CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7266 |
0.7232 |
-0.0034 |
-0.5% |
0.7425 |
| High |
0.7298 |
0.7248 |
-0.0050 |
-0.7% |
0.7509 |
| Low |
0.7228 |
0.7208 |
-0.0020 |
-0.3% |
0.7251 |
| Close |
0.7238 |
0.7238 |
0.0000 |
0.0% |
0.7278 |
| Range |
0.0070 |
0.0040 |
-0.0030 |
-42.9% |
0.0258 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
73,324 |
64,214 |
-9,110 |
-12.4% |
218,870 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7351 |
0.7335 |
0.7260 |
|
| R3 |
0.7311 |
0.7295 |
0.7249 |
|
| R2 |
0.7271 |
0.7271 |
0.7245 |
|
| R1 |
0.7255 |
0.7255 |
0.7242 |
0.7263 |
| PP |
0.7231 |
0.7231 |
0.7231 |
0.7236 |
| S1 |
0.7215 |
0.7215 |
0.7234 |
0.7223 |
| S2 |
0.7191 |
0.7191 |
0.7231 |
|
| S3 |
0.7151 |
0.7175 |
0.7227 |
|
| S4 |
0.7111 |
0.7135 |
0.7216 |
|
|
| 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 |
0.7208 |
0.0301 |
4.2% |
0.0088 |
1.2% |
10% |
False |
True |
65,373 |
| 10 |
0.7509 |
0.7208 |
0.0301 |
4.2% |
0.0076 |
1.1% |
10% |
False |
True |
37,200 |
| 20 |
0.7509 |
0.7208 |
0.0301 |
4.2% |
0.0074 |
1.0% |
10% |
False |
True |
19,349 |
| 40 |
0.7754 |
0.7208 |
0.0546 |
7.5% |
0.0077 |
1.1% |
5% |
False |
True |
9,919 |
| 60 |
0.7754 |
0.7208 |
0.0546 |
7.5% |
0.0073 |
1.0% |
5% |
False |
True |
6,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7418 |
|
2.618 |
0.7353 |
|
1.618 |
0.7313 |
|
1.000 |
0.7288 |
|
0.618 |
0.7273 |
|
HIGH |
0.7248 |
|
0.618 |
0.7233 |
|
0.500 |
0.7228 |
|
0.382 |
0.7223 |
|
LOW |
0.7208 |
|
0.618 |
0.7183 |
|
1.000 |
0.7168 |
|
1.618 |
0.7143 |
|
2.618 |
0.7103 |
|
4.250 |
0.7038 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7235 |
0.7282 |
| PP |
0.7231 |
0.7267 |
| S1 |
0.7228 |
0.7253 |
|