CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7452 |
0.7468 |
0.0016 |
0.2% |
0.7421 |
| High |
0.7467 |
0.7492 |
0.0025 |
0.3% |
0.7478 |
| Low |
0.7400 |
0.7413 |
0.0013 |
0.2% |
0.7352 |
| Close |
0.7459 |
0.7443 |
-0.0016 |
-0.2% |
0.7427 |
| Range |
0.0067 |
0.0079 |
0.0012 |
17.9% |
0.0126 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.3% |
0.0000 |
| Volume |
2,554 |
4,562 |
2,008 |
78.6% |
9,247 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7686 |
0.7644 |
0.7486 |
|
| R3 |
0.7607 |
0.7565 |
0.7465 |
|
| R2 |
0.7528 |
0.7528 |
0.7457 |
|
| R1 |
0.7486 |
0.7486 |
0.7450 |
0.7468 |
| PP |
0.7449 |
0.7449 |
0.7449 |
0.7440 |
| S1 |
0.7407 |
0.7407 |
0.7436 |
0.7389 |
| S2 |
0.7370 |
0.7370 |
0.7429 |
|
| S3 |
0.7291 |
0.7328 |
0.7421 |
|
| S4 |
0.7212 |
0.7249 |
0.7400 |
|
|
| 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 |
0.7492 |
0.7383 |
0.0109 |
1.5% |
0.0069 |
0.9% |
55% |
True |
False |
2,244 |
| 10 |
0.7492 |
0.7346 |
0.0146 |
2.0% |
0.0074 |
1.0% |
66% |
True |
False |
2,075 |
| 20 |
0.7718 |
0.7293 |
0.0425 |
5.7% |
0.0080 |
1.1% |
35% |
False |
False |
1,389 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0075 |
1.0% |
33% |
False |
False |
855 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0069 |
0.9% |
33% |
False |
False |
591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7828 |
|
2.618 |
0.7699 |
|
1.618 |
0.7620 |
|
1.000 |
0.7571 |
|
0.618 |
0.7541 |
|
HIGH |
0.7492 |
|
0.618 |
0.7462 |
|
0.500 |
0.7453 |
|
0.382 |
0.7443 |
|
LOW |
0.7413 |
|
0.618 |
0.7364 |
|
1.000 |
0.7334 |
|
1.618 |
0.7285 |
|
2.618 |
0.7206 |
|
4.250 |
0.7077 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7453 |
0.7446 |
| PP |
0.7449 |
0.7445 |
| S1 |
0.7446 |
0.7444 |
|