CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7451 |
0.7455 |
0.0004 |
0.1% |
0.7384 |
| High |
0.7487 |
0.7488 |
0.0001 |
0.0% |
0.7473 |
| Low |
0.7451 |
0.7379 |
-0.0072 |
-1.0% |
0.7384 |
| Close |
0.7466 |
0.7392 |
-0.0074 |
-1.0% |
0.7422 |
| Range |
0.0036 |
0.0109 |
0.0073 |
202.8% |
0.0089 |
| ATR |
|
|
|
|
|
| Volume |
9 |
6 |
-3 |
-33.3% |
47 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7678 |
0.7452 |
|
| R3 |
0.7638 |
0.7569 |
0.7422 |
|
| R2 |
0.7529 |
0.7529 |
0.7412 |
|
| R1 |
0.7460 |
0.7460 |
0.7402 |
0.7440 |
| PP |
0.7420 |
0.7420 |
0.7420 |
0.7410 |
| S1 |
0.7351 |
0.7351 |
0.7382 |
0.7331 |
| S2 |
0.7311 |
0.7311 |
0.7372 |
|
| S3 |
0.7202 |
0.7242 |
0.7362 |
|
| S4 |
0.7093 |
0.7133 |
0.7332 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7647 |
0.7471 |
|
| R3 |
0.7604 |
0.7558 |
0.7446 |
|
| R2 |
0.7515 |
0.7515 |
0.7438 |
|
| R1 |
0.7469 |
0.7469 |
0.7430 |
0.7492 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7438 |
| S1 |
0.7380 |
0.7380 |
0.7414 |
0.7403 |
| S2 |
0.7337 |
0.7337 |
0.7406 |
|
| S3 |
0.7248 |
0.7291 |
0.7398 |
|
| S4 |
0.7159 |
0.7202 |
0.7373 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7951 |
|
2.618 |
0.7773 |
|
1.618 |
0.7664 |
|
1.000 |
0.7597 |
|
0.618 |
0.7555 |
|
HIGH |
0.7488 |
|
0.618 |
0.7446 |
|
0.500 |
0.7434 |
|
0.382 |
0.7421 |
|
LOW |
0.7379 |
|
0.618 |
0.7312 |
|
1.000 |
0.7270 |
|
1.618 |
0.7203 |
|
2.618 |
0.7094 |
|
4.250 |
0.6916 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7434 |
0.7434 |
| PP |
0.7420 |
0.7420 |
| S1 |
0.7406 |
0.7406 |
|