CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7170 |
0.7173 |
0.0003 |
0.0% |
0.7266 |
| High |
0.7183 |
0.7207 |
0.0024 |
0.3% |
0.7298 |
| Low |
0.7159 |
0.7150 |
-0.0009 |
-0.1% |
0.7146 |
| Close |
0.7172 |
0.7171 |
-0.0001 |
0.0% |
0.7156 |
| Range |
0.0024 |
0.0057 |
0.0033 |
137.5% |
0.0152 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
27,283 |
49,147 |
21,864 |
80.1% |
313,053 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7347 |
0.7316 |
0.7202 |
|
| R3 |
0.7290 |
0.7259 |
0.7187 |
|
| R2 |
0.7233 |
0.7233 |
0.7181 |
|
| R1 |
0.7202 |
0.7202 |
0.7176 |
0.7189 |
| PP |
0.7176 |
0.7176 |
0.7176 |
0.7170 |
| S1 |
0.7145 |
0.7145 |
0.7166 |
0.7132 |
| S2 |
0.7119 |
0.7119 |
0.7161 |
|
| S3 |
0.7062 |
0.7088 |
0.7155 |
|
| S4 |
0.7005 |
0.7031 |
0.7140 |
|
|
| 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% |
0.0051 |
0.7% |
21% |
False |
False |
50,389 |
| 10 |
0.7509 |
0.7146 |
0.0363 |
5.1% |
0.0069 |
1.0% |
7% |
False |
False |
57,881 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
5.1% |
0.0069 |
1.0% |
7% |
False |
False |
31,703 |
| 40 |
0.7754 |
0.7146 |
0.0608 |
8.5% |
0.0076 |
1.1% |
4% |
False |
False |
16,174 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.5% |
0.0072 |
1.0% |
4% |
False |
False |
10,859 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.5% |
0.0069 |
1.0% |
4% |
False |
False |
8,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7449 |
|
2.618 |
0.7356 |
|
1.618 |
0.7299 |
|
1.000 |
0.7264 |
|
0.618 |
0.7242 |
|
HIGH |
0.7207 |
|
0.618 |
0.7185 |
|
0.500 |
0.7179 |
|
0.382 |
0.7172 |
|
LOW |
0.7150 |
|
0.618 |
0.7115 |
|
1.000 |
0.7093 |
|
1.618 |
0.7058 |
|
2.618 |
0.7001 |
|
4.250 |
0.6908 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7179 |
0.7180 |
| PP |
0.7176 |
0.7177 |
| S1 |
0.7174 |
0.7174 |
|