CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7689 |
0.7667 |
-0.0022 |
-0.3% |
0.7533 |
| High |
0.7706 |
0.7705 |
-0.0001 |
0.0% |
0.7706 |
| Low |
0.7650 |
0.7650 |
0.0000 |
0.0% |
0.7521 |
| Close |
0.7656 |
0.7695 |
0.0039 |
0.5% |
0.7695 |
| Range |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0185 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
106,627 |
77,771 |
-28,856 |
-27.1% |
429,768 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7848 |
0.7827 |
0.7725 |
|
| R3 |
0.7793 |
0.7772 |
0.7710 |
|
| R2 |
0.7738 |
0.7738 |
0.7705 |
|
| R1 |
0.7717 |
0.7717 |
0.7700 |
0.7728 |
| PP |
0.7683 |
0.7683 |
0.7683 |
0.7689 |
| S1 |
0.7662 |
0.7662 |
0.7690 |
0.7673 |
| S2 |
0.7628 |
0.7628 |
0.7685 |
|
| S3 |
0.7573 |
0.7607 |
0.7680 |
|
| S4 |
0.7518 |
0.7552 |
0.7665 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8196 |
0.8130 |
0.7797 |
|
| R3 |
0.8011 |
0.7945 |
0.7746 |
|
| R2 |
0.7826 |
0.7826 |
0.7729 |
|
| R1 |
0.7760 |
0.7760 |
0.7712 |
0.7793 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7657 |
| S1 |
0.7575 |
0.7575 |
0.7678 |
0.7608 |
| S2 |
0.7456 |
0.7456 |
0.7661 |
|
| S3 |
0.7271 |
0.7390 |
0.7644 |
|
| S4 |
0.7086 |
0.7205 |
0.7593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7706 |
0.7521 |
0.0185 |
2.4% |
0.0074 |
1.0% |
94% |
False |
False |
85,953 |
| 10 |
0.7706 |
0.7477 |
0.0229 |
3.0% |
0.0065 |
0.8% |
95% |
False |
False |
68,775 |
| 20 |
0.7721 |
0.7477 |
0.0244 |
3.2% |
0.0063 |
0.8% |
89% |
False |
False |
35,992 |
| 40 |
0.7721 |
0.7477 |
0.0244 |
3.2% |
0.0062 |
0.8% |
89% |
False |
False |
18,110 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.7% |
0.0062 |
0.8% |
96% |
False |
False |
12,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7939 |
|
2.618 |
0.7849 |
|
1.618 |
0.7794 |
|
1.000 |
0.7760 |
|
0.618 |
0.7739 |
|
HIGH |
0.7705 |
|
0.618 |
0.7684 |
|
0.500 |
0.7678 |
|
0.382 |
0.7671 |
|
LOW |
0.7650 |
|
0.618 |
0.7616 |
|
1.000 |
0.7595 |
|
1.618 |
0.7561 |
|
2.618 |
0.7506 |
|
4.250 |
0.7416 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7689 |
0.7671 |
| PP |
0.7683 |
0.7648 |
| S1 |
0.7678 |
0.7624 |
|