CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7712 |
0.7673 |
-0.0039 |
-0.5% |
0.7670 |
| High |
0.7718 |
0.7705 |
-0.0013 |
-0.2% |
0.7738 |
| Low |
0.7662 |
0.7656 |
-0.0006 |
-0.1% |
0.7646 |
| Close |
0.7670 |
0.7678 |
0.0008 |
0.1% |
0.7670 |
| Range |
0.0056 |
0.0049 |
-0.0007 |
-12.5% |
0.0092 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
77,306 |
60,449 |
-16,857 |
-21.8% |
321,499 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7827 |
0.7801 |
0.7705 |
|
| R3 |
0.7778 |
0.7752 |
0.7691 |
|
| R2 |
0.7729 |
0.7729 |
0.7687 |
|
| R1 |
0.7703 |
0.7703 |
0.7682 |
0.7716 |
| PP |
0.7680 |
0.7680 |
0.7680 |
0.7686 |
| S1 |
0.7654 |
0.7654 |
0.7674 |
0.7667 |
| S2 |
0.7631 |
0.7631 |
0.7669 |
|
| S3 |
0.7582 |
0.7605 |
0.7665 |
|
| S4 |
0.7533 |
0.7556 |
0.7651 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7907 |
0.7721 |
|
| R3 |
0.7869 |
0.7815 |
0.7695 |
|
| R2 |
0.7777 |
0.7777 |
0.7687 |
|
| R1 |
0.7723 |
0.7723 |
0.7678 |
0.7716 |
| PP |
0.7685 |
0.7685 |
0.7685 |
0.7681 |
| S1 |
0.7631 |
0.7631 |
0.7662 |
0.7624 |
| S2 |
0.7593 |
0.7593 |
0.7653 |
|
| S3 |
0.7501 |
0.7539 |
0.7645 |
|
| S4 |
0.7409 |
0.7447 |
0.7619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7738 |
0.7646 |
0.0092 |
1.2% |
0.0054 |
0.7% |
35% |
False |
False |
76,389 |
| 10 |
0.7738 |
0.7613 |
0.0125 |
1.6% |
0.0059 |
0.8% |
52% |
False |
False |
77,124 |
| 20 |
0.7738 |
0.7521 |
0.0217 |
2.8% |
0.0062 |
0.8% |
72% |
False |
False |
78,648 |
| 40 |
0.7738 |
0.7165 |
0.0573 |
7.5% |
0.0066 |
0.9% |
90% |
False |
False |
82,956 |
| 60 |
0.7738 |
0.7146 |
0.0592 |
7.7% |
0.0067 |
0.9% |
90% |
False |
False |
65,872 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0071 |
0.9% |
88% |
False |
False |
49,565 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0069 |
0.9% |
88% |
False |
False |
39,698 |
| 120 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0068 |
0.9% |
88% |
False |
False |
33,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7913 |
|
2.618 |
0.7833 |
|
1.618 |
0.7784 |
|
1.000 |
0.7754 |
|
0.618 |
0.7735 |
|
HIGH |
0.7705 |
|
0.618 |
0.7686 |
|
0.500 |
0.7681 |
|
0.382 |
0.7675 |
|
LOW |
0.7656 |
|
0.618 |
0.7626 |
|
1.000 |
0.7607 |
|
1.618 |
0.7577 |
|
2.618 |
0.7528 |
|
4.250 |
0.7448 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7681 |
0.7697 |
| PP |
0.7680 |
0.7691 |
| S1 |
0.7679 |
0.7684 |
|