CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7565 |
0.7522 |
-0.0043 |
-0.6% |
0.7552 |
| High |
0.7577 |
0.7566 |
-0.0011 |
-0.1% |
0.7601 |
| Low |
0.7514 |
0.7504 |
-0.0010 |
-0.1% |
0.7504 |
| Close |
0.7544 |
0.7544 |
0.0000 |
0.0% |
0.7544 |
| Range |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0097 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
64,729 |
71,998 |
7,269 |
11.2% |
406,648 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7724 |
0.7696 |
0.7578 |
|
| R3 |
0.7662 |
0.7634 |
0.7561 |
|
| R2 |
0.7600 |
0.7600 |
0.7555 |
|
| R1 |
0.7572 |
0.7572 |
0.7550 |
0.7586 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7545 |
| S1 |
0.7510 |
0.7510 |
0.7538 |
0.7524 |
| S2 |
0.7476 |
0.7476 |
0.7533 |
|
| S3 |
0.7414 |
0.7448 |
0.7527 |
|
| S4 |
0.7352 |
0.7386 |
0.7510 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7841 |
0.7789 |
0.7597 |
|
| R3 |
0.7744 |
0.7692 |
0.7571 |
|
| R2 |
0.7647 |
0.7647 |
0.7562 |
|
| R1 |
0.7595 |
0.7595 |
0.7553 |
0.7573 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7538 |
| S1 |
0.7498 |
0.7498 |
0.7535 |
0.7476 |
| S2 |
0.7453 |
0.7453 |
0.7526 |
|
| S3 |
0.7356 |
0.7401 |
0.7517 |
|
| S4 |
0.7259 |
0.7304 |
0.7491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7601 |
0.7504 |
0.0097 |
1.3% |
0.0060 |
0.8% |
41% |
False |
True |
81,329 |
| 10 |
0.7601 |
0.7439 |
0.0162 |
2.1% |
0.0069 |
0.9% |
65% |
False |
False |
89,002 |
| 20 |
0.7601 |
0.7165 |
0.0436 |
5.8% |
0.0070 |
0.9% |
87% |
False |
False |
87,264 |
| 40 |
0.7601 |
0.7146 |
0.0455 |
6.0% |
0.0070 |
0.9% |
87% |
False |
False |
59,483 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0074 |
1.0% |
65% |
False |
False |
39,871 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0071 |
0.9% |
65% |
False |
False |
29,960 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0069 |
0.9% |
65% |
False |
False |
23,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7728 |
|
1.618 |
0.7666 |
|
1.000 |
0.7628 |
|
0.618 |
0.7604 |
|
HIGH |
0.7566 |
|
0.618 |
0.7542 |
|
0.500 |
0.7535 |
|
0.382 |
0.7528 |
|
LOW |
0.7504 |
|
0.618 |
0.7466 |
|
1.000 |
0.7442 |
|
1.618 |
0.7404 |
|
2.618 |
0.7342 |
|
4.250 |
0.7241 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7541 |
0.7547 |
| PP |
0.7538 |
0.7546 |
| S1 |
0.7535 |
0.7545 |
|