CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7470 |
0.7494 |
0.0024 |
0.3% |
0.7510 |
| High |
0.7489 |
0.7532 |
0.0043 |
0.6% |
0.7530 |
| Low |
0.7442 |
0.7494 |
0.0052 |
0.7% |
0.7421 |
| Close |
0.7448 |
0.7516 |
0.0068 |
0.9% |
0.7448 |
| Range |
0.0047 |
0.0038 |
-0.0009 |
-19.1% |
0.0109 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.0% |
0.0000 |
| Volume |
47 |
23 |
-24 |
-51.1% |
331 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7628 |
0.7610 |
0.7537 |
|
| R3 |
0.7590 |
0.7572 |
0.7526 |
|
| R2 |
0.7552 |
0.7552 |
0.7523 |
|
| R1 |
0.7534 |
0.7534 |
0.7519 |
0.7543 |
| PP |
0.7514 |
0.7514 |
0.7514 |
0.7519 |
| S1 |
0.7496 |
0.7496 |
0.7513 |
0.7505 |
| S2 |
0.7476 |
0.7476 |
0.7509 |
|
| S3 |
0.7438 |
0.7458 |
0.7506 |
|
| S4 |
0.7400 |
0.7420 |
0.7495 |
|
|
| 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 |
0.7694 |
|
2.618 |
0.7631 |
|
1.618 |
0.7593 |
|
1.000 |
0.7570 |
|
0.618 |
0.7555 |
|
HIGH |
0.7532 |
|
0.618 |
0.7517 |
|
0.500 |
0.7513 |
|
0.382 |
0.7509 |
|
LOW |
0.7494 |
|
0.618 |
0.7471 |
|
1.000 |
0.7456 |
|
1.618 |
0.7433 |
|
2.618 |
0.7395 |
|
4.250 |
0.7333 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7515 |
0.7503 |
| PP |
0.7514 |
0.7490 |
| S1 |
0.7513 |
0.7477 |
|