CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7510 |
0.7481 |
-0.0029 |
-0.4% |
0.7540 |
| High |
0.7530 |
0.7528 |
-0.0002 |
0.0% |
0.7688 |
| Low |
0.7469 |
0.7421 |
-0.0048 |
-0.6% |
0.7509 |
| Close |
0.7525 |
0.7421 |
-0.0104 |
-1.4% |
0.7517 |
| Range |
0.0061 |
0.0107 |
0.0046 |
75.4% |
0.0179 |
| ATR |
|
|
|
|
|
| Volume |
249 |
18 |
-231 |
-92.8% |
147 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7778 |
0.7706 |
0.7480 |
|
| R3 |
0.7671 |
0.7599 |
0.7450 |
|
| R2 |
0.7564 |
0.7564 |
0.7441 |
|
| R1 |
0.7492 |
0.7492 |
0.7431 |
0.7475 |
| PP |
0.7457 |
0.7457 |
0.7457 |
0.7448 |
| S1 |
0.7385 |
0.7385 |
0.7411 |
0.7368 |
| S2 |
0.7350 |
0.7350 |
0.7401 |
|
| S3 |
0.7243 |
0.7278 |
0.7392 |
|
| S4 |
0.7136 |
0.7171 |
0.7362 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8108 |
0.7992 |
0.7615 |
|
| R3 |
0.7929 |
0.7813 |
0.7566 |
|
| R2 |
0.7750 |
0.7750 |
0.7550 |
|
| R1 |
0.7634 |
0.7634 |
0.7533 |
0.7603 |
| PP |
0.7571 |
0.7571 |
0.7571 |
0.7556 |
| S1 |
0.7455 |
0.7455 |
0.7501 |
0.7424 |
| S2 |
0.7392 |
0.7392 |
0.7484 |
|
| S3 |
0.7213 |
0.7276 |
0.7468 |
|
| S4 |
0.7034 |
0.7097 |
0.7419 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7983 |
|
2.618 |
0.7808 |
|
1.618 |
0.7701 |
|
1.000 |
0.7635 |
|
0.618 |
0.7594 |
|
HIGH |
0.7528 |
|
0.618 |
0.7487 |
|
0.500 |
0.7475 |
|
0.382 |
0.7462 |
|
LOW |
0.7421 |
|
0.618 |
0.7355 |
|
1.000 |
0.7314 |
|
1.618 |
0.7248 |
|
2.618 |
0.7141 |
|
4.250 |
0.6966 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7475 |
0.7517 |
| PP |
0.7457 |
0.7485 |
| S1 |
0.7439 |
0.7453 |
|