CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7468 |
0.7470 |
0.0002 |
0.0% |
0.7510 |
| High |
0.7485 |
0.7489 |
0.0004 |
0.1% |
0.7530 |
| Low |
0.7422 |
0.7442 |
0.0020 |
0.3% |
0.7421 |
| Close |
0.7483 |
0.7448 |
-0.0035 |
-0.5% |
0.7448 |
| Range |
0.0063 |
0.0047 |
-0.0016 |
-25.4% |
0.0109 |
| ATR |
0.0000 |
0.0059 |
0.0059 |
|
0.0000 |
| Volume |
2 |
47 |
45 |
2,250.0% |
331 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7571 |
0.7474 |
|
| R3 |
0.7554 |
0.7524 |
0.7461 |
|
| R2 |
0.7507 |
0.7507 |
0.7457 |
|
| R1 |
0.7477 |
0.7477 |
0.7452 |
0.7469 |
| PP |
0.7460 |
0.7460 |
0.7460 |
0.7455 |
| S1 |
0.7430 |
0.7430 |
0.7444 |
0.7422 |
| S2 |
0.7413 |
0.7413 |
0.7439 |
|
| S3 |
0.7366 |
0.7383 |
0.7435 |
|
| S4 |
0.7319 |
0.7336 |
0.7422 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7793 |
0.7730 |
0.7508 |
|
| R3 |
0.7684 |
0.7621 |
0.7478 |
|
| R2 |
0.7575 |
0.7575 |
0.7468 |
|
| R1 |
0.7512 |
0.7512 |
0.7458 |
0.7489 |
| PP |
0.7466 |
0.7466 |
0.7466 |
0.7455 |
| S1 |
0.7403 |
0.7403 |
0.7438 |
0.7380 |
| S2 |
0.7357 |
0.7357 |
0.7428 |
|
| S3 |
0.7248 |
0.7294 |
0.7418 |
|
| S4 |
0.7139 |
0.7185 |
0.7388 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7689 |
|
2.618 |
0.7612 |
|
1.618 |
0.7565 |
|
1.000 |
0.7536 |
|
0.618 |
0.7518 |
|
HIGH |
0.7489 |
|
0.618 |
0.7471 |
|
0.500 |
0.7466 |
|
0.382 |
0.7460 |
|
LOW |
0.7442 |
|
0.618 |
0.7413 |
|
1.000 |
0.7395 |
|
1.618 |
0.7366 |
|
2.618 |
0.7319 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7466 |
0.7456 |
| PP |
0.7460 |
0.7453 |
| S1 |
0.7454 |
0.7451 |
|