CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7283 |
0.7347 |
0.0064 |
0.9% |
0.7186 |
| High |
0.7363 |
0.7373 |
0.0010 |
0.1% |
0.7346 |
| Low |
0.7282 |
0.7319 |
0.0037 |
0.5% |
0.7180 |
| Close |
0.7348 |
0.7357 |
0.0009 |
0.1% |
0.7293 |
| Range |
0.0081 |
0.0054 |
-0.0027 |
-33.3% |
0.0166 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
66,640 |
82,722 |
16,082 |
24.1% |
374,241 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7488 |
0.7387 |
|
| R3 |
0.7458 |
0.7434 |
0.7372 |
|
| R2 |
0.7404 |
0.7404 |
0.7367 |
|
| R1 |
0.7380 |
0.7380 |
0.7362 |
0.7392 |
| PP |
0.7350 |
0.7350 |
0.7350 |
0.7356 |
| S1 |
0.7326 |
0.7326 |
0.7352 |
0.7338 |
| S2 |
0.7296 |
0.7296 |
0.7347 |
|
| S3 |
0.7242 |
0.7272 |
0.7342 |
|
| S4 |
0.7188 |
0.7218 |
0.7327 |
|
|
| 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 |
0.7373 |
0.7205 |
0.0168 |
2.3% |
0.0071 |
1.0% |
90% |
True |
False |
86,929 |
| 10 |
0.7373 |
0.7150 |
0.0223 |
3.0% |
0.0058 |
0.8% |
93% |
True |
False |
70,486 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
4.9% |
0.0066 |
0.9% |
58% |
False |
False |
61,839 |
| 40 |
0.7606 |
0.7146 |
0.0460 |
6.3% |
0.0070 |
1.0% |
46% |
False |
False |
31,810 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.3% |
0.0072 |
1.0% |
35% |
False |
False |
21,315 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.3% |
0.0068 |
0.9% |
35% |
False |
False |
16,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7603 |
|
2.618 |
0.7514 |
|
1.618 |
0.7460 |
|
1.000 |
0.7427 |
|
0.618 |
0.7406 |
|
HIGH |
0.7373 |
|
0.618 |
0.7352 |
|
0.500 |
0.7346 |
|
0.382 |
0.7340 |
|
LOW |
0.7319 |
|
0.618 |
0.7286 |
|
1.000 |
0.7265 |
|
1.618 |
0.7232 |
|
2.618 |
0.7178 |
|
4.250 |
0.7090 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7353 |
0.7347 |
| PP |
0.7350 |
0.7336 |
| S1 |
0.7346 |
0.7326 |
|