CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7664 |
-0.0011 |
-0.1% |
0.7533 |
| High |
0.7677 |
0.7665 |
-0.0012 |
-0.2% |
0.7706 |
| Low |
0.7626 |
0.7611 |
-0.0015 |
-0.2% |
0.7521 |
| Close |
0.7665 |
0.7622 |
-0.0043 |
-0.6% |
0.7695 |
| Range |
0.0051 |
0.0054 |
0.0003 |
5.9% |
0.0185 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
100,776 |
75,488 |
-25,288 |
-25.1% |
429,768 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7795 |
0.7762 |
0.7652 |
|
| R3 |
0.7741 |
0.7708 |
0.7637 |
|
| R2 |
0.7687 |
0.7687 |
0.7632 |
|
| R1 |
0.7654 |
0.7654 |
0.7627 |
0.7644 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7627 |
| S1 |
0.7600 |
0.7600 |
0.7617 |
0.7590 |
| S2 |
0.7579 |
0.7579 |
0.7612 |
|
| S3 |
0.7525 |
0.7546 |
0.7607 |
|
| S4 |
0.7471 |
0.7492 |
0.7592 |
|
|
| 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 |
0.7611 |
0.0126 |
1.7% |
0.0055 |
0.7% |
9% |
False |
True |
88,046 |
| 10 |
0.7737 |
0.7485 |
0.0252 |
3.3% |
0.0065 |
0.9% |
54% |
False |
False |
88,820 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0063 |
0.8% |
56% |
False |
False |
53,991 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0062 |
0.8% |
56% |
False |
False |
27,160 |
| 60 |
0.7737 |
0.7136 |
0.0601 |
7.9% |
0.0063 |
0.8% |
81% |
False |
False |
18,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7895 |
|
2.618 |
0.7806 |
|
1.618 |
0.7752 |
|
1.000 |
0.7719 |
|
0.618 |
0.7698 |
|
HIGH |
0.7665 |
|
0.618 |
0.7644 |
|
0.500 |
0.7638 |
|
0.382 |
0.7632 |
|
LOW |
0.7611 |
|
0.618 |
0.7578 |
|
1.000 |
0.7557 |
|
1.618 |
0.7524 |
|
2.618 |
0.7470 |
|
4.250 |
0.7381 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7638 |
0.7674 |
| PP |
0.7633 |
0.7657 |
| S1 |
0.7627 |
0.7639 |
|