CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7207 |
0.7186 |
-0.0021 |
-0.3% |
0.7170 |
| High |
0.7234 |
0.7229 |
-0.0005 |
-0.1% |
0.7234 |
| Low |
0.7183 |
0.7180 |
-0.0003 |
0.0% |
0.7150 |
| Close |
0.7202 |
0.7208 |
0.0006 |
0.1% |
0.7202 |
| Range |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0084 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
52,756 |
88,958 |
36,202 |
68.6% |
181,263 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7353 |
0.7329 |
0.7235 |
|
| R3 |
0.7304 |
0.7280 |
0.7221 |
|
| R2 |
0.7255 |
0.7255 |
0.7217 |
|
| R1 |
0.7231 |
0.7231 |
0.7212 |
0.7243 |
| PP |
0.7206 |
0.7206 |
0.7206 |
0.7212 |
| S1 |
0.7182 |
0.7182 |
0.7204 |
0.7194 |
| S2 |
0.7157 |
0.7157 |
0.7199 |
|
| S3 |
0.7108 |
0.7133 |
0.7195 |
|
| S4 |
0.7059 |
0.7084 |
0.7181 |
|
|
| 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 |
0.7150 |
0.0084 |
1.2% |
0.0045 |
0.6% |
69% |
False |
False |
54,044 |
| 10 |
0.7298 |
0.7146 |
0.0152 |
2.1% |
0.0051 |
0.7% |
41% |
False |
False |
58,327 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
5.0% |
0.0065 |
0.9% |
17% |
False |
False |
41,037 |
| 40 |
0.7754 |
0.7146 |
0.0608 |
8.4% |
0.0075 |
1.0% |
10% |
False |
False |
21,007 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.4% |
0.0071 |
1.0% |
10% |
False |
False |
14,083 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.4% |
0.0068 |
0.9% |
10% |
False |
False |
10,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7437 |
|
2.618 |
0.7357 |
|
1.618 |
0.7308 |
|
1.000 |
0.7278 |
|
0.618 |
0.7259 |
|
HIGH |
0.7229 |
|
0.618 |
0.7210 |
|
0.500 |
0.7205 |
|
0.382 |
0.7199 |
|
LOW |
0.7180 |
|
0.618 |
0.7150 |
|
1.000 |
0.7131 |
|
1.618 |
0.7101 |
|
2.618 |
0.7052 |
|
4.250 |
0.6972 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7207 |
0.7205 |
| PP |
0.7206 |
0.7202 |
| S1 |
0.7205 |
0.7200 |
|