CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7533 |
0.7558 |
0.0025 |
0.3% |
0.7571 |
| High |
0.7578 |
0.7565 |
-0.0013 |
-0.2% |
0.7617 |
| Low |
0.7521 |
0.7526 |
0.0005 |
0.1% |
0.7477 |
| Close |
0.7566 |
0.7551 |
-0.0015 |
-0.2% |
0.7528 |
| Range |
0.0057 |
0.0039 |
-0.0018 |
-31.6% |
0.0140 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
62,416 |
60,868 |
-1,548 |
-2.5% |
257,983 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7647 |
0.7572 |
|
| R3 |
0.7625 |
0.7608 |
0.7562 |
|
| R2 |
0.7586 |
0.7586 |
0.7558 |
|
| R1 |
0.7569 |
0.7569 |
0.7555 |
0.7558 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7542 |
| S1 |
0.7530 |
0.7530 |
0.7547 |
0.7519 |
| S2 |
0.7508 |
0.7508 |
0.7544 |
|
| S3 |
0.7469 |
0.7491 |
0.7540 |
|
| S4 |
0.7430 |
0.7452 |
0.7530 |
|
|
| 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 |
0.7594 |
0.7477 |
0.0117 |
1.5% |
0.0056 |
0.7% |
63% |
False |
False |
68,448 |
| 10 |
0.7683 |
0.7477 |
0.0206 |
2.7% |
0.0062 |
0.8% |
36% |
False |
False |
40,653 |
| 20 |
0.7721 |
0.7477 |
0.0244 |
3.2% |
0.0059 |
0.8% |
30% |
False |
False |
20,742 |
| 40 |
0.7721 |
0.7434 |
0.0287 |
3.8% |
0.0062 |
0.8% |
41% |
False |
False |
10,461 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.8% |
0.0062 |
0.8% |
71% |
False |
False |
7,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7731 |
|
2.618 |
0.7667 |
|
1.618 |
0.7628 |
|
1.000 |
0.7604 |
|
0.618 |
0.7589 |
|
HIGH |
0.7565 |
|
0.618 |
0.7550 |
|
0.500 |
0.7546 |
|
0.382 |
0.7541 |
|
LOW |
0.7526 |
|
0.618 |
0.7502 |
|
1.000 |
0.7487 |
|
1.618 |
0.7463 |
|
2.618 |
0.7424 |
|
4.250 |
0.7360 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7549 |
0.7545 |
| PP |
0.7547 |
0.7538 |
| S1 |
0.7546 |
0.7532 |
|