CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7455 |
0.7452 |
-0.0003 |
0.0% |
0.7421 |
| High |
0.7464 |
0.7467 |
0.0003 |
0.0% |
0.7478 |
| Low |
0.7415 |
0.7400 |
-0.0015 |
-0.2% |
0.7352 |
| Close |
0.7440 |
0.7459 |
0.0019 |
0.3% |
0.7427 |
| Range |
0.0049 |
0.0067 |
0.0018 |
36.7% |
0.0126 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,505 |
2,554 |
1,049 |
69.7% |
9,247 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7643 |
0.7618 |
0.7496 |
|
| R3 |
0.7576 |
0.7551 |
0.7477 |
|
| R2 |
0.7509 |
0.7509 |
0.7471 |
|
| R1 |
0.7484 |
0.7484 |
0.7465 |
0.7497 |
| PP |
0.7442 |
0.7442 |
0.7442 |
0.7448 |
| S1 |
0.7417 |
0.7417 |
0.7453 |
0.7430 |
| S2 |
0.7375 |
0.7375 |
0.7447 |
|
| S3 |
0.7308 |
0.7350 |
0.7441 |
|
| S4 |
0.7241 |
0.7283 |
0.7422 |
|
|
| 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 |
0.7480 |
0.7352 |
0.0128 |
1.7% |
0.0064 |
0.9% |
84% |
False |
False |
1,630 |
| 10 |
0.7480 |
0.7346 |
0.0134 |
1.8% |
0.0074 |
1.0% |
84% |
False |
False |
1,697 |
| 20 |
0.7748 |
0.7293 |
0.0455 |
6.1% |
0.0086 |
1.2% |
36% |
False |
False |
1,222 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0074 |
1.0% |
36% |
False |
False |
742 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0068 |
0.9% |
36% |
False |
False |
515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7752 |
|
2.618 |
0.7642 |
|
1.618 |
0.7575 |
|
1.000 |
0.7534 |
|
0.618 |
0.7508 |
|
HIGH |
0.7467 |
|
0.618 |
0.7441 |
|
0.500 |
0.7434 |
|
0.382 |
0.7426 |
|
LOW |
0.7400 |
|
0.618 |
0.7359 |
|
1.000 |
0.7333 |
|
1.618 |
0.7292 |
|
2.618 |
0.7225 |
|
4.250 |
0.7115 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7451 |
0.7452 |
| PP |
0.7442 |
0.7445 |
| S1 |
0.7434 |
0.7438 |
|