CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7385 |
0.7346 |
-0.0039 |
-0.5% |
0.7425 |
| High |
0.7416 |
0.7355 |
-0.0061 |
-0.8% |
0.7509 |
| Low |
0.7322 |
0.7251 |
-0.0071 |
-1.0% |
0.7251 |
| Close |
0.7350 |
0.7278 |
-0.0072 |
-1.0% |
0.7278 |
| Range |
0.0094 |
0.0104 |
0.0010 |
10.6% |
0.0258 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.4% |
0.0000 |
| Volume |
52,922 |
91,140 |
38,218 |
72.2% |
218,870 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7546 |
0.7335 |
|
| R3 |
0.7503 |
0.7442 |
0.7307 |
|
| R2 |
0.7399 |
0.7399 |
0.7297 |
|
| R1 |
0.7338 |
0.7338 |
0.7288 |
0.7317 |
| PP |
0.7295 |
0.7295 |
0.7295 |
0.7284 |
| S1 |
0.7234 |
0.7234 |
0.7268 |
0.7213 |
| S2 |
0.7191 |
0.7191 |
0.7259 |
|
| S3 |
0.7087 |
0.7130 |
0.7249 |
|
| S4 |
0.6983 |
0.7026 |
0.7221 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8120 |
0.7957 |
0.7420 |
|
| R3 |
0.7862 |
0.7699 |
0.7349 |
|
| R2 |
0.7604 |
0.7604 |
0.7325 |
|
| R1 |
0.7441 |
0.7441 |
0.7302 |
0.7394 |
| PP |
0.7346 |
0.7346 |
0.7346 |
0.7322 |
| S1 |
0.7183 |
0.7183 |
0.7254 |
0.7135 |
| S2 |
0.7088 |
0.7088 |
0.7231 |
|
| S3 |
0.6830 |
0.6925 |
0.7207 |
|
| S4 |
0.6572 |
0.6667 |
0.7136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7509 |
0.7251 |
0.0258 |
3.5% |
0.0089 |
1.2% |
10% |
False |
True |
43,774 |
| 10 |
0.7509 |
0.7251 |
0.0258 |
3.5% |
0.0078 |
1.1% |
10% |
False |
True |
23,748 |
| 20 |
0.7509 |
0.7251 |
0.0258 |
3.5% |
0.0076 |
1.0% |
10% |
False |
True |
12,529 |
| 40 |
0.7754 |
0.7251 |
0.0503 |
6.9% |
0.0077 |
1.1% |
5% |
False |
True |
6,483 |
| 60 |
0.7754 |
0.7251 |
0.0503 |
6.9% |
0.0072 |
1.0% |
5% |
False |
True |
4,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7797 |
|
2.618 |
0.7627 |
|
1.618 |
0.7523 |
|
1.000 |
0.7459 |
|
0.618 |
0.7419 |
|
HIGH |
0.7355 |
|
0.618 |
0.7315 |
|
0.500 |
0.7303 |
|
0.382 |
0.7291 |
|
LOW |
0.7251 |
|
0.618 |
0.7187 |
|
1.000 |
0.7147 |
|
1.618 |
0.7083 |
|
2.618 |
0.6979 |
|
4.250 |
0.6809 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7303 |
0.7380 |
| PP |
0.7295 |
0.7346 |
| S1 |
0.7286 |
0.7312 |
|