CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7363 |
0.7421 |
0.0058 |
0.8% |
0.7312 |
| High |
0.7449 |
0.7474 |
0.0025 |
0.3% |
0.7449 |
| Low |
0.7346 |
0.7415 |
0.0069 |
0.9% |
0.7293 |
| Close |
0.7408 |
0.7456 |
0.0048 |
0.6% |
0.7408 |
| Range |
0.0103 |
0.0059 |
-0.0044 |
-42.7% |
0.0156 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,376 |
866 |
-510 |
-37.1% |
3,320 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7625 |
0.7600 |
0.7488 |
|
| R3 |
0.7566 |
0.7541 |
0.7472 |
|
| R2 |
0.7507 |
0.7507 |
0.7467 |
|
| R1 |
0.7482 |
0.7482 |
0.7461 |
0.7495 |
| PP |
0.7448 |
0.7448 |
0.7448 |
0.7455 |
| S1 |
0.7423 |
0.7423 |
0.7451 |
0.7436 |
| S2 |
0.7389 |
0.7389 |
0.7445 |
|
| S3 |
0.7330 |
0.7364 |
0.7440 |
|
| S4 |
0.7271 |
0.7305 |
0.7424 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7851 |
0.7786 |
0.7494 |
|
| R3 |
0.7695 |
0.7630 |
0.7451 |
|
| R2 |
0.7539 |
0.7539 |
0.7437 |
|
| R1 |
0.7474 |
0.7474 |
0.7422 |
0.7507 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7400 |
| S1 |
0.7318 |
0.7318 |
0.7394 |
0.7351 |
| S2 |
0.7227 |
0.7227 |
0.7379 |
|
| S3 |
0.7071 |
0.7162 |
0.7365 |
|
| S4 |
0.6915 |
0.7006 |
0.7322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7474 |
0.7293 |
0.0181 |
2.4% |
0.0069 |
0.9% |
90% |
True |
False |
837 |
| 10 |
0.7558 |
0.7293 |
0.0265 |
3.6% |
0.0075 |
1.0% |
62% |
False |
False |
802 |
| 20 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0082 |
1.1% |
35% |
False |
False |
595 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0072 |
1.0% |
35% |
False |
False |
406 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0069 |
0.9% |
35% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7725 |
|
2.618 |
0.7628 |
|
1.618 |
0.7569 |
|
1.000 |
0.7533 |
|
0.618 |
0.7510 |
|
HIGH |
0.7474 |
|
0.618 |
0.7451 |
|
0.500 |
0.7445 |
|
0.382 |
0.7438 |
|
LOW |
0.7415 |
|
0.618 |
0.7379 |
|
1.000 |
0.7356 |
|
1.618 |
0.7320 |
|
2.618 |
0.7261 |
|
4.250 |
0.7164 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7452 |
0.7441 |
| PP |
0.7448 |
0.7425 |
| S1 |
0.7445 |
0.7410 |
|