CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7789 |
0.7851 |
0.0062 |
0.8% |
0.7766 |
| High |
0.7857 |
0.7883 |
0.0026 |
0.3% |
0.7857 |
| Low |
0.7780 |
0.7851 |
0.0071 |
0.9% |
0.7730 |
| Close |
0.7851 |
0.7880 |
0.0029 |
0.4% |
0.7851 |
| Range |
0.0077 |
0.0032 |
-0.0045 |
-58.4% |
0.0127 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
5,241 |
16,316 |
11,075 |
211.3% |
11,373 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7967 |
0.7956 |
0.7898 |
|
| R3 |
0.7935 |
0.7924 |
0.7889 |
|
| R2 |
0.7903 |
0.7903 |
0.7886 |
|
| R1 |
0.7892 |
0.7892 |
0.7883 |
0.7898 |
| PP |
0.7871 |
0.7871 |
0.7871 |
0.7874 |
| S1 |
0.7860 |
0.7860 |
0.7877 |
0.7866 |
| S2 |
0.7839 |
0.7839 |
0.7874 |
|
| S3 |
0.7807 |
0.7828 |
0.7871 |
|
| S4 |
0.7775 |
0.7796 |
0.7862 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8194 |
0.8149 |
0.7921 |
|
| R3 |
0.8067 |
0.8022 |
0.7886 |
|
| R2 |
0.7940 |
0.7940 |
0.7874 |
|
| R1 |
0.7895 |
0.7895 |
0.7863 |
0.7917 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7824 |
| S1 |
0.7768 |
0.7768 |
0.7839 |
0.7791 |
| S2 |
0.7686 |
0.7686 |
0.7828 |
|
| S3 |
0.7559 |
0.7641 |
0.7816 |
|
| S4 |
0.7432 |
0.7514 |
0.7781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7883 |
0.7760 |
0.0123 |
1.6% |
0.0063 |
0.8% |
98% |
True |
False |
5,415 |
| 10 |
0.7883 |
0.7716 |
0.0167 |
2.1% |
0.0058 |
0.7% |
98% |
True |
False |
3,189 |
| 20 |
0.7986 |
0.7716 |
0.0270 |
3.4% |
0.0065 |
0.8% |
61% |
False |
False |
1,733 |
| 40 |
0.8130 |
0.7716 |
0.0414 |
5.3% |
0.0068 |
0.9% |
40% |
False |
False |
999 |
| 60 |
0.8130 |
0.7629 |
0.0501 |
6.4% |
0.0055 |
0.7% |
50% |
False |
False |
678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8019 |
|
2.618 |
0.7967 |
|
1.618 |
0.7935 |
|
1.000 |
0.7915 |
|
0.618 |
0.7903 |
|
HIGH |
0.7883 |
|
0.618 |
0.7871 |
|
0.500 |
0.7867 |
|
0.382 |
0.7863 |
|
LOW |
0.7851 |
|
0.618 |
0.7831 |
|
1.000 |
0.7819 |
|
1.618 |
0.7799 |
|
2.618 |
0.7767 |
|
4.250 |
0.7715 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7876 |
0.7863 |
| PP |
0.7871 |
0.7846 |
| S1 |
0.7867 |
0.7830 |
|