CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7571 |
0.7564 |
-0.0007 |
-0.1% |
0.7656 |
| High |
0.7594 |
0.7617 |
0.0023 |
0.3% |
0.7688 |
| Low |
0.7555 |
0.7563 |
0.0008 |
0.1% |
0.7529 |
| Close |
0.7569 |
0.7572 |
0.0003 |
0.0% |
0.7570 |
| Range |
0.0039 |
0.0054 |
0.0015 |
38.5% |
0.0159 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
12,194 |
26,829 |
14,635 |
120.0% |
28,516 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7746 |
0.7713 |
0.7602 |
|
| R3 |
0.7692 |
0.7659 |
0.7587 |
|
| R2 |
0.7638 |
0.7638 |
0.7582 |
|
| R1 |
0.7605 |
0.7605 |
0.7577 |
0.7622 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7592 |
| S1 |
0.7551 |
0.7551 |
0.7567 |
0.7568 |
| S2 |
0.7530 |
0.7530 |
0.7562 |
|
| S3 |
0.7476 |
0.7497 |
0.7557 |
|
| S4 |
0.7422 |
0.7443 |
0.7542 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.7980 |
0.7657 |
|
| R3 |
0.7914 |
0.7821 |
0.7614 |
|
| R2 |
0.7755 |
0.7755 |
0.7599 |
|
| R1 |
0.7662 |
0.7662 |
0.7585 |
0.7629 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7579 |
| S1 |
0.7503 |
0.7503 |
0.7555 |
0.7470 |
| S2 |
0.7437 |
0.7437 |
0.7541 |
|
| S3 |
0.7278 |
0.7344 |
0.7526 |
|
| S4 |
0.7119 |
0.7185 |
0.7483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7683 |
0.7529 |
0.0154 |
2.0% |
0.0067 |
0.9% |
28% |
False |
False |
12,858 |
| 10 |
0.7721 |
0.7529 |
0.0192 |
2.5% |
0.0060 |
0.8% |
22% |
False |
False |
7,010 |
| 20 |
0.7721 |
0.7529 |
0.0192 |
2.5% |
0.0060 |
0.8% |
22% |
False |
False |
3,690 |
| 40 |
0.7721 |
0.7269 |
0.0452 |
6.0% |
0.0064 |
0.8% |
67% |
False |
False |
1,921 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.8% |
0.0062 |
0.8% |
75% |
False |
False |
1,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7847 |
|
2.618 |
0.7758 |
|
1.618 |
0.7704 |
|
1.000 |
0.7671 |
|
0.618 |
0.7650 |
|
HIGH |
0.7617 |
|
0.618 |
0.7596 |
|
0.500 |
0.7590 |
|
0.382 |
0.7584 |
|
LOW |
0.7563 |
|
0.618 |
0.7530 |
|
1.000 |
0.7509 |
|
1.618 |
0.7476 |
|
2.618 |
0.7422 |
|
4.250 |
0.7334 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7590 |
0.7573 |
| PP |
0.7584 |
0.7573 |
| S1 |
0.7578 |
0.7572 |
|