CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7232 |
0.7248 |
0.0016 |
0.2% |
0.7425 |
| High |
0.7248 |
0.7264 |
0.0016 |
0.2% |
0.7509 |
| Low |
0.7208 |
0.7219 |
0.0011 |
0.2% |
0.7251 |
| Close |
0.7238 |
0.7231 |
-0.0007 |
-0.1% |
0.7278 |
| Range |
0.0040 |
0.0045 |
0.0005 |
12.5% |
0.0258 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
64,214 |
54,222 |
-9,992 |
-15.6% |
218,870 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7373 |
0.7347 |
0.7256 |
|
| R3 |
0.7328 |
0.7302 |
0.7243 |
|
| R2 |
0.7283 |
0.7283 |
0.7239 |
|
| R1 |
0.7257 |
0.7257 |
0.7235 |
0.7248 |
| PP |
0.7238 |
0.7238 |
0.7238 |
0.7233 |
| S1 |
0.7212 |
0.7212 |
0.7227 |
0.7202 |
| S2 |
0.7193 |
0.7193 |
0.7223 |
|
| S3 |
0.7148 |
0.7167 |
0.7219 |
|
| S4 |
0.7103 |
0.7122 |
0.7206 |
|
|
| 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 |
0.7416 |
0.7208 |
0.0208 |
2.9% |
0.0071 |
1.0% |
11% |
False |
False |
67,164 |
| 10 |
0.7509 |
0.7208 |
0.0301 |
4.2% |
0.0074 |
1.0% |
8% |
False |
False |
42,367 |
| 20 |
0.7509 |
0.7208 |
0.0301 |
4.2% |
0.0074 |
1.0% |
8% |
False |
False |
22,032 |
| 40 |
0.7754 |
0.7208 |
0.0546 |
7.6% |
0.0077 |
1.1% |
4% |
False |
False |
11,269 |
| 60 |
0.7754 |
0.7208 |
0.0546 |
7.6% |
0.0072 |
1.0% |
4% |
False |
False |
7,569 |
| 80 |
0.7754 |
0.7208 |
0.0546 |
7.6% |
0.0067 |
0.9% |
4% |
False |
False |
5,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7455 |
|
2.618 |
0.7382 |
|
1.618 |
0.7337 |
|
1.000 |
0.7309 |
|
0.618 |
0.7292 |
|
HIGH |
0.7264 |
|
0.618 |
0.7247 |
|
0.500 |
0.7242 |
|
0.382 |
0.7236 |
|
LOW |
0.7219 |
|
0.618 |
0.7191 |
|
1.000 |
0.7174 |
|
1.618 |
0.7146 |
|
2.618 |
0.7101 |
|
4.250 |
0.7028 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7242 |
0.7253 |
| PP |
0.7238 |
0.7246 |
| S1 |
0.7235 |
0.7238 |
|