CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7200 |
0.7170 |
-0.0030 |
-0.4% |
0.7266 |
| High |
0.7214 |
0.7183 |
-0.0031 |
-0.4% |
0.7298 |
| Low |
0.7146 |
0.7159 |
0.0013 |
0.2% |
0.7146 |
| Close |
0.7156 |
0.7172 |
0.0016 |
0.2% |
0.7156 |
| Range |
0.0068 |
0.0024 |
-0.0044 |
-64.7% |
0.0152 |
| ATR |
0.0073 |
0.0069 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
55,361 |
27,283 |
-28,078 |
-50.7% |
313,053 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7243 |
0.7232 |
0.7185 |
|
| R3 |
0.7219 |
0.7208 |
0.7179 |
|
| R2 |
0.7195 |
0.7195 |
0.7176 |
|
| R1 |
0.7184 |
0.7184 |
0.7174 |
0.7189 |
| PP |
0.7171 |
0.7171 |
0.7171 |
0.7174 |
| S1 |
0.7160 |
0.7160 |
0.7170 |
0.7166 |
| S2 |
0.7147 |
0.7147 |
0.7168 |
|
| S3 |
0.7123 |
0.7136 |
0.7165 |
|
| S4 |
0.7099 |
0.7112 |
0.7159 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7656 |
0.7558 |
0.7240 |
|
| R3 |
0.7504 |
0.7406 |
0.7198 |
|
| R2 |
0.7352 |
0.7352 |
0.7184 |
|
| R1 |
0.7254 |
0.7254 |
0.7170 |
0.7227 |
| PP |
0.7200 |
0.7200 |
0.7200 |
0.7187 |
| S1 |
0.7102 |
0.7102 |
0.7142 |
0.7075 |
| S2 |
0.7048 |
0.7048 |
0.7128 |
|
| S3 |
0.6896 |
0.6950 |
0.7114 |
|
| S4 |
0.6744 |
0.6798 |
0.7072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7264 |
0.7146 |
0.0118 |
1.6% |
0.0048 |
0.7% |
22% |
False |
False |
53,402 |
| 10 |
0.7509 |
0.7146 |
0.0363 |
5.1% |
0.0069 |
1.0% |
7% |
False |
False |
55,029 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
5.1% |
0.0070 |
1.0% |
7% |
False |
False |
29,310 |
| 40 |
0.7754 |
0.7146 |
0.0608 |
8.5% |
0.0076 |
1.1% |
4% |
False |
False |
14,952 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.5% |
0.0071 |
1.0% |
4% |
False |
False |
10,040 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.5% |
0.0069 |
1.0% |
4% |
False |
False |
7,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7285 |
|
2.618 |
0.7246 |
|
1.618 |
0.7222 |
|
1.000 |
0.7207 |
|
0.618 |
0.7198 |
|
HIGH |
0.7183 |
|
0.618 |
0.7174 |
|
0.500 |
0.7171 |
|
0.382 |
0.7168 |
|
LOW |
0.7159 |
|
0.618 |
0.7144 |
|
1.000 |
0.7135 |
|
1.618 |
0.7120 |
|
2.618 |
0.7096 |
|
4.250 |
0.7057 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7172 |
0.7195 |
| PP |
0.7171 |
0.7187 |
| S1 |
0.7171 |
0.7180 |
|