CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7672 |
0.7652 |
-0.0020 |
-0.3% |
0.7550 |
| High |
0.7675 |
0.7674 |
-0.0001 |
0.0% |
0.7690 |
| Low |
0.7623 |
0.7599 |
-0.0024 |
-0.3% |
0.7521 |
| Close |
0.7651 |
0.7634 |
-0.0017 |
-0.2% |
0.7669 |
| Range |
0.0052 |
0.0075 |
0.0023 |
44.2% |
0.0169 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.7% |
0.0000 |
| Volume |
63,690 |
81,932 |
18,242 |
28.6% |
432,753 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7822 |
0.7675 |
|
| R3 |
0.7786 |
0.7747 |
0.7655 |
|
| R2 |
0.7711 |
0.7711 |
0.7648 |
|
| R1 |
0.7672 |
0.7672 |
0.7641 |
0.7654 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7627 |
| S1 |
0.7597 |
0.7597 |
0.7627 |
0.7579 |
| S2 |
0.7561 |
0.7561 |
0.7620 |
|
| S3 |
0.7486 |
0.7522 |
0.7613 |
|
| S4 |
0.7411 |
0.7447 |
0.7593 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8134 |
0.8070 |
0.7762 |
|
| R3 |
0.7965 |
0.7901 |
0.7715 |
|
| R2 |
0.7796 |
0.7796 |
0.7700 |
|
| R1 |
0.7732 |
0.7732 |
0.7684 |
0.7764 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7643 |
| S1 |
0.7563 |
0.7563 |
0.7654 |
0.7595 |
| S2 |
0.7458 |
0.7458 |
0.7638 |
|
| S3 |
0.7289 |
0.7394 |
0.7623 |
|
| S4 |
0.7120 |
0.7225 |
0.7576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7690 |
0.7544 |
0.0146 |
1.9% |
0.0073 |
1.0% |
62% |
False |
False |
84,333 |
| 10 |
0.7690 |
0.7504 |
0.0186 |
2.4% |
0.0068 |
0.9% |
70% |
False |
False |
82,775 |
| 20 |
0.7690 |
0.7319 |
0.0371 |
4.9% |
0.0071 |
0.9% |
85% |
False |
False |
88,897 |
| 40 |
0.7690 |
0.7146 |
0.0544 |
7.1% |
0.0068 |
0.9% |
90% |
False |
False |
73,512 |
| 60 |
0.7718 |
0.7146 |
0.0572 |
7.5% |
0.0072 |
0.9% |
85% |
False |
False |
49,471 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0072 |
0.9% |
80% |
False |
False |
37,183 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0069 |
0.9% |
80% |
False |
False |
29,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7993 |
|
2.618 |
0.7870 |
|
1.618 |
0.7795 |
|
1.000 |
0.7749 |
|
0.618 |
0.7720 |
|
HIGH |
0.7674 |
|
0.618 |
0.7645 |
|
0.500 |
0.7637 |
|
0.382 |
0.7628 |
|
LOW |
0.7599 |
|
0.618 |
0.7553 |
|
1.000 |
0.7524 |
|
1.618 |
0.7478 |
|
2.618 |
0.7403 |
|
4.250 |
0.7280 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7637 |
0.7644 |
| PP |
0.7636 |
0.7641 |
| S1 |
0.7635 |
0.7637 |
|