CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7522 |
0.7550 |
0.0028 |
0.4% |
0.7552 |
| High |
0.7566 |
0.7559 |
-0.0007 |
-0.1% |
0.7601 |
| Low |
0.7504 |
0.7521 |
0.0017 |
0.2% |
0.7504 |
| Close |
0.7544 |
0.7546 |
0.0002 |
0.0% |
0.7544 |
| Range |
0.0062 |
0.0038 |
-0.0024 |
-38.7% |
0.0097 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
71,998 |
60,218 |
-11,780 |
-16.4% |
406,648 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7656 |
0.7639 |
0.7567 |
|
| R3 |
0.7618 |
0.7601 |
0.7556 |
|
| R2 |
0.7580 |
0.7580 |
0.7553 |
|
| R1 |
0.7563 |
0.7563 |
0.7549 |
0.7553 |
| PP |
0.7542 |
0.7542 |
0.7542 |
0.7537 |
| S1 |
0.7525 |
0.7525 |
0.7543 |
0.7514 |
| S2 |
0.7504 |
0.7504 |
0.7539 |
|
| S3 |
0.7466 |
0.7487 |
0.7536 |
|
| S4 |
0.7428 |
0.7449 |
0.7525 |
|
|
| 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% |
43% |
False |
False |
78,113 |
| 10 |
0.7601 |
0.7448 |
0.0153 |
2.0% |
0.0067 |
0.9% |
64% |
False |
False |
85,342 |
| 20 |
0.7601 |
0.7180 |
0.0421 |
5.6% |
0.0070 |
0.9% |
87% |
False |
False |
87,671 |
| 40 |
0.7601 |
0.7146 |
0.0455 |
6.0% |
0.0068 |
0.9% |
88% |
False |
False |
60,876 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0073 |
1.0% |
66% |
False |
False |
40,868 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0071 |
0.9% |
66% |
False |
False |
30,711 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0069 |
0.9% |
66% |
False |
False |
24,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7658 |
|
1.618 |
0.7620 |
|
1.000 |
0.7597 |
|
0.618 |
0.7582 |
|
HIGH |
0.7559 |
|
0.618 |
0.7544 |
|
0.500 |
0.7540 |
|
0.382 |
0.7536 |
|
LOW |
0.7521 |
|
0.618 |
0.7498 |
|
1.000 |
0.7483 |
|
1.618 |
0.7460 |
|
2.618 |
0.7422 |
|
4.250 |
0.7359 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7544 |
0.7544 |
| PP |
0.7542 |
0.7542 |
| S1 |
0.7540 |
0.7541 |
|