CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7550 |
0.7504 |
-0.0046 |
-0.6% |
0.7283 |
| High |
0.7556 |
0.7565 |
0.0009 |
0.1% |
0.7508 |
| Low |
0.7493 |
0.7484 |
-0.0009 |
-0.1% |
0.7282 |
| Close |
0.7527 |
0.7547 |
0.0020 |
0.3% |
0.7492 |
| Range |
0.0063 |
0.0081 |
0.0018 |
28.6% |
0.0226 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
0.7% |
0.0000 |
| Volume |
83,675 |
96,194 |
12,519 |
15.0% |
473,004 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7775 |
0.7742 |
0.7592 |
|
| R3 |
0.7694 |
0.7661 |
0.7569 |
|
| R2 |
0.7613 |
0.7613 |
0.7562 |
|
| R1 |
0.7580 |
0.7580 |
0.7554 |
0.7597 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7540 |
| S1 |
0.7499 |
0.7499 |
0.7540 |
0.7516 |
| S2 |
0.7451 |
0.7451 |
0.7532 |
|
| S3 |
0.7370 |
0.7418 |
0.7525 |
|
| S4 |
0.7289 |
0.7337 |
0.7502 |
|
|
| 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 |
0.7565 |
0.7419 |
0.0146 |
1.9% |
0.0081 |
1.1% |
88% |
True |
False |
100,325 |
| 10 |
0.7565 |
0.7262 |
0.0303 |
4.0% |
0.0081 |
1.1% |
94% |
True |
False |
97,509 |
| 20 |
0.7565 |
0.7146 |
0.0419 |
5.6% |
0.0066 |
0.9% |
96% |
True |
False |
78,593 |
| 40 |
0.7565 |
0.7146 |
0.0419 |
5.6% |
0.0071 |
0.9% |
96% |
True |
False |
47,381 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0074 |
1.0% |
66% |
False |
False |
31,741 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0071 |
0.9% |
66% |
False |
False |
23,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7909 |
|
2.618 |
0.7777 |
|
1.618 |
0.7696 |
|
1.000 |
0.7646 |
|
0.618 |
0.7615 |
|
HIGH |
0.7565 |
|
0.618 |
0.7534 |
|
0.500 |
0.7525 |
|
0.382 |
0.7515 |
|
LOW |
0.7484 |
|
0.618 |
0.7434 |
|
1.000 |
0.7403 |
|
1.618 |
0.7353 |
|
2.618 |
0.7272 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7540 |
0.7534 |
| PP |
0.7532 |
0.7520 |
| S1 |
0.7525 |
0.7507 |
|