CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.7248 |
0.7216 |
-0.0032 |
-0.4% |
0.7425 |
High |
0.7264 |
0.7244 |
-0.0020 |
-0.3% |
0.7509 |
Low |
0.7219 |
0.7183 |
-0.0036 |
-0.5% |
0.7251 |
Close |
0.7231 |
0.7195 |
-0.0036 |
-0.5% |
0.7278 |
Range |
0.0045 |
0.0061 |
0.0016 |
35.6% |
0.0258 |
ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
54,222 |
65,932 |
11,710 |
21.6% |
218,870 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7390 |
0.7354 |
0.7229 |
|
R3 |
0.7329 |
0.7293 |
0.7212 |
|
R2 |
0.7268 |
0.7268 |
0.7206 |
|
R1 |
0.7232 |
0.7232 |
0.7201 |
0.7220 |
PP |
0.7207 |
0.7207 |
0.7207 |
0.7201 |
S1 |
0.7171 |
0.7171 |
0.7189 |
0.7159 |
S2 |
0.7146 |
0.7146 |
0.7184 |
|
S3 |
0.7085 |
0.7110 |
0.7178 |
|
S4 |
0.7024 |
0.7049 |
0.7161 |
|
|
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 |
0.7355 |
0.7183 |
0.0172 |
2.4% |
0.0064 |
0.9% |
7% |
False |
True |
69,766 |
10 |
0.7509 |
0.7183 |
0.0326 |
4.5% |
0.0072 |
1.0% |
4% |
False |
True |
48,504 |
20 |
0.7509 |
0.7183 |
0.0326 |
4.5% |
0.0073 |
1.0% |
4% |
False |
True |
25,289 |
40 |
0.7754 |
0.7183 |
0.0571 |
7.9% |
0.0076 |
1.1% |
2% |
False |
True |
12,907 |
60 |
0.7754 |
0.7183 |
0.0571 |
7.9% |
0.0073 |
1.0% |
2% |
False |
True |
8,666 |
80 |
0.7754 |
0.7183 |
0.0571 |
7.9% |
0.0068 |
0.9% |
2% |
False |
True |
6,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7503 |
2.618 |
0.7404 |
1.618 |
0.7343 |
1.000 |
0.7305 |
0.618 |
0.7282 |
HIGH |
0.7244 |
0.618 |
0.7221 |
0.500 |
0.7214 |
0.382 |
0.7206 |
LOW |
0.7183 |
0.618 |
0.7145 |
1.000 |
0.7122 |
1.618 |
0.7084 |
2.618 |
0.7023 |
4.250 |
0.6924 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7214 |
0.7224 |
PP |
0.7207 |
0.7214 |
S1 |
0.7201 |
0.7205 |
|