CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7518 |
0.7510 |
-0.0008 |
-0.1% |
0.7510 |
| High |
0.7530 |
0.7598 |
0.0068 |
0.9% |
0.7530 |
| Low |
0.7502 |
0.7507 |
0.0005 |
0.1% |
0.7421 |
| Close |
0.7520 |
0.7572 |
0.0052 |
0.7% |
0.7448 |
| Range |
0.0028 |
0.0091 |
0.0063 |
225.0% |
0.0109 |
| ATR |
0.0058 |
0.0061 |
0.0002 |
4.0% |
0.0000 |
| Volume |
21 |
77 |
56 |
266.7% |
331 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7832 |
0.7793 |
0.7622 |
|
| R3 |
0.7741 |
0.7702 |
0.7597 |
|
| R2 |
0.7650 |
0.7650 |
0.7589 |
|
| R1 |
0.7611 |
0.7611 |
0.7580 |
0.7631 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7569 |
| S1 |
0.7520 |
0.7520 |
0.7564 |
0.7540 |
| S2 |
0.7468 |
0.7468 |
0.7555 |
|
| S3 |
0.7377 |
0.7429 |
0.7547 |
|
| S4 |
0.7286 |
0.7338 |
0.7522 |
|
|
| 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 |
0.7985 |
|
2.618 |
0.7836 |
|
1.618 |
0.7745 |
|
1.000 |
0.7689 |
|
0.618 |
0.7654 |
|
HIGH |
0.7598 |
|
0.618 |
0.7563 |
|
0.500 |
0.7553 |
|
0.382 |
0.7542 |
|
LOW |
0.7507 |
|
0.618 |
0.7451 |
|
1.000 |
0.7416 |
|
1.618 |
0.7360 |
|
2.618 |
0.7269 |
|
4.250 |
0.7120 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7566 |
0.7563 |
| PP |
0.7559 |
0.7555 |
| S1 |
0.7553 |
0.7546 |
|