CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7550 |
0.7551 |
0.0001 |
0.0% |
0.7552 |
| High |
0.7559 |
0.7598 |
0.0039 |
0.5% |
0.7601 |
| Low |
0.7521 |
0.7535 |
0.0014 |
0.2% |
0.7504 |
| Close |
0.7546 |
0.7578 |
0.0032 |
0.4% |
0.7544 |
| Range |
0.0038 |
0.0063 |
0.0025 |
65.8% |
0.0097 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
60,218 |
96,492 |
36,274 |
60.2% |
406,648 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7759 |
0.7732 |
0.7613 |
|
| R3 |
0.7696 |
0.7669 |
0.7595 |
|
| R2 |
0.7633 |
0.7633 |
0.7590 |
|
| R1 |
0.7606 |
0.7606 |
0.7584 |
0.7620 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7577 |
| S1 |
0.7543 |
0.7543 |
0.7572 |
0.7557 |
| S2 |
0.7507 |
0.7507 |
0.7566 |
|
| S3 |
0.7444 |
0.7480 |
0.7561 |
|
| S4 |
0.7381 |
0.7417 |
0.7543 |
|
|
| 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 |
0.7598 |
0.7504 |
0.0094 |
1.2% |
0.0062 |
0.8% |
79% |
True |
False |
81,218 |
| 10 |
0.7601 |
0.7484 |
0.0117 |
1.5% |
0.0062 |
0.8% |
80% |
False |
False |
82,615 |
| 20 |
0.7601 |
0.7180 |
0.0421 |
5.6% |
0.0070 |
0.9% |
95% |
False |
False |
89,858 |
| 40 |
0.7601 |
0.7146 |
0.0455 |
6.0% |
0.0068 |
0.9% |
95% |
False |
False |
63,251 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0073 |
1.0% |
71% |
False |
False |
42,475 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0071 |
0.9% |
71% |
False |
False |
31,915 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0069 |
0.9% |
71% |
False |
False |
25,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7866 |
|
2.618 |
0.7763 |
|
1.618 |
0.7700 |
|
1.000 |
0.7661 |
|
0.618 |
0.7637 |
|
HIGH |
0.7598 |
|
0.618 |
0.7574 |
|
0.500 |
0.7567 |
|
0.382 |
0.7559 |
|
LOW |
0.7535 |
|
0.618 |
0.7496 |
|
1.000 |
0.7472 |
|
1.618 |
0.7433 |
|
2.618 |
0.7370 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7574 |
0.7569 |
| PP |
0.7570 |
0.7560 |
| S1 |
0.7567 |
0.7551 |
|