CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7480 |
0.7385 |
-0.0095 |
-1.3% |
0.7397 |
| High |
0.7509 |
0.7416 |
-0.0093 |
-1.2% |
0.7492 |
| Low |
0.7379 |
0.7322 |
-0.0057 |
-0.8% |
0.7396 |
| Close |
0.7408 |
0.7350 |
-0.0058 |
-0.8% |
0.7438 |
| Range |
0.0130 |
0.0094 |
-0.0036 |
-27.7% |
0.0096 |
| ATR |
0.0076 |
0.0078 |
0.0001 |
1.6% |
0.0000 |
| Volume |
45,267 |
52,922 |
7,655 |
16.9% |
18,614 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7645 |
0.7591 |
0.7402 |
|
| R3 |
0.7551 |
0.7497 |
0.7376 |
|
| R2 |
0.7457 |
0.7457 |
0.7367 |
|
| R1 |
0.7403 |
0.7403 |
0.7359 |
0.7383 |
| PP |
0.7363 |
0.7363 |
0.7363 |
0.7353 |
| S1 |
0.7309 |
0.7309 |
0.7341 |
0.7289 |
| S2 |
0.7269 |
0.7269 |
0.7333 |
|
| S3 |
0.7175 |
0.7215 |
0.7324 |
|
| S4 |
0.7081 |
0.7121 |
0.7298 |
|
|
| 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 |
0.7322 |
0.0187 |
2.5% |
0.0080 |
1.1% |
15% |
False |
True |
27,242 |
| 10 |
0.7509 |
0.7322 |
0.0187 |
2.5% |
0.0075 |
1.0% |
15% |
False |
True |
14,743 |
| 20 |
0.7509 |
0.7293 |
0.0216 |
2.9% |
0.0076 |
1.0% |
26% |
False |
False |
8,012 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.3% |
0.0077 |
1.1% |
12% |
False |
False |
4,208 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.3% |
0.0071 |
1.0% |
12% |
False |
False |
2,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7662 |
|
1.618 |
0.7568 |
|
1.000 |
0.7510 |
|
0.618 |
0.7474 |
|
HIGH |
0.7416 |
|
0.618 |
0.7380 |
|
0.500 |
0.7369 |
|
0.382 |
0.7358 |
|
LOW |
0.7322 |
|
0.618 |
0.7264 |
|
1.000 |
0.7228 |
|
1.618 |
0.7170 |
|
2.618 |
0.7076 |
|
4.250 |
0.6923 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7416 |
| PP |
0.7363 |
0.7394 |
| S1 |
0.7356 |
0.7372 |
|