CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7811 |
0.7819 |
0.0008 |
0.1% |
0.7845 |
| High |
0.7832 |
0.7842 |
0.0010 |
0.1% |
0.7896 |
| Low |
0.7775 |
0.7776 |
0.0001 |
0.0% |
0.7716 |
| Close |
0.7818 |
0.7791 |
-0.0027 |
-0.3% |
0.7757 |
| Range |
0.0057 |
0.0066 |
0.0009 |
15.8% |
0.0180 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2,666 |
1,775 |
-891 |
-33.4% |
4,538 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8001 |
0.7962 |
0.7827 |
|
| R3 |
0.7935 |
0.7896 |
0.7809 |
|
| R2 |
0.7869 |
0.7869 |
0.7803 |
|
| R1 |
0.7830 |
0.7830 |
0.7797 |
0.7817 |
| PP |
0.7803 |
0.7803 |
0.7803 |
0.7796 |
| S1 |
0.7764 |
0.7764 |
0.7785 |
0.7750 |
| S2 |
0.7737 |
0.7737 |
0.7779 |
|
| S3 |
0.7671 |
0.7698 |
0.7773 |
|
| S4 |
0.7605 |
0.7632 |
0.7755 |
|
|
| 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 |
0.7730 |
0.0114 |
1.5% |
0.0056 |
0.7% |
54% |
False |
False |
1,481 |
| 10 |
0.7896 |
0.7716 |
0.0180 |
2.3% |
0.0057 |
0.7% |
42% |
False |
False |
1,099 |
| 20 |
0.7986 |
0.7716 |
0.0270 |
3.5% |
0.0066 |
0.8% |
28% |
False |
False |
717 |
| 40 |
0.8130 |
0.7716 |
0.0414 |
5.3% |
0.0068 |
0.9% |
18% |
False |
False |
467 |
| 60 |
0.8130 |
0.7515 |
0.0615 |
7.9% |
0.0055 |
0.7% |
45% |
False |
False |
319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8123 |
|
2.618 |
0.8015 |
|
1.618 |
0.7949 |
|
1.000 |
0.7908 |
|
0.618 |
0.7883 |
|
HIGH |
0.7842 |
|
0.618 |
0.7817 |
|
0.500 |
0.7809 |
|
0.382 |
0.7801 |
|
LOW |
0.7776 |
|
0.618 |
0.7735 |
|
1.000 |
0.7710 |
|
1.618 |
0.7669 |
|
2.618 |
0.7603 |
|
4.250 |
0.7495 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7809 |
0.7802 |
| PP |
0.7803 |
0.7798 |
| S1 |
0.7797 |
0.7795 |
|