CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7209 |
0.7264 |
0.0055 |
0.8% |
0.7170 |
| High |
0.7275 |
0.7346 |
0.0071 |
1.0% |
0.7234 |
| Low |
0.7205 |
0.7262 |
0.0057 |
0.8% |
0.7150 |
| Close |
0.7252 |
0.7322 |
0.0070 |
1.0% |
0.7202 |
| Range |
0.0070 |
0.0084 |
0.0014 |
20.0% |
0.0084 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.2% |
0.0000 |
| Volume |
86,827 |
107,981 |
21,154 |
24.4% |
181,263 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7562 |
0.7526 |
0.7368 |
|
| R3 |
0.7478 |
0.7442 |
0.7345 |
|
| R2 |
0.7394 |
0.7394 |
0.7337 |
|
| R1 |
0.7358 |
0.7358 |
0.7330 |
0.7376 |
| PP |
0.7310 |
0.7310 |
0.7310 |
0.7319 |
| S1 |
0.7274 |
0.7274 |
0.7314 |
0.7292 |
| S2 |
0.7226 |
0.7226 |
0.7307 |
|
| S3 |
0.7142 |
0.7190 |
0.7299 |
|
| S4 |
0.7058 |
0.7106 |
0.7276 |
|
|
| 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 |
0.7346 |
0.7165 |
0.0181 |
2.5% |
0.0060 |
0.8% |
87% |
True |
False |
77,719 |
| 10 |
0.7346 |
0.7146 |
0.0200 |
2.7% |
0.0056 |
0.8% |
88% |
True |
False |
64,054 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
5.0% |
0.0066 |
0.9% |
48% |
False |
False |
50,627 |
| 40 |
0.7754 |
0.7146 |
0.0608 |
8.3% |
0.0076 |
1.0% |
29% |
False |
False |
25,871 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.3% |
0.0072 |
1.0% |
29% |
False |
False |
17,329 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.3% |
0.0068 |
0.9% |
29% |
False |
False |
13,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7703 |
|
2.618 |
0.7566 |
|
1.618 |
0.7482 |
|
1.000 |
0.7430 |
|
0.618 |
0.7398 |
|
HIGH |
0.7346 |
|
0.618 |
0.7314 |
|
0.500 |
0.7304 |
|
0.382 |
0.7294 |
|
LOW |
0.7262 |
|
0.618 |
0.7210 |
|
1.000 |
0.7178 |
|
1.618 |
0.7126 |
|
2.618 |
0.7042 |
|
4.250 |
0.6905 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7316 |
0.7302 |
| PP |
0.7310 |
0.7283 |
| S1 |
0.7304 |
0.7263 |
|