CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7434 |
0.7425 |
-0.0009 |
-0.1% |
0.7397 |
| High |
0.7479 |
0.7490 |
0.0011 |
0.1% |
0.7492 |
| Low |
0.7420 |
0.7422 |
0.0002 |
0.0% |
0.7396 |
| Close |
0.7438 |
0.7471 |
0.0033 |
0.4% |
0.7438 |
| Range |
0.0059 |
0.0068 |
0.0009 |
15.3% |
0.0096 |
| ATR |
0.0075 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
8,482 |
8,913 |
431 |
5.1% |
18,614 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7665 |
0.7636 |
0.7508 |
|
| R3 |
0.7597 |
0.7568 |
0.7490 |
|
| R2 |
0.7529 |
0.7529 |
0.7483 |
|
| R1 |
0.7500 |
0.7500 |
0.7477 |
0.7514 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7468 |
| S1 |
0.7432 |
0.7432 |
0.7465 |
0.7447 |
| S2 |
0.7393 |
0.7393 |
0.7459 |
|
| S3 |
0.7325 |
0.7364 |
0.7452 |
|
| S4 |
0.7257 |
0.7296 |
0.7434 |
|
|
| 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 |
0.7400 |
0.0092 |
1.2% |
0.0064 |
0.9% |
77% |
False |
False |
5,203 |
| 10 |
0.7492 |
0.7352 |
0.0140 |
1.9% |
0.0071 |
0.9% |
85% |
False |
False |
3,590 |
| 20 |
0.7558 |
0.7293 |
0.0265 |
3.5% |
0.0073 |
1.0% |
67% |
False |
False |
2,196 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0074 |
1.0% |
39% |
False |
False |
1,269 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0070 |
0.9% |
39% |
False |
False |
880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7779 |
|
2.618 |
0.7668 |
|
1.618 |
0.7600 |
|
1.000 |
0.7558 |
|
0.618 |
0.7532 |
|
HIGH |
0.7490 |
|
0.618 |
0.7464 |
|
0.500 |
0.7456 |
|
0.382 |
0.7448 |
|
LOW |
0.7422 |
|
0.618 |
0.7380 |
|
1.000 |
0.7354 |
|
1.618 |
0.7312 |
|
2.618 |
0.7244 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7466 |
0.7465 |
| PP |
0.7461 |
0.7459 |
| S1 |
0.7456 |
0.7453 |
|