CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 25-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7589 |
0.7576 |
-0.0013 |
-0.2% |
0.7477 |
High |
0.7601 |
0.7590 |
-0.0011 |
-0.1% |
0.7580 |
Low |
0.7544 |
0.7508 |
-0.0036 |
-0.5% |
0.7448 |
Close |
0.7571 |
0.7551 |
-0.0020 |
-0.3% |
0.7553 |
Range |
0.0057 |
0.0082 |
0.0025 |
43.9% |
0.0132 |
ATR |
0.0070 |
0.0071 |
0.0001 |
1.2% |
0.0000 |
Volume |
80,965 |
112,655 |
31,690 |
39.1% |
386,562 |
|
Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7796 |
0.7755 |
0.7596 |
|
R3 |
0.7714 |
0.7673 |
0.7574 |
|
R2 |
0.7632 |
0.7632 |
0.7566 |
|
R1 |
0.7591 |
0.7591 |
0.7559 |
0.7571 |
PP |
0.7550 |
0.7550 |
0.7550 |
0.7539 |
S1 |
0.7509 |
0.7509 |
0.7543 |
0.7488 |
S2 |
0.7468 |
0.7468 |
0.7536 |
|
S3 |
0.7386 |
0.7427 |
0.7528 |
|
S4 |
0.7304 |
0.7345 |
0.7506 |
|
|
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% |
0.0066 |
0.9% |
57% |
False |
False |
89,808 |
10 |
0.7601 |
0.7341 |
0.0260 |
3.4% |
0.0077 |
1.0% |
81% |
False |
False |
98,012 |
20 |
0.7601 |
0.7150 |
0.0451 |
6.0% |
0.0068 |
0.9% |
89% |
False |
False |
84,249 |
40 |
0.7601 |
0.7146 |
0.0455 |
6.0% |
0.0070 |
0.9% |
89% |
False |
False |
56,119 |
60 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0074 |
1.0% |
67% |
False |
False |
37,600 |
80 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0071 |
0.9% |
67% |
False |
False |
28,253 |
100 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0068 |
0.9% |
67% |
False |
False |
22,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7939 |
2.618 |
0.7805 |
1.618 |
0.7723 |
1.000 |
0.7672 |
0.618 |
0.7641 |
HIGH |
0.7590 |
0.618 |
0.7559 |
0.500 |
0.7549 |
0.382 |
0.7539 |
LOW |
0.7508 |
0.618 |
0.7457 |
1.000 |
0.7426 |
1.618 |
0.7375 |
2.618 |
0.7293 |
4.250 |
0.7159 |
|
|
Fisher Pivots for day following 25-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7550 |
0.7555 |
PP |
0.7550 |
0.7553 |
S1 |
0.7549 |
0.7552 |
|