CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7477 |
0.7550 |
0.0073 |
1.0% |
0.7283 |
| High |
0.7560 |
0.7556 |
-0.0004 |
-0.1% |
0.7508 |
| Low |
0.7448 |
0.7493 |
0.0045 |
0.6% |
0.7282 |
| Close |
0.7554 |
0.7527 |
-0.0027 |
-0.4% |
0.7492 |
| Range |
0.0112 |
0.0063 |
-0.0049 |
-43.8% |
0.0226 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
123,765 |
83,675 |
-40,090 |
-32.4% |
473,004 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7714 |
0.7684 |
0.7562 |
|
| R3 |
0.7651 |
0.7621 |
0.7544 |
|
| R2 |
0.7588 |
0.7588 |
0.7539 |
|
| R1 |
0.7558 |
0.7558 |
0.7533 |
0.7542 |
| PP |
0.7525 |
0.7525 |
0.7525 |
0.7517 |
| S1 |
0.7495 |
0.7495 |
0.7521 |
0.7479 |
| S2 |
0.7462 |
0.7462 |
0.7515 |
|
| S3 |
0.7399 |
0.7432 |
0.7510 |
|
| S4 |
0.7336 |
0.7369 |
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 |
0.7341 |
0.0219 |
2.9% |
0.0089 |
1.2% |
85% |
False |
False |
106,216 |
| 10 |
0.7560 |
0.7205 |
0.0355 |
4.7% |
0.0080 |
1.1% |
91% |
False |
False |
96,572 |
| 20 |
0.7560 |
0.7146 |
0.0414 |
5.5% |
0.0066 |
0.9% |
92% |
False |
False |
77,450 |
| 40 |
0.7560 |
0.7146 |
0.0414 |
5.5% |
0.0071 |
0.9% |
92% |
False |
False |
44,989 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0073 |
1.0% |
63% |
False |
False |
30,139 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0071 |
0.9% |
63% |
False |
False |
22,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7824 |
|
2.618 |
0.7721 |
|
1.618 |
0.7658 |
|
1.000 |
0.7619 |
|
0.618 |
0.7595 |
|
HIGH |
0.7556 |
|
0.618 |
0.7532 |
|
0.500 |
0.7525 |
|
0.382 |
0.7517 |
|
LOW |
0.7493 |
|
0.618 |
0.7454 |
|
1.000 |
0.7430 |
|
1.618 |
0.7391 |
|
2.618 |
0.7328 |
|
4.250 |
0.7225 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7526 |
0.7518 |
| PP |
0.7525 |
0.7509 |
| S1 |
0.7525 |
0.7500 |
|