CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7173 |
0.7169 |
-0.0004 |
-0.1% |
0.7266 |
| High |
0.7207 |
0.7211 |
0.0004 |
0.1% |
0.7298 |
| Low |
0.7150 |
0.7165 |
0.0015 |
0.2% |
0.7146 |
| Close |
0.7171 |
0.7195 |
0.0024 |
0.3% |
0.7156 |
| Range |
0.0057 |
0.0046 |
-0.0011 |
-19.3% |
0.0152 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
49,147 |
52,077 |
2,930 |
6.0% |
313,053 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7328 |
0.7308 |
0.7220 |
|
| R3 |
0.7282 |
0.7262 |
0.7208 |
|
| R2 |
0.7236 |
0.7236 |
0.7203 |
|
| R1 |
0.7216 |
0.7216 |
0.7199 |
0.7226 |
| PP |
0.7190 |
0.7190 |
0.7190 |
0.7196 |
| S1 |
0.7170 |
0.7170 |
0.7191 |
0.7180 |
| S2 |
0.7144 |
0.7144 |
0.7187 |
|
| S3 |
0.7098 |
0.7124 |
0.7182 |
|
| S4 |
0.7052 |
0.7078 |
0.7170 |
|
|
| 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 |
0.7244 |
0.7146 |
0.0098 |
1.4% |
0.0051 |
0.7% |
50% |
False |
False |
49,960 |
| 10 |
0.7416 |
0.7146 |
0.0270 |
3.8% |
0.0061 |
0.8% |
18% |
False |
False |
58,562 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
5.0% |
0.0066 |
0.9% |
13% |
False |
False |
34,081 |
| 40 |
0.7754 |
0.7146 |
0.0608 |
8.5% |
0.0075 |
1.0% |
8% |
False |
False |
17,467 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.5% |
0.0071 |
1.0% |
8% |
False |
False |
11,725 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.5% |
0.0068 |
0.9% |
8% |
False |
False |
8,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7407 |
|
2.618 |
0.7331 |
|
1.618 |
0.7285 |
|
1.000 |
0.7257 |
|
0.618 |
0.7239 |
|
HIGH |
0.7211 |
|
0.618 |
0.7193 |
|
0.500 |
0.7188 |
|
0.382 |
0.7183 |
|
LOW |
0.7165 |
|
0.618 |
0.7137 |
|
1.000 |
0.7119 |
|
1.618 |
0.7091 |
|
2.618 |
0.7045 |
|
4.250 |
0.6970 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7193 |
0.7190 |
| PP |
0.7190 |
0.7185 |
| S1 |
0.7188 |
0.7181 |
|