CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7346 |
0.7266 |
-0.0080 |
-1.1% |
0.7425 |
| High |
0.7355 |
0.7298 |
-0.0057 |
-0.8% |
0.7509 |
| Low |
0.7251 |
0.7228 |
-0.0023 |
-0.3% |
0.7251 |
| Close |
0.7278 |
0.7238 |
-0.0040 |
-0.5% |
0.7278 |
| Range |
0.0104 |
0.0070 |
-0.0034 |
-32.7% |
0.0258 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
91,140 |
73,324 |
-17,816 |
-19.5% |
218,870 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7421 |
0.7277 |
|
| R3 |
0.7395 |
0.7351 |
0.7257 |
|
| R2 |
0.7325 |
0.7325 |
0.7251 |
|
| R1 |
0.7281 |
0.7281 |
0.7244 |
0.7268 |
| PP |
0.7255 |
0.7255 |
0.7255 |
0.7248 |
| S1 |
0.7211 |
0.7211 |
0.7232 |
0.7198 |
| S2 |
0.7185 |
0.7185 |
0.7225 |
|
| S3 |
0.7115 |
0.7141 |
0.7219 |
|
| S4 |
0.7045 |
0.7071 |
0.7200 |
|
|
| 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 |
0.7228 |
0.0281 |
3.9% |
0.0089 |
1.2% |
4% |
False |
True |
56,656 |
| 10 |
0.7509 |
0.7228 |
0.0281 |
3.9% |
0.0077 |
1.1% |
4% |
False |
True |
30,929 |
| 20 |
0.7509 |
0.7228 |
0.0281 |
3.9% |
0.0075 |
1.0% |
4% |
False |
True |
16,168 |
| 40 |
0.7754 |
0.7228 |
0.0526 |
7.3% |
0.0077 |
1.1% |
2% |
False |
True |
8,315 |
| 60 |
0.7754 |
0.7228 |
0.0526 |
7.3% |
0.0073 |
1.0% |
2% |
False |
True |
5,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7596 |
|
2.618 |
0.7481 |
|
1.618 |
0.7411 |
|
1.000 |
0.7368 |
|
0.618 |
0.7341 |
|
HIGH |
0.7298 |
|
0.618 |
0.7271 |
|
0.500 |
0.7263 |
|
0.382 |
0.7255 |
|
LOW |
0.7228 |
|
0.618 |
0.7185 |
|
1.000 |
0.7158 |
|
1.618 |
0.7115 |
|
2.618 |
0.7045 |
|
4.250 |
0.6931 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7263 |
0.7322 |
| PP |
0.7255 |
0.7294 |
| S1 |
0.7246 |
0.7266 |
|