CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7468 |
0.7434 |
-0.0034 |
-0.5% |
0.7397 |
| High |
0.7492 |
0.7479 |
-0.0013 |
-0.2% |
0.7492 |
| Low |
0.7413 |
0.7420 |
0.0007 |
0.1% |
0.7396 |
| Close |
0.7443 |
0.7438 |
-0.0005 |
-0.1% |
0.7438 |
| Range |
0.0079 |
0.0059 |
-0.0020 |
-25.3% |
0.0096 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
4,562 |
8,482 |
3,920 |
85.9% |
18,614 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7623 |
0.7589 |
0.7470 |
|
| R3 |
0.7564 |
0.7530 |
0.7454 |
|
| R2 |
0.7505 |
0.7505 |
0.7449 |
|
| R1 |
0.7471 |
0.7471 |
0.7443 |
0.7488 |
| PP |
0.7446 |
0.7446 |
0.7446 |
0.7454 |
| S1 |
0.7412 |
0.7412 |
0.7433 |
0.7429 |
| S2 |
0.7387 |
0.7387 |
0.7427 |
|
| S3 |
0.7328 |
0.7353 |
0.7422 |
|
| S4 |
0.7269 |
0.7294 |
0.7406 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7730 |
0.7680 |
0.7491 |
|
| R3 |
0.7634 |
0.7584 |
0.7464 |
|
| R2 |
0.7538 |
0.7538 |
0.7456 |
|
| R1 |
0.7488 |
0.7488 |
0.7447 |
0.7513 |
| PP |
0.7442 |
0.7442 |
0.7442 |
0.7455 |
| S1 |
0.7392 |
0.7392 |
0.7429 |
0.7417 |
| S2 |
0.7346 |
0.7346 |
0.7420 |
|
| S3 |
0.7250 |
0.7296 |
0.7412 |
|
| S4 |
0.7154 |
0.7200 |
0.7385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7492 |
0.7396 |
0.0096 |
1.3% |
0.0068 |
0.9% |
44% |
False |
False |
3,722 |
| 10 |
0.7492 |
0.7352 |
0.0140 |
1.9% |
0.0070 |
0.9% |
61% |
False |
False |
2,786 |
| 20 |
0.7606 |
0.7293 |
0.0313 |
4.2% |
0.0075 |
1.0% |
46% |
False |
False |
1,782 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0075 |
1.0% |
31% |
False |
False |
1,053 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0069 |
0.9% |
31% |
False |
False |
732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7730 |
|
2.618 |
0.7633 |
|
1.618 |
0.7574 |
|
1.000 |
0.7538 |
|
0.618 |
0.7515 |
|
HIGH |
0.7479 |
|
0.618 |
0.7456 |
|
0.500 |
0.7450 |
|
0.382 |
0.7443 |
|
LOW |
0.7420 |
|
0.618 |
0.7384 |
|
1.000 |
0.7361 |
|
1.618 |
0.7325 |
|
2.618 |
0.7266 |
|
4.250 |
0.7169 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7450 |
0.7446 |
| PP |
0.7446 |
0.7443 |
| S1 |
0.7442 |
0.7441 |
|