CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7582 |
0.7589 |
0.0007 |
0.1% |
0.7494 |
| High |
0.7618 |
0.7663 |
0.0045 |
0.6% |
0.7642 |
| Low |
0.7573 |
0.7582 |
0.0009 |
0.1% |
0.7494 |
| Close |
0.7606 |
0.7634 |
0.0028 |
0.4% |
0.7587 |
| Range |
0.0045 |
0.0081 |
0.0036 |
80.0% |
0.0148 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.7% |
0.0000 |
| Volume |
36 |
95 |
59 |
163.9% |
239 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7869 |
0.7833 |
0.7679 |
|
| R3 |
0.7788 |
0.7752 |
0.7656 |
|
| R2 |
0.7707 |
0.7707 |
0.7649 |
|
| R1 |
0.7671 |
0.7671 |
0.7641 |
0.7689 |
| PP |
0.7626 |
0.7626 |
0.7626 |
0.7636 |
| S1 |
0.7590 |
0.7590 |
0.7627 |
0.7608 |
| S2 |
0.7545 |
0.7545 |
0.7619 |
|
| S3 |
0.7464 |
0.7509 |
0.7612 |
|
| S4 |
0.7383 |
0.7428 |
0.7589 |
|
|
| 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 |
0.8007 |
|
2.618 |
0.7875 |
|
1.618 |
0.7794 |
|
1.000 |
0.7744 |
|
0.618 |
0.7713 |
|
HIGH |
0.7663 |
|
0.618 |
0.7632 |
|
0.500 |
0.7623 |
|
0.382 |
0.7613 |
|
LOW |
0.7582 |
|
0.618 |
0.7532 |
|
1.000 |
0.7501 |
|
1.618 |
0.7451 |
|
2.618 |
0.7370 |
|
4.250 |
0.7238 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7630 |
0.7629 |
| PP |
0.7626 |
0.7623 |
| S1 |
0.7623 |
0.7618 |
|