CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7430 |
0.7473 |
0.0043 |
0.6% |
0.7283 |
| High |
0.7508 |
0.7499 |
-0.0009 |
-0.1% |
0.7508 |
| Low |
0.7419 |
0.7439 |
0.0020 |
0.3% |
0.7282 |
| Close |
0.7481 |
0.7492 |
0.0011 |
0.1% |
0.7492 |
| Range |
0.0089 |
0.0060 |
-0.0029 |
-32.6% |
0.0226 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
101,179 |
96,814 |
-4,365 |
-4.3% |
473,004 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7657 |
0.7634 |
0.7525 |
|
| R3 |
0.7597 |
0.7574 |
0.7509 |
|
| R2 |
0.7537 |
0.7537 |
0.7503 |
|
| R1 |
0.7514 |
0.7514 |
0.7498 |
0.7526 |
| PP |
0.7477 |
0.7477 |
0.7477 |
0.7482 |
| S1 |
0.7454 |
0.7454 |
0.7487 |
0.7466 |
| S2 |
0.7417 |
0.7417 |
0.7481 |
|
| S3 |
0.7357 |
0.7394 |
0.7476 |
|
| S4 |
0.7297 |
0.7334 |
0.7459 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8105 |
0.8025 |
0.7616 |
|
| R3 |
0.7879 |
0.7799 |
0.7554 |
|
| R2 |
0.7653 |
0.7653 |
0.7533 |
|
| R1 |
0.7573 |
0.7573 |
0.7513 |
0.7613 |
| PP |
0.7427 |
0.7427 |
0.7427 |
0.7448 |
| S1 |
0.7347 |
0.7347 |
0.7471 |
0.7387 |
| S2 |
0.7201 |
0.7201 |
0.7451 |
|
| S3 |
0.6975 |
0.7121 |
0.7430 |
|
| S4 |
0.6749 |
0.6895 |
0.7368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7508 |
0.7282 |
0.0226 |
3.0% |
0.0081 |
1.1% |
93% |
False |
False |
94,600 |
| 10 |
0.7508 |
0.7180 |
0.0328 |
4.4% |
0.0072 |
1.0% |
95% |
False |
False |
90,000 |
| 20 |
0.7508 |
0.7146 |
0.0362 |
4.8% |
0.0067 |
0.9% |
96% |
False |
False |
74,281 |
| 40 |
0.7548 |
0.7146 |
0.0402 |
5.4% |
0.0072 |
1.0% |
86% |
False |
False |
39,861 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0073 |
1.0% |
57% |
False |
False |
26,697 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0070 |
0.9% |
57% |
False |
False |
20,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7754 |
|
2.618 |
0.7656 |
|
1.618 |
0.7596 |
|
1.000 |
0.7559 |
|
0.618 |
0.7536 |
|
HIGH |
0.7499 |
|
0.618 |
0.7476 |
|
0.500 |
0.7469 |
|
0.382 |
0.7462 |
|
LOW |
0.7439 |
|
0.618 |
0.7402 |
|
1.000 |
0.7379 |
|
1.618 |
0.7342 |
|
2.618 |
0.7282 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7484 |
0.7470 |
| PP |
0.7477 |
0.7447 |
| S1 |
0.7469 |
0.7425 |
|