CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7564 |
0.7574 |
0.0010 |
0.1% |
0.7656 |
| High |
0.7617 |
0.7594 |
-0.0023 |
-0.3% |
0.7688 |
| Low |
0.7563 |
0.7510 |
-0.0053 |
-0.7% |
0.7529 |
| Close |
0.7572 |
0.7522 |
-0.0050 |
-0.7% |
0.7570 |
| Range |
0.0054 |
0.0084 |
0.0030 |
55.6% |
0.0159 |
| ATR |
0.0061 |
0.0062 |
0.0002 |
2.7% |
0.0000 |
| Volume |
26,829 |
52,166 |
25,337 |
94.4% |
28,516 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7794 |
0.7742 |
0.7568 |
|
| R3 |
0.7710 |
0.7658 |
0.7545 |
|
| R2 |
0.7626 |
0.7626 |
0.7537 |
|
| R1 |
0.7574 |
0.7574 |
0.7530 |
0.7558 |
| PP |
0.7542 |
0.7542 |
0.7542 |
0.7534 |
| S1 |
0.7490 |
0.7490 |
0.7514 |
0.7474 |
| S2 |
0.7458 |
0.7458 |
0.7507 |
|
| S3 |
0.7374 |
0.7406 |
0.7499 |
|
| S4 |
0.7290 |
0.7322 |
0.7476 |
|
|
| 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 |
0.7665 |
0.7510 |
0.0155 |
2.1% |
0.0071 |
0.9% |
8% |
False |
True |
22,720 |
| 10 |
0.7721 |
0.7510 |
0.0211 |
2.8% |
0.0064 |
0.9% |
6% |
False |
True |
12,180 |
| 20 |
0.7721 |
0.7510 |
0.0211 |
2.8% |
0.0060 |
0.8% |
6% |
False |
True |
6,272 |
| 40 |
0.7721 |
0.7305 |
0.0416 |
5.5% |
0.0064 |
0.9% |
52% |
False |
False |
3,221 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.8% |
0.0062 |
0.8% |
66% |
False |
False |
2,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7951 |
|
2.618 |
0.7814 |
|
1.618 |
0.7730 |
|
1.000 |
0.7678 |
|
0.618 |
0.7646 |
|
HIGH |
0.7594 |
|
0.618 |
0.7562 |
|
0.500 |
0.7552 |
|
0.382 |
0.7542 |
|
LOW |
0.7510 |
|
0.618 |
0.7458 |
|
1.000 |
0.7426 |
|
1.618 |
0.7374 |
|
2.618 |
0.7290 |
|
4.250 |
0.7153 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7552 |
0.7564 |
| PP |
0.7542 |
0.7550 |
| S1 |
0.7532 |
0.7536 |
|