CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7600 |
0.7605 |
0.0005 |
0.1% |
0.7494 |
| High |
0.7642 |
0.7621 |
-0.0021 |
-0.3% |
0.7642 |
| Low |
0.7597 |
0.7579 |
-0.0018 |
-0.2% |
0.7494 |
| Close |
0.7604 |
0.7587 |
-0.0017 |
-0.2% |
0.7587 |
| Range |
0.0045 |
0.0042 |
-0.0003 |
-6.7% |
0.0148 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
104 |
14 |
-90 |
-86.5% |
239 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7696 |
0.7610 |
|
| R3 |
0.7680 |
0.7654 |
0.7599 |
|
| R2 |
0.7638 |
0.7638 |
0.7595 |
|
| R1 |
0.7612 |
0.7612 |
0.7591 |
0.7604 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7592 |
| S1 |
0.7570 |
0.7570 |
0.7583 |
0.7562 |
| S2 |
0.7554 |
0.7554 |
0.7579 |
|
| S3 |
0.7512 |
0.7528 |
0.7575 |
|
| S4 |
0.7470 |
0.7486 |
0.7564 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8018 |
0.7951 |
0.7668 |
|
| R3 |
0.7870 |
0.7803 |
0.7628 |
|
| R2 |
0.7722 |
0.7722 |
0.7614 |
|
| R1 |
0.7655 |
0.7655 |
0.7601 |
0.7689 |
| PP |
0.7574 |
0.7574 |
0.7574 |
0.7591 |
| S1 |
0.7507 |
0.7507 |
0.7573 |
0.7541 |
| S2 |
0.7426 |
0.7426 |
0.7560 |
|
| S3 |
0.7278 |
0.7359 |
0.7546 |
|
| S4 |
0.7130 |
0.7211 |
0.7506 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7799 |
|
2.618 |
0.7731 |
|
1.618 |
0.7689 |
|
1.000 |
0.7663 |
|
0.618 |
0.7647 |
|
HIGH |
0.7621 |
|
0.618 |
0.7605 |
|
0.500 |
0.7600 |
|
0.382 |
0.7595 |
|
LOW |
0.7579 |
|
0.618 |
0.7553 |
|
1.000 |
0.7537 |
|
1.618 |
0.7511 |
|
2.618 |
0.7469 |
|
4.250 |
0.7401 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7583 |
| PP |
0.7596 |
0.7579 |
| S1 |
0.7591 |
0.7575 |
|