CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7169 |
0.7207 |
0.0038 |
0.5% |
0.7170 |
| High |
0.7211 |
0.7234 |
0.0023 |
0.3% |
0.7234 |
| Low |
0.7165 |
0.7183 |
0.0018 |
0.3% |
0.7150 |
| Close |
0.7195 |
0.7202 |
0.0007 |
0.1% |
0.7202 |
| Range |
0.0046 |
0.0051 |
0.0005 |
10.9% |
0.0084 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
52,077 |
52,756 |
679 |
1.3% |
181,263 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7359 |
0.7332 |
0.7230 |
|
| R3 |
0.7308 |
0.7281 |
0.7216 |
|
| R2 |
0.7257 |
0.7257 |
0.7211 |
|
| R1 |
0.7230 |
0.7230 |
0.7207 |
0.7218 |
| PP |
0.7206 |
0.7206 |
0.7206 |
0.7201 |
| S1 |
0.7179 |
0.7179 |
0.7197 |
0.7167 |
| S2 |
0.7155 |
0.7155 |
0.7193 |
|
| S3 |
0.7104 |
0.7128 |
0.7188 |
|
| S4 |
0.7053 |
0.7077 |
0.7174 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7447 |
0.7409 |
0.7248 |
|
| R3 |
0.7363 |
0.7325 |
0.7225 |
|
| R2 |
0.7279 |
0.7279 |
0.7217 |
|
| R1 |
0.7241 |
0.7241 |
0.7210 |
0.7260 |
| PP |
0.7195 |
0.7195 |
0.7195 |
0.7205 |
| S1 |
0.7157 |
0.7157 |
0.7194 |
0.7176 |
| S2 |
0.7111 |
0.7111 |
0.7187 |
|
| S3 |
0.7027 |
0.7073 |
0.7179 |
|
| S4 |
0.6943 |
0.6989 |
0.7156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7234 |
0.7146 |
0.0088 |
1.2% |
0.0049 |
0.7% |
64% |
True |
False |
47,324 |
| 10 |
0.7355 |
0.7146 |
0.0209 |
2.9% |
0.0057 |
0.8% |
27% |
False |
False |
58,545 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
5.0% |
0.0066 |
0.9% |
15% |
False |
False |
36,644 |
| 40 |
0.7754 |
0.7146 |
0.0608 |
8.4% |
0.0075 |
1.0% |
9% |
False |
False |
18,784 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.4% |
0.0071 |
1.0% |
9% |
False |
False |
12,601 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.4% |
0.0069 |
1.0% |
9% |
False |
False |
9,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7451 |
|
2.618 |
0.7368 |
|
1.618 |
0.7317 |
|
1.000 |
0.7285 |
|
0.618 |
0.7266 |
|
HIGH |
0.7234 |
|
0.618 |
0.7215 |
|
0.500 |
0.7209 |
|
0.382 |
0.7202 |
|
LOW |
0.7183 |
|
0.618 |
0.7151 |
|
1.000 |
0.7132 |
|
1.618 |
0.7100 |
|
2.618 |
0.7049 |
|
4.250 |
0.6966 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7209 |
0.7199 |
| PP |
0.7206 |
0.7195 |
| S1 |
0.7204 |
0.7192 |
|