CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7605 |
0.7582 |
-0.0023 |
-0.3% |
0.7494 |
| High |
0.7621 |
0.7618 |
-0.0003 |
0.0% |
0.7642 |
| Low |
0.7579 |
0.7573 |
-0.0006 |
-0.1% |
0.7494 |
| Close |
0.7587 |
0.7606 |
0.0019 |
0.3% |
0.7587 |
| Range |
0.0042 |
0.0045 |
0.0003 |
7.1% |
0.0148 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
14 |
36 |
22 |
157.1% |
239 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7734 |
0.7715 |
0.7631 |
|
| R3 |
0.7689 |
0.7670 |
0.7618 |
|
| R2 |
0.7644 |
0.7644 |
0.7614 |
|
| R1 |
0.7625 |
0.7625 |
0.7610 |
0.7635 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7604 |
| S1 |
0.7580 |
0.7580 |
0.7602 |
0.7590 |
| S2 |
0.7554 |
0.7554 |
0.7598 |
|
| S3 |
0.7509 |
0.7535 |
0.7594 |
|
| S4 |
0.7464 |
0.7490 |
0.7581 |
|
|
| 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 |
0.7809 |
|
2.618 |
0.7736 |
|
1.618 |
0.7691 |
|
1.000 |
0.7663 |
|
0.618 |
0.7646 |
|
HIGH |
0.7618 |
|
0.618 |
0.7601 |
|
0.500 |
0.7596 |
|
0.382 |
0.7590 |
|
LOW |
0.7573 |
|
0.618 |
0.7545 |
|
1.000 |
0.7528 |
|
1.618 |
0.7500 |
|
2.618 |
0.7455 |
|
4.250 |
0.7382 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7603 |
0.7608 |
| PP |
0.7599 |
0.7607 |
| S1 |
0.7596 |
0.7607 |
|