CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7473 |
0.7477 |
0.0004 |
0.1% |
0.7283 |
| High |
0.7499 |
0.7560 |
0.0061 |
0.8% |
0.7508 |
| Low |
0.7439 |
0.7448 |
0.0009 |
0.1% |
0.7282 |
| Close |
0.7492 |
0.7554 |
0.0062 |
0.8% |
0.7492 |
| Range |
0.0060 |
0.0112 |
0.0052 |
86.7% |
0.0226 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
4.1% |
0.0000 |
| Volume |
96,814 |
123,765 |
26,951 |
27.8% |
473,004 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7857 |
0.7817 |
0.7616 |
|
| R3 |
0.7745 |
0.7705 |
0.7585 |
|
| R2 |
0.7633 |
0.7633 |
0.7575 |
|
| R1 |
0.7593 |
0.7593 |
0.7564 |
0.7613 |
| PP |
0.7521 |
0.7521 |
0.7521 |
0.7531 |
| S1 |
0.7481 |
0.7481 |
0.7544 |
0.7501 |
| S2 |
0.7409 |
0.7409 |
0.7533 |
|
| S3 |
0.7297 |
0.7369 |
0.7523 |
|
| S4 |
0.7185 |
0.7257 |
0.7492 |
|
|
| 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 |
0.7560 |
0.7319 |
0.0241 |
3.2% |
0.0087 |
1.2% |
98% |
True |
False |
106,025 |
| 10 |
0.7560 |
0.7180 |
0.0380 |
5.0% |
0.0078 |
1.0% |
98% |
True |
False |
97,101 |
| 20 |
0.7560 |
0.7146 |
0.0414 |
5.5% |
0.0068 |
0.9% |
99% |
True |
False |
77,823 |
| 40 |
0.7560 |
0.7146 |
0.0414 |
5.5% |
0.0072 |
0.9% |
99% |
True |
False |
42,918 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0074 |
1.0% |
67% |
False |
False |
28,746 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0071 |
0.9% |
67% |
False |
False |
21,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8036 |
|
2.618 |
0.7853 |
|
1.618 |
0.7741 |
|
1.000 |
0.7672 |
|
0.618 |
0.7629 |
|
HIGH |
0.7560 |
|
0.618 |
0.7517 |
|
0.500 |
0.7504 |
|
0.382 |
0.7491 |
|
LOW |
0.7448 |
|
0.618 |
0.7379 |
|
1.000 |
0.7336 |
|
1.618 |
0.7267 |
|
2.618 |
0.7155 |
|
4.250 |
0.6972 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7537 |
0.7533 |
| PP |
0.7521 |
0.7511 |
| S1 |
0.7504 |
0.7490 |
|