CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7504 |
0.7547 |
0.0043 |
0.6% |
0.7477 |
| High |
0.7565 |
0.7580 |
0.0015 |
0.2% |
0.7580 |
| Low |
0.7484 |
0.7509 |
0.0025 |
0.3% |
0.7448 |
| Close |
0.7547 |
0.7553 |
0.0006 |
0.1% |
0.7553 |
| Range |
0.0081 |
0.0071 |
-0.0010 |
-12.3% |
0.0132 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
96,194 |
82,928 |
-13,266 |
-13.8% |
386,562 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7760 |
0.7728 |
0.7592 |
|
| R3 |
0.7689 |
0.7657 |
0.7573 |
|
| R2 |
0.7618 |
0.7618 |
0.7566 |
|
| R1 |
0.7586 |
0.7586 |
0.7560 |
0.7602 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7556 |
| S1 |
0.7515 |
0.7515 |
0.7546 |
0.7531 |
| S2 |
0.7476 |
0.7476 |
0.7540 |
|
| S3 |
0.7405 |
0.7444 |
0.7533 |
|
| S4 |
0.7334 |
0.7373 |
0.7514 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7870 |
0.7626 |
|
| R3 |
0.7791 |
0.7738 |
0.7589 |
|
| R2 |
0.7659 |
0.7659 |
0.7577 |
|
| R1 |
0.7606 |
0.7606 |
0.7565 |
0.7633 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7540 |
| S1 |
0.7474 |
0.7474 |
0.7541 |
0.7501 |
| S2 |
0.7395 |
0.7395 |
0.7529 |
|
| S3 |
0.7263 |
0.7342 |
0.7517 |
|
| S4 |
0.7131 |
0.7210 |
0.7480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7580 |
0.7439 |
0.0141 |
1.9% |
0.0077 |
1.0% |
81% |
True |
False |
96,675 |
| 10 |
0.7580 |
0.7278 |
0.0302 |
4.0% |
0.0080 |
1.1% |
91% |
True |
False |
95,004 |
| 20 |
0.7580 |
0.7146 |
0.0434 |
5.7% |
0.0068 |
0.9% |
94% |
True |
False |
79,529 |
| 40 |
0.7580 |
0.7146 |
0.0434 |
5.7% |
0.0071 |
0.9% |
94% |
True |
False |
49,439 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0074 |
1.0% |
67% |
False |
False |
33,122 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0072 |
0.9% |
67% |
False |
False |
24,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7882 |
|
2.618 |
0.7766 |
|
1.618 |
0.7695 |
|
1.000 |
0.7651 |
|
0.618 |
0.7624 |
|
HIGH |
0.7580 |
|
0.618 |
0.7553 |
|
0.500 |
0.7545 |
|
0.382 |
0.7536 |
|
LOW |
0.7509 |
|
0.618 |
0.7465 |
|
1.000 |
0.7438 |
|
1.618 |
0.7394 |
|
2.618 |
0.7323 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7550 |
0.7546 |
| PP |
0.7547 |
0.7539 |
| S1 |
0.7545 |
0.7532 |
|