CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7714 |
0.7717 |
0.0003 |
0.0% |
0.7885 |
| High |
0.7731 |
0.7726 |
-0.0005 |
-0.1% |
0.7905 |
| Low |
0.7711 |
0.7688 |
-0.0023 |
-0.3% |
0.7722 |
| Close |
0.7731 |
0.7691 |
-0.0040 |
-0.5% |
0.7722 |
| Range |
0.0020 |
0.0038 |
0.0018 |
90.0% |
0.0183 |
| ATR |
0.0040 |
0.0041 |
0.0000 |
0.5% |
0.0000 |
| Volume |
7 |
15 |
8 |
114.3% |
95 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7791 |
0.7712 |
|
| R3 |
0.7778 |
0.7753 |
0.7701 |
|
| R2 |
0.7740 |
0.7740 |
0.7698 |
|
| R1 |
0.7715 |
0.7715 |
0.7694 |
0.7709 |
| PP |
0.7702 |
0.7702 |
0.7702 |
0.7698 |
| S1 |
0.7677 |
0.7677 |
0.7688 |
0.7671 |
| S2 |
0.7664 |
0.7664 |
0.7684 |
|
| S3 |
0.7626 |
0.7639 |
0.7681 |
|
| S4 |
0.7588 |
0.7601 |
0.7670 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8332 |
0.8210 |
0.7823 |
|
| R3 |
0.8149 |
0.8027 |
0.7772 |
|
| R2 |
0.7966 |
0.7966 |
0.7756 |
|
| R1 |
0.7844 |
0.7844 |
0.7739 |
0.7814 |
| PP |
0.7783 |
0.7783 |
0.7783 |
0.7768 |
| S1 |
0.7661 |
0.7661 |
0.7705 |
0.7631 |
| S2 |
0.7600 |
0.7600 |
0.7688 |
|
| S3 |
0.7417 |
0.7478 |
0.7672 |
|
| S4 |
0.7234 |
0.7295 |
0.7621 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7888 |
|
2.618 |
0.7825 |
|
1.618 |
0.7787 |
|
1.000 |
0.7764 |
|
0.618 |
0.7749 |
|
HIGH |
0.7726 |
|
0.618 |
0.7711 |
|
0.500 |
0.7707 |
|
0.382 |
0.7703 |
|
LOW |
0.7688 |
|
0.618 |
0.7665 |
|
1.000 |
0.7650 |
|
1.618 |
0.7627 |
|
2.618 |
0.7589 |
|
4.250 |
0.7527 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7707 |
0.7749 |
| PP |
0.7702 |
0.7730 |
| S1 |
0.7696 |
0.7710 |
|