CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7481 |
0.7443 |
-0.0038 |
-0.5% |
0.7540 |
| High |
0.7528 |
0.7449 |
-0.0079 |
-1.0% |
0.7688 |
| Low |
0.7421 |
0.7434 |
0.0013 |
0.2% |
0.7509 |
| Close |
0.7421 |
0.7438 |
0.0017 |
0.2% |
0.7517 |
| Range |
0.0107 |
0.0015 |
-0.0092 |
-86.0% |
0.0179 |
| ATR |
|
|
|
|
|
| Volume |
18 |
15 |
-3 |
-16.7% |
147 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7485 |
0.7477 |
0.7446 |
|
| R3 |
0.7470 |
0.7462 |
0.7442 |
|
| R2 |
0.7455 |
0.7455 |
0.7441 |
|
| R1 |
0.7447 |
0.7447 |
0.7439 |
0.7444 |
| PP |
0.7440 |
0.7440 |
0.7440 |
0.7439 |
| S1 |
0.7432 |
0.7432 |
0.7437 |
0.7429 |
| S2 |
0.7425 |
0.7425 |
0.7435 |
|
| S3 |
0.7410 |
0.7417 |
0.7434 |
|
| S4 |
0.7395 |
0.7402 |
0.7430 |
|
|
| 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 |
0.7513 |
|
2.618 |
0.7488 |
|
1.618 |
0.7473 |
|
1.000 |
0.7464 |
|
0.618 |
0.7458 |
|
HIGH |
0.7449 |
|
0.618 |
0.7443 |
|
0.500 |
0.7442 |
|
0.382 |
0.7440 |
|
LOW |
0.7434 |
|
0.618 |
0.7425 |
|
1.000 |
0.7419 |
|
1.618 |
0.7410 |
|
2.618 |
0.7395 |
|
4.250 |
0.7370 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7442 |
0.7476 |
| PP |
0.7440 |
0.7463 |
| S1 |
0.7439 |
0.7451 |
|