CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7186 |
0.7209 |
0.0023 |
0.3% |
0.7170 |
| High |
0.7229 |
0.7275 |
0.0046 |
0.6% |
0.7234 |
| Low |
0.7180 |
0.7205 |
0.0025 |
0.3% |
0.7150 |
| Close |
0.7208 |
0.7252 |
0.0044 |
0.6% |
0.7202 |
| Range |
0.0049 |
0.0070 |
0.0021 |
42.9% |
0.0084 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.6% |
0.0000 |
| Volume |
88,958 |
86,827 |
-2,131 |
-2.4% |
181,263 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7454 |
0.7423 |
0.7291 |
|
| R3 |
0.7384 |
0.7353 |
0.7271 |
|
| R2 |
0.7314 |
0.7314 |
0.7265 |
|
| R1 |
0.7283 |
0.7283 |
0.7258 |
0.7299 |
| PP |
0.7244 |
0.7244 |
0.7244 |
0.7252 |
| S1 |
0.7213 |
0.7213 |
0.7246 |
0.7229 |
| S2 |
0.7174 |
0.7174 |
0.7239 |
|
| S3 |
0.7104 |
0.7143 |
0.7233 |
|
| S4 |
0.7034 |
0.7073 |
0.7214 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7447 |
0.7409 |
0.7248 |
|
| R3 |
0.7363 |
0.7325 |
0.7225 |
|
| R2 |
0.7279 |
0.7279 |
0.7217 |
|
| R1 |
0.7241 |
0.7241 |
0.7210 |
0.7260 |
| PP |
0.7195 |
0.7195 |
0.7195 |
0.7205 |
| S1 |
0.7157 |
0.7157 |
0.7194 |
0.7176 |
| S2 |
0.7111 |
0.7111 |
0.7187 |
|
| S3 |
0.7027 |
0.7073 |
0.7179 |
|
| S4 |
0.6943 |
0.6989 |
0.7156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7275 |
0.7150 |
0.0125 |
1.7% |
0.0055 |
0.8% |
82% |
True |
False |
65,953 |
| 10 |
0.7275 |
0.7146 |
0.0129 |
1.8% |
0.0051 |
0.7% |
82% |
True |
False |
59,677 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
5.0% |
0.0064 |
0.9% |
29% |
False |
False |
45,303 |
| 40 |
0.7754 |
0.7146 |
0.0608 |
8.4% |
0.0076 |
1.0% |
17% |
False |
False |
23,176 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.4% |
0.0071 |
1.0% |
17% |
False |
False |
15,529 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.4% |
0.0068 |
0.9% |
17% |
False |
False |
11,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7572 |
|
2.618 |
0.7458 |
|
1.618 |
0.7388 |
|
1.000 |
0.7345 |
|
0.618 |
0.7318 |
|
HIGH |
0.7275 |
|
0.618 |
0.7248 |
|
0.500 |
0.7240 |
|
0.382 |
0.7232 |
|
LOW |
0.7205 |
|
0.618 |
0.7162 |
|
1.000 |
0.7135 |
|
1.618 |
0.7092 |
|
2.618 |
0.7022 |
|
4.250 |
0.6908 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7248 |
0.7244 |
| PP |
0.7244 |
0.7236 |
| S1 |
0.7240 |
0.7228 |
|