CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7443 |
0.7468 |
0.0025 |
0.3% |
0.7540 |
| High |
0.7449 |
0.7485 |
0.0036 |
0.5% |
0.7688 |
| Low |
0.7434 |
0.7422 |
-0.0012 |
-0.2% |
0.7509 |
| Close |
0.7438 |
0.7483 |
0.0045 |
0.6% |
0.7517 |
| Range |
0.0015 |
0.0063 |
0.0048 |
320.0% |
0.0179 |
| ATR |
|
|
|
|
|
| Volume |
15 |
2 |
-13 |
-86.7% |
147 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7652 |
0.7631 |
0.7518 |
|
| R3 |
0.7589 |
0.7568 |
0.7500 |
|
| R2 |
0.7526 |
0.7526 |
0.7495 |
|
| R1 |
0.7505 |
0.7505 |
0.7489 |
0.7515 |
| PP |
0.7463 |
0.7463 |
0.7463 |
0.7469 |
| S1 |
0.7442 |
0.7442 |
0.7477 |
0.7453 |
| S2 |
0.7400 |
0.7400 |
0.7471 |
|
| S3 |
0.7337 |
0.7379 |
0.7466 |
|
| S4 |
0.7274 |
0.7316 |
0.7448 |
|
|
| 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 |
0.7753 |
|
2.618 |
0.7650 |
|
1.618 |
0.7587 |
|
1.000 |
0.7548 |
|
0.618 |
0.7524 |
|
HIGH |
0.7485 |
|
0.618 |
0.7461 |
|
0.500 |
0.7454 |
|
0.382 |
0.7446 |
|
LOW |
0.7422 |
|
0.618 |
0.7383 |
|
1.000 |
0.7359 |
|
1.618 |
0.7320 |
|
2.618 |
0.7257 |
|
4.250 |
0.7154 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7473 |
0.7480 |
| PP |
0.7463 |
0.7477 |
| S1 |
0.7454 |
0.7475 |
|