CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7425 |
0.7480 |
0.0055 |
0.7% |
0.7397 |
| High |
0.7490 |
0.7509 |
0.0019 |
0.3% |
0.7492 |
| Low |
0.7422 |
0.7460 |
0.0038 |
0.5% |
0.7396 |
| Close |
0.7471 |
0.7481 |
0.0010 |
0.1% |
0.7438 |
| Range |
0.0068 |
0.0049 |
-0.0019 |
-27.9% |
0.0096 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
8,913 |
20,628 |
11,715 |
131.4% |
18,614 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7630 |
0.7605 |
0.7508 |
|
| R3 |
0.7581 |
0.7556 |
0.7494 |
|
| R2 |
0.7532 |
0.7532 |
0.7490 |
|
| R1 |
0.7507 |
0.7507 |
0.7485 |
0.7520 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7490 |
| S1 |
0.7458 |
0.7458 |
0.7477 |
0.7471 |
| S2 |
0.7434 |
0.7434 |
0.7472 |
|
| S3 |
0.7385 |
0.7409 |
0.7468 |
|
| S4 |
0.7336 |
0.7360 |
0.7454 |
|
|
| 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 |
0.7509 |
0.7400 |
0.0109 |
1.5% |
0.0064 |
0.9% |
74% |
True |
False |
9,027 |
| 10 |
0.7509 |
0.7352 |
0.0157 |
2.1% |
0.0069 |
0.9% |
82% |
True |
False |
5,525 |
| 20 |
0.7558 |
0.7293 |
0.0265 |
3.5% |
0.0073 |
1.0% |
71% |
False |
False |
3,203 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0074 |
1.0% |
41% |
False |
False |
1,778 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0070 |
0.9% |
41% |
False |
False |
1,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7717 |
|
2.618 |
0.7637 |
|
1.618 |
0.7588 |
|
1.000 |
0.7558 |
|
0.618 |
0.7539 |
|
HIGH |
0.7509 |
|
0.618 |
0.7490 |
|
0.500 |
0.7485 |
|
0.382 |
0.7479 |
|
LOW |
0.7460 |
|
0.618 |
0.7430 |
|
1.000 |
0.7411 |
|
1.618 |
0.7381 |
|
2.618 |
0.7332 |
|
4.250 |
0.7252 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7485 |
0.7476 |
| PP |
0.7483 |
0.7470 |
| S1 |
0.7482 |
0.7465 |
|