CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7353 |
0.7430 |
0.0077 |
1.0% |
0.7186 |
| High |
0.7461 |
0.7508 |
0.0047 |
0.6% |
0.7346 |
| Low |
0.7341 |
0.7419 |
0.0078 |
1.1% |
0.7180 |
| Close |
0.7432 |
0.7481 |
0.0049 |
0.7% |
0.7293 |
| Range |
0.0120 |
0.0089 |
-0.0031 |
-25.8% |
0.0166 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.8% |
0.0000 |
| Volume |
125,649 |
101,179 |
-24,470 |
-19.5% |
374,241 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7736 |
0.7698 |
0.7530 |
|
| R3 |
0.7647 |
0.7609 |
0.7505 |
|
| R2 |
0.7558 |
0.7558 |
0.7497 |
|
| R1 |
0.7520 |
0.7520 |
0.7489 |
0.7539 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7479 |
| S1 |
0.7431 |
0.7431 |
0.7473 |
0.7450 |
| S2 |
0.7380 |
0.7380 |
0.7465 |
|
| S3 |
0.7291 |
0.7342 |
0.7457 |
|
| S4 |
0.7202 |
0.7253 |
0.7432 |
|
|
| 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 |
0.7508 |
0.7278 |
0.0230 |
3.1% |
0.0082 |
1.1% |
88% |
True |
False |
93,333 |
| 10 |
0.7508 |
0.7165 |
0.0343 |
4.6% |
0.0071 |
0.9% |
92% |
True |
False |
85,526 |
| 20 |
0.7509 |
0.7146 |
0.0363 |
4.9% |
0.0070 |
0.9% |
92% |
False |
False |
71,703 |
| 40 |
0.7558 |
0.7146 |
0.0412 |
5.5% |
0.0072 |
1.0% |
81% |
False |
False |
37,453 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0073 |
1.0% |
55% |
False |
False |
25,086 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0070 |
0.9% |
55% |
False |
False |
18,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7886 |
|
2.618 |
0.7741 |
|
1.618 |
0.7652 |
|
1.000 |
0.7597 |
|
0.618 |
0.7563 |
|
HIGH |
0.7508 |
|
0.618 |
0.7474 |
|
0.500 |
0.7464 |
|
0.382 |
0.7453 |
|
LOW |
0.7419 |
|
0.618 |
0.7364 |
|
1.000 |
0.7330 |
|
1.618 |
0.7275 |
|
2.618 |
0.7186 |
|
4.250 |
0.7041 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7475 |
0.7459 |
| PP |
0.7469 |
0.7436 |
| S1 |
0.7464 |
0.7414 |
|