CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7347 |
0.7353 |
0.0006 |
0.1% |
0.7186 |
| High |
0.7373 |
0.7461 |
0.0088 |
1.2% |
0.7346 |
| Low |
0.7319 |
0.7341 |
0.0022 |
0.3% |
0.7180 |
| Close |
0.7357 |
0.7432 |
0.0075 |
1.0% |
0.7293 |
| Range |
0.0054 |
0.0120 |
0.0066 |
122.2% |
0.0166 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
5.7% |
0.0000 |
| Volume |
82,722 |
125,649 |
42,927 |
51.9% |
374,241 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7722 |
0.7498 |
|
| R3 |
0.7651 |
0.7602 |
0.7465 |
|
| R2 |
0.7531 |
0.7531 |
0.7454 |
|
| R1 |
0.7482 |
0.7482 |
0.7443 |
0.7507 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7424 |
| S1 |
0.7362 |
0.7362 |
0.7421 |
0.7387 |
| S2 |
0.7291 |
0.7291 |
0.7410 |
|
| S3 |
0.7171 |
0.7242 |
0.7399 |
|
| S4 |
0.7051 |
0.7122 |
0.7366 |
|
|
| 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 |
0.7461 |
0.7262 |
0.0199 |
2.7% |
0.0081 |
1.1% |
85% |
True |
False |
94,693 |
| 10 |
0.7461 |
0.7150 |
0.0311 |
4.2% |
0.0068 |
0.9% |
91% |
True |
False |
80,323 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
4.9% |
0.0068 |
0.9% |
79% |
False |
False |
67,676 |
| 40 |
0.7558 |
0.7146 |
0.0412 |
5.5% |
0.0071 |
0.9% |
69% |
False |
False |
34,936 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.2% |
0.0072 |
1.0% |
47% |
False |
False |
23,404 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.2% |
0.0069 |
0.9% |
47% |
False |
False |
17,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7971 |
|
2.618 |
0.7775 |
|
1.618 |
0.7655 |
|
1.000 |
0.7581 |
|
0.618 |
0.7535 |
|
HIGH |
0.7461 |
|
0.618 |
0.7415 |
|
0.500 |
0.7401 |
|
0.382 |
0.7387 |
|
LOW |
0.7341 |
|
0.618 |
0.7267 |
|
1.000 |
0.7221 |
|
1.618 |
0.7147 |
|
2.618 |
0.7027 |
|
4.250 |
0.6831 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7412 |
| PP |
0.7411 |
0.7392 |
| S1 |
0.7401 |
0.7372 |
|