CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7575 |
0.7651 |
0.0076 |
1.0% |
0.7550 |
| High |
0.7690 |
0.7689 |
-0.0001 |
0.0% |
0.7690 |
| Low |
0.7571 |
0.7614 |
0.0043 |
0.6% |
0.7521 |
| Close |
0.7654 |
0.7669 |
0.0015 |
0.2% |
0.7669 |
| Range |
0.0119 |
0.0075 |
-0.0044 |
-37.0% |
0.0169 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
| Volume |
101,791 |
97,738 |
-4,053 |
-4.0% |
432,753 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7882 |
0.7851 |
0.7710 |
|
| R3 |
0.7807 |
0.7776 |
0.7690 |
|
| R2 |
0.7732 |
0.7732 |
0.7683 |
|
| R1 |
0.7701 |
0.7701 |
0.7676 |
0.7717 |
| PP |
0.7657 |
0.7657 |
0.7657 |
0.7665 |
| S1 |
0.7626 |
0.7626 |
0.7662 |
0.7642 |
| S2 |
0.7582 |
0.7582 |
0.7655 |
|
| S3 |
0.7507 |
0.7551 |
0.7648 |
|
| S4 |
0.7432 |
0.7476 |
0.7628 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8134 |
0.8070 |
0.7762 |
|
| R3 |
0.7965 |
0.7901 |
0.7715 |
|
| R2 |
0.7796 |
0.7796 |
0.7700 |
|
| R1 |
0.7732 |
0.7732 |
0.7684 |
0.7764 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7643 |
| S1 |
0.7563 |
0.7563 |
0.7654 |
0.7595 |
| S2 |
0.7458 |
0.7458 |
0.7638 |
|
| S3 |
0.7289 |
0.7394 |
0.7623 |
|
| S4 |
0.7120 |
0.7225 |
0.7576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7690 |
0.7521 |
0.0169 |
2.2% |
0.0068 |
0.9% |
88% |
False |
False |
86,550 |
| 10 |
0.7690 |
0.7504 |
0.0186 |
2.4% |
0.0064 |
0.8% |
89% |
False |
False |
83,940 |
| 20 |
0.7690 |
0.7278 |
0.0412 |
5.4% |
0.0072 |
0.9% |
95% |
False |
False |
89,472 |
| 40 |
0.7690 |
0.7146 |
0.0544 |
7.1% |
0.0069 |
0.9% |
96% |
False |
False |
70,049 |
| 60 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0075 |
1.0% |
86% |
False |
False |
47,071 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0072 |
0.9% |
86% |
False |
False |
35,364 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0069 |
0.9% |
86% |
False |
False |
28,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8008 |
|
2.618 |
0.7885 |
|
1.618 |
0.7810 |
|
1.000 |
0.7764 |
|
0.618 |
0.7735 |
|
HIGH |
0.7689 |
|
0.618 |
0.7660 |
|
0.500 |
0.7652 |
|
0.382 |
0.7643 |
|
LOW |
0.7614 |
|
0.618 |
0.7568 |
|
1.000 |
0.7539 |
|
1.618 |
0.7493 |
|
2.618 |
0.7418 |
|
4.250 |
0.7295 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7663 |
0.7652 |
| PP |
0.7657 |
0.7634 |
| S1 |
0.7652 |
0.7617 |
|