751 |
0.7751 |
0.7808 |
|
| S3 |
0.7694 |
0.7728 |
0.7802 |
|
| S4 |
0.7637 |
0.7671 |
0.7787 |
|
|
| 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 |
0.7844 |
0.7716 |
0.0128 |
1.6% |
0.0053 |
0.7% |
80% |
False |
False |
1,340 |
| 10 |
0.7896 |
0.7716 |
0.0180 |
2.3% |
0.0056 |
0.7% |
57% |
False |
False |
938 |
| 20 |
0.7986 |
0.7716 |
0.0270 |
3.5% |
0.0066 |
0.8% |
38% |
False |
False |
633 |
| 40 |
0.8130 |
0.7716 |
0.0414 |
5.3% |
0.0067 |
0.9% |
25% |
False |
False |
423 |
| 60 |
0.8130 |
0.7501 |
0.0629 |
8.0% |
0.0054 |
0.7% |
50% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8074 |
|
2.618 |
0.7981 |
|
1.618 |
0.7924 |
|
1.000 |
0.7889 |
|
0.618 |
0.7867 |
|
HIGH |
0.7832 |
|
0.618 |
0.7810 |
|
0.500 |
0.7804 |
|
0.382 |
0.7797 |
|
LOW |
0.7775 |
|
0.618 |
0.7740 |
|
1.000 |
0.7718 |
|
1.618 |
0.7683 |
|
2.618 |
0.7626 |
|
4.250 |
0.7533 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7813 |
0.7808 |
| PP |
0.7808 |
0.7797 |
| S1 |
0.7804 |
0.7787 |
|