CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7547 |
0.7552 |
0.0005 |
0.1% |
0.7477 |
| High |
0.7580 |
0.7580 |
0.0000 |
0.0% |
0.7580 |
| Low |
0.7509 |
0.7542 |
0.0033 |
0.4% |
0.7448 |
| Close |
0.7553 |
0.7566 |
0.0013 |
0.2% |
0.7553 |
| Range |
0.0071 |
0.0038 |
-0.0033 |
-46.5% |
0.0132 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
82,928 |
76,301 |
-6,627 |
-8.0% |
386,562 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7677 |
0.7659 |
0.7587 |
|
| R3 |
0.7639 |
0.7621 |
0.7576 |
|
| R2 |
0.7601 |
0.7601 |
0.7573 |
|
| R1 |
0.7583 |
0.7583 |
0.7569 |
0.7592 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7567 |
| S1 |
0.7545 |
0.7545 |
0.7563 |
0.7554 |
| S2 |
0.7525 |
0.7525 |
0.7559 |
|
| S3 |
0.7487 |
0.7507 |
0.7556 |
|
| S4 |
0.7449 |
0.7469 |
0.7545 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7870 |
0.7626 |
|
| R3 |
0.7791 |
0.7738 |
0.7589 |
|
| R2 |
0.7659 |
0.7659 |
0.7577 |
|
| R1 |
0.7606 |
0.7606 |
0.7565 |
0.7633 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7540 |
| S1 |
0.7474 |
0.7474 |
0.7541 |
0.7501 |
| S2 |
0.7395 |
0.7395 |
0.7529 |
|
| S3 |
0.7263 |
0.7342 |
0.7517 |
|
| S4 |
0.7131 |
0.7210 |
0.7480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7580 |
0.7448 |
0.0132 |
1.7% |
0.0073 |
1.0% |
89% |
True |
False |
92,572 |
| 10 |
0.7580 |
0.7282 |
0.0298 |
3.9% |
0.0077 |
1.0% |
95% |
True |
False |
93,586 |
| 20 |
0.7580 |
0.7146 |
0.0434 |
5.7% |
0.0067 |
0.9% |
97% |
True |
False |
80,633 |
| 40 |
0.7580 |
0.7146 |
0.0434 |
5.7% |
0.0070 |
0.9% |
97% |
True |
False |
51,332 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0073 |
1.0% |
69% |
False |
False |
34,391 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0071 |
0.9% |
69% |
False |
False |
25,835 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0067 |
0.9% |
69% |
False |
False |
20,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7742 |
|
2.618 |
0.7679 |
|
1.618 |
0.7641 |
|
1.000 |
0.7618 |
|
0.618 |
0.7603 |
|
HIGH |
0.7580 |
|
0.618 |
0.7565 |
|
0.500 |
0.7561 |
|
0.382 |
0.7557 |
|
LOW |
0.7542 |
|
0.618 |
0.7519 |
|
1.000 |
0.7504 |
|
1.618 |
0.7481 |
|
2.618 |
0.7443 |
|
4.250 |
0.7381 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7564 |
0.7555 |
| PP |
0.7563 |
0.7543 |
| S1 |
0.7561 |
0.7532 |
|