CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7467 |
0.7371 |
-0.0096 |
-1.3% |
0.7312 |
| High |
0.7478 |
0.7403 |
-0.0075 |
-1.0% |
0.7449 |
| Low |
0.7357 |
0.7352 |
-0.0005 |
-0.1% |
0.7293 |
| Close |
0.7371 |
0.7395 |
0.0024 |
0.3% |
0.7408 |
| Range |
0.0121 |
0.0051 |
-0.0070 |
-57.9% |
0.0156 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
4,514 |
1,492 |
-3,022 |
-66.9% |
3,320 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7536 |
0.7517 |
0.7423 |
|
| R3 |
0.7485 |
0.7466 |
0.7409 |
|
| R2 |
0.7434 |
0.7434 |
0.7404 |
|
| R1 |
0.7415 |
0.7415 |
0.7400 |
0.7425 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7388 |
| S1 |
0.7364 |
0.7364 |
0.7390 |
0.7374 |
| S2 |
0.7332 |
0.7332 |
0.7386 |
|
| S3 |
0.7281 |
0.7313 |
0.7381 |
|
| S4 |
0.7230 |
0.7262 |
0.7367 |
|
|
| 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% |
0.0080 |
1.1% |
37% |
False |
False |
1,906 |
| 10 |
0.7479 |
0.7293 |
0.0186 |
2.5% |
0.0077 |
1.0% |
55% |
False |
False |
1,282 |
| 20 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0084 |
1.1% |
22% |
False |
False |
924 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0074 |
1.0% |
22% |
False |
False |
580 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0070 |
0.9% |
22% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7620 |
|
2.618 |
0.7537 |
|
1.618 |
0.7486 |
|
1.000 |
0.7454 |
|
0.618 |
0.7435 |
|
HIGH |
0.7403 |
|
0.618 |
0.7384 |
|
0.500 |
0.7378 |
|
0.382 |
0.7371 |
|
LOW |
0.7352 |
|
0.618 |
0.7320 |
|
1.000 |
0.7301 |
|
1.618 |
0.7269 |
|
2.618 |
0.7218 |
|
4.250 |
0.7135 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7415 |
| PP |
0.7383 |
0.7408 |
| S1 |
0.7378 |
0.7402 |
|