CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7472 |
0.7467 |
-0.0005 |
-0.1% |
0.7312 |
| High |
0.7478 |
0.7478 |
0.0000 |
0.0% |
0.7449 |
| Low |
0.7414 |
0.7357 |
-0.0057 |
-0.8% |
0.7293 |
| Close |
0.7470 |
0.7371 |
-0.0099 |
-1.3% |
0.7408 |
| Range |
0.0064 |
0.0121 |
0.0057 |
89.1% |
0.0156 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
4.0% |
0.0000 |
| Volume |
1,284 |
4,514 |
3,230 |
251.6% |
3,320 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7765 |
0.7689 |
0.7438 |
|
| R3 |
0.7644 |
0.7568 |
0.7404 |
|
| R2 |
0.7523 |
0.7523 |
0.7393 |
|
| R1 |
0.7447 |
0.7447 |
0.7382 |
0.7425 |
| PP |
0.7402 |
0.7402 |
0.7402 |
0.7391 |
| S1 |
0.7326 |
0.7326 |
0.7360 |
0.7304 |
| S2 |
0.7281 |
0.7281 |
0.7349 |
|
| S3 |
0.7160 |
0.7205 |
0.7338 |
|
| S4 |
0.7039 |
0.7084 |
0.7304 |
|
|
| 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 |
0.7478 |
0.7346 |
0.0132 |
1.8% |
0.0083 |
1.1% |
19% |
True |
False |
1,764 |
| 10 |
0.7548 |
0.7293 |
0.0255 |
3.5% |
0.0083 |
1.1% |
31% |
False |
False |
1,282 |
| 20 |
0.7754 |
0.7293 |
0.0461 |
6.3% |
0.0085 |
1.2% |
17% |
False |
False |
853 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.3% |
0.0074 |
1.0% |
17% |
False |
False |
547 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.3% |
0.0069 |
0.9% |
17% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7992 |
|
2.618 |
0.7795 |
|
1.618 |
0.7674 |
|
1.000 |
0.7599 |
|
0.618 |
0.7553 |
|
HIGH |
0.7478 |
|
0.618 |
0.7432 |
|
0.500 |
0.7418 |
|
0.382 |
0.7403 |
|
LOW |
0.7357 |
|
0.618 |
0.7282 |
|
1.000 |
0.7236 |
|
1.618 |
0.7161 |
|
2.618 |
0.7040 |
|
4.250 |
0.6843 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7418 |
0.7418 |
| PP |
0.7402 |
0.7402 |
| S1 |
0.7387 |
0.7387 |
|