CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7576 |
0.7565 |
-0.0011 |
-0.1% |
0.7477 |
| High |
0.7590 |
0.7577 |
-0.0013 |
-0.2% |
0.7580 |
| Low |
0.7508 |
0.7514 |
0.0006 |
0.1% |
0.7448 |
| Close |
0.7551 |
0.7544 |
-0.0007 |
-0.1% |
0.7553 |
| Range |
0.0082 |
0.0063 |
-0.0019 |
-23.2% |
0.0132 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
112,655 |
64,729 |
-47,926 |
-42.5% |
386,562 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7734 |
0.7702 |
0.7579 |
|
| R3 |
0.7671 |
0.7639 |
0.7561 |
|
| R2 |
0.7608 |
0.7608 |
0.7556 |
|
| R1 |
0.7576 |
0.7576 |
0.7550 |
0.7561 |
| PP |
0.7545 |
0.7545 |
0.7545 |
0.7537 |
| S1 |
0.7513 |
0.7513 |
0.7538 |
0.7498 |
| S2 |
0.7482 |
0.7482 |
0.7532 |
|
| S3 |
0.7419 |
0.7450 |
0.7527 |
|
| S4 |
0.7356 |
0.7387 |
0.7509 |
|
|
| 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 |
0.7508 |
0.0093 |
1.2% |
0.0062 |
0.8% |
39% |
False |
False |
83,515 |
| 10 |
0.7601 |
0.7419 |
0.0182 |
2.4% |
0.0072 |
0.9% |
69% |
False |
False |
91,920 |
| 20 |
0.7601 |
0.7150 |
0.0451 |
6.0% |
0.0070 |
0.9% |
87% |
False |
False |
86,121 |
| 40 |
0.7601 |
0.7146 |
0.0455 |
6.0% |
0.0070 |
0.9% |
87% |
False |
False |
57,715 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0074 |
1.0% |
65% |
False |
False |
38,675 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0071 |
0.9% |
65% |
False |
False |
29,061 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0069 |
0.9% |
65% |
False |
False |
23,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7845 |
|
2.618 |
0.7742 |
|
1.618 |
0.7679 |
|
1.000 |
0.7640 |
|
0.618 |
0.7616 |
|
HIGH |
0.7577 |
|
0.618 |
0.7553 |
|
0.500 |
0.7546 |
|
0.382 |
0.7538 |
|
LOW |
0.7514 |
|
0.618 |
0.7475 |
|
1.000 |
0.7451 |
|
1.618 |
0.7412 |
|
2.618 |
0.7349 |
|
4.250 |
0.7246 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7546 |
0.7555 |
| PP |
0.7545 |
0.7551 |
| S1 |
0.7545 |
0.7548 |
|