CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7328 |
0.7283 |
-0.0045 |
-0.6% |
0.7186 |
| High |
0.7344 |
0.7363 |
0.0019 |
0.3% |
0.7346 |
| Low |
0.7278 |
0.7282 |
0.0004 |
0.1% |
0.7180 |
| Close |
0.7293 |
0.7348 |
0.0055 |
0.8% |
0.7293 |
| Range |
0.0066 |
0.0081 |
0.0015 |
22.7% |
0.0166 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.5% |
0.0000 |
| Volume |
90,475 |
66,640 |
-23,835 |
-26.3% |
374,241 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7574 |
0.7542 |
0.7393 |
|
| R3 |
0.7493 |
0.7461 |
0.7370 |
|
| R2 |
0.7412 |
0.7412 |
0.7363 |
|
| R1 |
0.7380 |
0.7380 |
0.7355 |
0.7396 |
| PP |
0.7331 |
0.7331 |
0.7331 |
0.7339 |
| S1 |
0.7299 |
0.7299 |
0.7341 |
0.7315 |
| S2 |
0.7250 |
0.7250 |
0.7333 |
|
| S3 |
0.7169 |
0.7218 |
0.7326 |
|
| S4 |
0.7088 |
0.7137 |
0.7303 |
|
|
| 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 |
0.7363 |
0.7180 |
0.0183 |
2.5% |
0.0070 |
1.0% |
92% |
True |
False |
88,176 |
| 10 |
0.7363 |
0.7146 |
0.0217 |
3.0% |
0.0060 |
0.8% |
93% |
True |
False |
67,750 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
4.9% |
0.0066 |
0.9% |
56% |
False |
False |
58,127 |
| 40 |
0.7718 |
0.7146 |
0.0572 |
7.8% |
0.0073 |
1.0% |
35% |
False |
False |
29,758 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.3% |
0.0072 |
1.0% |
33% |
False |
False |
19,945 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.3% |
0.0068 |
0.9% |
33% |
False |
False |
14,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7707 |
|
2.618 |
0.7575 |
|
1.618 |
0.7494 |
|
1.000 |
0.7444 |
|
0.618 |
0.7413 |
|
HIGH |
0.7363 |
|
0.618 |
0.7332 |
|
0.500 |
0.7323 |
|
0.382 |
0.7313 |
|
LOW |
0.7282 |
|
0.618 |
0.7232 |
|
1.000 |
0.7201 |
|
1.618 |
0.7151 |
|
2.618 |
0.7070 |
|
4.250 |
0.6938 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7340 |
0.7336 |
| PP |
0.7331 |
0.7324 |
| S1 |
0.7323 |
0.7313 |
|