CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7488 |
0.7533 |
0.0045 |
0.6% |
0.7571 |
| High |
0.7544 |
0.7578 |
0.0034 |
0.5% |
0.7617 |
| Low |
0.7485 |
0.7521 |
0.0036 |
0.5% |
0.7477 |
| Close |
0.7528 |
0.7566 |
0.0038 |
0.5% |
0.7528 |
| Range |
0.0059 |
0.0057 |
-0.0002 |
-3.4% |
0.0140 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
95,975 |
62,416 |
-33,559 |
-35.0% |
257,983 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7703 |
0.7597 |
|
| R3 |
0.7669 |
0.7646 |
0.7582 |
|
| R2 |
0.7612 |
0.7612 |
0.7576 |
|
| R1 |
0.7589 |
0.7589 |
0.7571 |
0.7601 |
| PP |
0.7555 |
0.7555 |
0.7555 |
0.7561 |
| S1 |
0.7532 |
0.7532 |
0.7561 |
0.7544 |
| S2 |
0.7498 |
0.7498 |
0.7556 |
|
| S3 |
0.7441 |
0.7475 |
0.7550 |
|
| S4 |
0.7384 |
0.7418 |
0.7535 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7884 |
0.7605 |
|
| R3 |
0.7821 |
0.7744 |
0.7567 |
|
| R2 |
0.7681 |
0.7681 |
0.7554 |
|
| R1 |
0.7604 |
0.7604 |
0.7541 |
0.7573 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7525 |
| S1 |
0.7464 |
0.7464 |
0.7515 |
0.7433 |
| S2 |
0.7401 |
0.7401 |
0.7502 |
|
| S3 |
0.7261 |
0.7324 |
0.7490 |
|
| S4 |
0.7121 |
0.7184 |
0.7451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7617 |
0.7477 |
0.0140 |
1.9% |
0.0059 |
0.8% |
64% |
False |
False |
61,641 |
| 10 |
0.7683 |
0.7477 |
0.0206 |
2.7% |
0.0063 |
0.8% |
43% |
False |
False |
34,786 |
| 20 |
0.7721 |
0.7477 |
0.0244 |
3.2% |
0.0060 |
0.8% |
36% |
False |
False |
17,707 |
| 40 |
0.7721 |
0.7424 |
0.0297 |
3.9% |
0.0062 |
0.8% |
48% |
False |
False |
8,941 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.8% |
0.0063 |
0.8% |
74% |
False |
False |
5,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7820 |
|
2.618 |
0.7727 |
|
1.618 |
0.7670 |
|
1.000 |
0.7635 |
|
0.618 |
0.7613 |
|
HIGH |
0.7578 |
|
0.618 |
0.7556 |
|
0.500 |
0.7550 |
|
0.382 |
0.7543 |
|
LOW |
0.7521 |
|
0.618 |
0.7486 |
|
1.000 |
0.7464 |
|
1.618 |
0.7429 |
|
2.618 |
0.7372 |
|
4.250 |
0.7279 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7561 |
0.7553 |
| PP |
0.7555 |
0.7540 |
| S1 |
0.7550 |
0.7528 |
|