CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7371 |
0.7404 |
0.0033 |
0.4% |
0.7421 |
| High |
0.7403 |
0.7450 |
0.0047 |
0.6% |
0.7478 |
| Low |
0.7352 |
0.7383 |
0.0031 |
0.4% |
0.7352 |
| Close |
0.7395 |
0.7427 |
0.0032 |
0.4% |
0.7427 |
| Range |
0.0051 |
0.0067 |
0.0016 |
31.4% |
0.0126 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,492 |
1,091 |
-401 |
-26.9% |
9,247 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7621 |
0.7591 |
0.7464 |
|
| R3 |
0.7554 |
0.7524 |
0.7445 |
|
| R2 |
0.7487 |
0.7487 |
0.7439 |
|
| R1 |
0.7457 |
0.7457 |
0.7433 |
0.7472 |
| PP |
0.7420 |
0.7420 |
0.7420 |
0.7428 |
| S1 |
0.7390 |
0.7390 |
0.7421 |
0.7405 |
| S2 |
0.7353 |
0.7353 |
0.7415 |
|
| S3 |
0.7286 |
0.7323 |
0.7409 |
|
| S4 |
0.7219 |
0.7256 |
0.7390 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7797 |
0.7738 |
0.7496 |
|
| R3 |
0.7671 |
0.7612 |
0.7462 |
|
| R2 |
0.7545 |
0.7545 |
0.7450 |
|
| R1 |
0.7486 |
0.7486 |
0.7439 |
0.7516 |
| PP |
0.7419 |
0.7419 |
0.7419 |
0.7434 |
| S1 |
0.7360 |
0.7360 |
0.7415 |
0.7390 |
| S2 |
0.7293 |
0.7293 |
0.7404 |
|
| S3 |
0.7167 |
0.7234 |
0.7392 |
|
| S4 |
0.7041 |
0.7108 |
0.7358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7478 |
0.7352 |
0.0126 |
1.7% |
0.0072 |
1.0% |
60% |
False |
False |
1,849 |
| 10 |
0.7478 |
0.7293 |
0.0185 |
2.5% |
0.0073 |
1.0% |
72% |
False |
False |
1,310 |
| 20 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0085 |
1.1% |
29% |
False |
False |
976 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0074 |
1.0% |
29% |
False |
False |
605 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0069 |
0.9% |
29% |
False |
False |
428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7625 |
|
1.618 |
0.7558 |
|
1.000 |
0.7517 |
|
0.618 |
0.7491 |
|
HIGH |
0.7450 |
|
0.618 |
0.7424 |
|
0.500 |
0.7417 |
|
0.382 |
0.7409 |
|
LOW |
0.7383 |
|
0.618 |
0.7342 |
|
1.000 |
0.7316 |
|
1.618 |
0.7275 |
|
2.618 |
0.7208 |
|
4.250 |
0.7098 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7424 |
0.7423 |
| PP |
0.7420 |
0.7419 |
| S1 |
0.7417 |
0.7415 |
|