CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7264 |
0.7328 |
0.0064 |
0.9% |
0.7186 |
| High |
0.7346 |
0.7344 |
-0.0002 |
0.0% |
0.7346 |
| Low |
0.7262 |
0.7278 |
0.0016 |
0.2% |
0.7180 |
| Close |
0.7322 |
0.7293 |
-0.0029 |
-0.4% |
0.7293 |
| Range |
0.0084 |
0.0066 |
-0.0018 |
-21.4% |
0.0166 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
107,981 |
90,475 |
-17,506 |
-16.2% |
374,241 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7503 |
0.7464 |
0.7329 |
|
| R3 |
0.7437 |
0.7398 |
0.7311 |
|
| R2 |
0.7371 |
0.7371 |
0.7305 |
|
| R1 |
0.7332 |
0.7332 |
0.7299 |
0.7319 |
| PP |
0.7305 |
0.7305 |
0.7305 |
0.7298 |
| S1 |
0.7266 |
0.7266 |
0.7287 |
0.7253 |
| S2 |
0.7239 |
0.7239 |
0.7281 |
|
| S3 |
0.7173 |
0.7200 |
0.7275 |
|
| S4 |
0.7107 |
0.7134 |
0.7257 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7698 |
0.7384 |
|
| R3 |
0.7605 |
0.7532 |
0.7339 |
|
| R2 |
0.7439 |
0.7439 |
0.7323 |
|
| R1 |
0.7366 |
0.7366 |
0.7308 |
0.7402 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7291 |
| S1 |
0.7200 |
0.7200 |
0.7278 |
0.7237 |
| S2 |
0.7107 |
0.7107 |
0.7263 |
|
| S3 |
0.6941 |
0.7034 |
0.7247 |
|
| S4 |
0.6775 |
0.6868 |
0.7202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7346 |
0.7180 |
0.0166 |
2.3% |
0.0064 |
0.9% |
68% |
False |
False |
85,399 |
| 10 |
0.7346 |
0.7146 |
0.0200 |
2.7% |
0.0058 |
0.8% |
74% |
False |
False |
67,679 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
5.0% |
0.0066 |
0.9% |
40% |
False |
False |
55,023 |
| 40 |
0.7748 |
0.7146 |
0.0602 |
8.3% |
0.0076 |
1.0% |
24% |
False |
False |
28,123 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.3% |
0.0072 |
1.0% |
24% |
False |
False |
18,835 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.3% |
0.0068 |
0.9% |
24% |
False |
False |
14,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7625 |
|
2.618 |
0.7517 |
|
1.618 |
0.7451 |
|
1.000 |
0.7410 |
|
0.618 |
0.7385 |
|
HIGH |
0.7344 |
|
0.618 |
0.7319 |
|
0.500 |
0.7311 |
|
0.382 |
0.7303 |
|
LOW |
0.7278 |
|
0.618 |
0.7237 |
|
1.000 |
0.7212 |
|
1.618 |
0.7171 |
|
2.618 |
0.7105 |
|
4.250 |
0.6998 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7311 |
0.7287 |
| PP |
0.7305 |
0.7281 |
| S1 |
0.7299 |
0.7276 |
|