CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7687 |
0.7718 |
0.0031 |
0.4% |
0.7533 |
| High |
0.7735 |
0.7737 |
0.0002 |
0.0% |
0.7706 |
| Low |
0.7685 |
0.7670 |
-0.0015 |
-0.2% |
0.7521 |
| Close |
0.7713 |
0.7689 |
-0.0024 |
-0.3% |
0.7695 |
| Range |
0.0050 |
0.0067 |
0.0017 |
34.0% |
0.0185 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.3% |
0.0000 |
| Volume |
72,702 |
113,497 |
40,795 |
56.1% |
429,768 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7900 |
0.7861 |
0.7726 |
|
| R3 |
0.7833 |
0.7794 |
0.7707 |
|
| R2 |
0.7766 |
0.7766 |
0.7701 |
|
| R1 |
0.7727 |
0.7727 |
0.7695 |
0.7713 |
| PP |
0.7699 |
0.7699 |
0.7699 |
0.7692 |
| S1 |
0.7660 |
0.7660 |
0.7683 |
0.7646 |
| S2 |
0.7632 |
0.7632 |
0.7677 |
|
| S3 |
0.7565 |
0.7593 |
0.7671 |
|
| S4 |
0.7498 |
0.7526 |
0.7652 |
|
|
| 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 |
0.7737 |
0.7542 |
0.0195 |
2.5% |
0.0078 |
1.0% |
75% |
True |
False |
98,536 |
| 10 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0067 |
0.9% |
82% |
True |
False |
83,492 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0064 |
0.8% |
82% |
True |
False |
45,251 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0063 |
0.8% |
82% |
True |
False |
22,758 |
| 60 |
0.7737 |
0.7132 |
0.0605 |
7.9% |
0.0063 |
0.8% |
92% |
True |
False |
15,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8022 |
|
2.618 |
0.7912 |
|
1.618 |
0.7845 |
|
1.000 |
0.7804 |
|
0.618 |
0.7778 |
|
HIGH |
0.7737 |
|
0.618 |
0.7711 |
|
0.500 |
0.7704 |
|
0.382 |
0.7696 |
|
LOW |
0.7670 |
|
0.618 |
0.7629 |
|
1.000 |
0.7603 |
|
1.618 |
0.7562 |
|
2.618 |
0.7495 |
|
4.250 |
0.7385 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7704 |
0.7694 |
| PP |
0.7699 |
0.7692 |
| S1 |
0.7694 |
0.7691 |
|