CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7510 |
0.7600 |
0.0090 |
1.2% |
0.7510 |
| High |
0.7598 |
0.7642 |
0.0044 |
0.6% |
0.7530 |
| Low |
0.7507 |
0.7597 |
0.0090 |
1.2% |
0.7421 |
| Close |
0.7572 |
0.7604 |
0.0032 |
0.4% |
0.7448 |
| Range |
0.0091 |
0.0045 |
-0.0046 |
-50.6% |
0.0109 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
| Volume |
77 |
104 |
27 |
35.1% |
331 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7722 |
0.7629 |
|
| R3 |
0.7704 |
0.7677 |
0.7616 |
|
| R2 |
0.7659 |
0.7659 |
0.7612 |
|
| R1 |
0.7632 |
0.7632 |
0.7608 |
0.7646 |
| PP |
0.7614 |
0.7614 |
0.7614 |
0.7621 |
| S1 |
0.7587 |
0.7587 |
0.7600 |
0.7601 |
| S2 |
0.7569 |
0.7569 |
0.7596 |
|
| S3 |
0.7524 |
0.7542 |
0.7592 |
|
| S4 |
0.7479 |
0.7497 |
0.7579 |
|
|
| 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 |
0.7833 |
|
2.618 |
0.7760 |
|
1.618 |
0.7715 |
|
1.000 |
0.7687 |
|
0.618 |
0.7670 |
|
HIGH |
0.7642 |
|
0.618 |
0.7625 |
|
0.500 |
0.7620 |
|
0.382 |
0.7614 |
|
LOW |
0.7597 |
|
0.618 |
0.7569 |
|
1.000 |
0.7552 |
|
1.618 |
0.7524 |
|
2.618 |
0.7479 |
|
4.250 |
0.7406 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7620 |
0.7593 |
| PP |
0.7614 |
0.7583 |
| S1 |
0.7609 |
0.7572 |
|