CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7552 |
0.7589 |
0.0037 |
0.5% |
0.7477 |
| High |
0.7580 |
0.7601 |
0.0021 |
0.3% |
0.7580 |
| Low |
0.7542 |
0.7544 |
0.0002 |
0.0% |
0.7448 |
| Close |
0.7566 |
0.7571 |
0.0005 |
0.1% |
0.7553 |
| Range |
0.0038 |
0.0057 |
0.0019 |
50.0% |
0.0132 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
76,301 |
80,965 |
4,664 |
6.1% |
386,562 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7714 |
0.7602 |
|
| R3 |
0.7686 |
0.7657 |
0.7587 |
|
| R2 |
0.7629 |
0.7629 |
0.7581 |
|
| R1 |
0.7600 |
0.7600 |
0.7576 |
0.7586 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7565 |
| S1 |
0.7543 |
0.7543 |
0.7566 |
0.7529 |
| S2 |
0.7515 |
0.7515 |
0.7561 |
|
| S3 |
0.7458 |
0.7486 |
0.7555 |
|
| S4 |
0.7401 |
0.7429 |
0.7540 |
|
|
| 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 |
0.7601 |
0.7484 |
0.0117 |
1.5% |
0.0062 |
0.8% |
74% |
True |
False |
84,012 |
| 10 |
0.7601 |
0.7319 |
0.0282 |
3.7% |
0.0074 |
1.0% |
89% |
True |
False |
95,019 |
| 20 |
0.7601 |
0.7146 |
0.0455 |
6.0% |
0.0067 |
0.9% |
93% |
True |
False |
81,384 |
| 40 |
0.7601 |
0.7146 |
0.0455 |
6.0% |
0.0070 |
0.9% |
93% |
True |
False |
53,337 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0073 |
1.0% |
70% |
False |
False |
35,733 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0071 |
0.9% |
70% |
False |
False |
26,846 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0068 |
0.9% |
70% |
False |
False |
21,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7750 |
|
1.618 |
0.7693 |
|
1.000 |
0.7658 |
|
0.618 |
0.7636 |
|
HIGH |
0.7601 |
|
0.618 |
0.7579 |
|
0.500 |
0.7573 |
|
0.382 |
0.7566 |
|
LOW |
0.7544 |
|
0.618 |
0.7509 |
|
1.000 |
0.7487 |
|
1.618 |
0.7452 |
|
2.618 |
0.7395 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7573 |
0.7566 |
| PP |
0.7572 |
0.7560 |
| S1 |
0.7572 |
0.7555 |
|