CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7480 |
0.7480 |
0.0000 |
0.0% |
0.7397 |
| High |
0.7509 |
0.7509 |
0.0000 |
0.0% |
0.7492 |
| Low |
0.7460 |
0.7379 |
-0.0081 |
-1.1% |
0.7396 |
| Close |
0.7481 |
0.7408 |
-0.0073 |
-1.0% |
0.7438 |
| Range |
0.0049 |
0.0130 |
0.0081 |
165.3% |
0.0096 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
5.7% |
0.0000 |
| Volume |
20,628 |
45,267 |
24,639 |
119.4% |
18,614 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7822 |
0.7745 |
0.7480 |
|
| R3 |
0.7692 |
0.7615 |
0.7444 |
|
| R2 |
0.7562 |
0.7562 |
0.7432 |
|
| R1 |
0.7485 |
0.7485 |
0.7420 |
0.7459 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7419 |
| S1 |
0.7355 |
0.7355 |
0.7396 |
0.7329 |
| S2 |
0.7302 |
0.7302 |
0.7384 |
|
| S3 |
0.7172 |
0.7225 |
0.7372 |
|
| S4 |
0.7042 |
0.7095 |
0.7337 |
|
|
| 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 |
0.7379 |
0.0130 |
1.8% |
0.0077 |
1.0% |
22% |
True |
True |
17,570 |
| 10 |
0.7509 |
0.7352 |
0.0157 |
2.1% |
0.0070 |
0.9% |
36% |
True |
False |
9,600 |
| 20 |
0.7548 |
0.7293 |
0.0255 |
3.4% |
0.0076 |
1.0% |
45% |
False |
False |
5,441 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0077 |
1.0% |
25% |
False |
False |
2,904 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0071 |
1.0% |
25% |
False |
False |
1,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8062 |
|
2.618 |
0.7849 |
|
1.618 |
0.7719 |
|
1.000 |
0.7639 |
|
0.618 |
0.7589 |
|
HIGH |
0.7509 |
|
0.618 |
0.7459 |
|
0.500 |
0.7444 |
|
0.382 |
0.7429 |
|
LOW |
0.7379 |
|
0.618 |
0.7299 |
|
1.000 |
0.7249 |
|
1.618 |
0.7169 |
|
2.618 |
0.7039 |
|
4.250 |
0.6827 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7444 |
0.7444 |
| PP |
0.7432 |
0.7432 |
| S1 |
0.7420 |
0.7420 |
|