CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7651 |
0.7672 |
0.0021 |
0.3% |
0.7550 |
| High |
0.7689 |
0.7675 |
-0.0014 |
-0.2% |
0.7690 |
| Low |
0.7614 |
0.7623 |
0.0009 |
0.1% |
0.7521 |
| Close |
0.7669 |
0.7651 |
-0.0018 |
-0.2% |
0.7669 |
| Range |
0.0075 |
0.0052 |
-0.0023 |
-30.7% |
0.0169 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
97,738 |
63,690 |
-34,048 |
-34.8% |
432,753 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7806 |
0.7780 |
0.7680 |
|
| R3 |
0.7754 |
0.7728 |
0.7665 |
|
| R2 |
0.7702 |
0.7702 |
0.7661 |
|
| R1 |
0.7676 |
0.7676 |
0.7656 |
0.7663 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7643 |
| S1 |
0.7624 |
0.7624 |
0.7646 |
0.7611 |
| S2 |
0.7598 |
0.7598 |
0.7641 |
|
| S3 |
0.7546 |
0.7572 |
0.7637 |
|
| S4 |
0.7494 |
0.7520 |
0.7622 |
|
|
| 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 |
0.7535 |
0.0155 |
2.0% |
0.0071 |
0.9% |
75% |
False |
False |
87,245 |
| 10 |
0.7690 |
0.7504 |
0.0186 |
2.4% |
0.0066 |
0.9% |
79% |
False |
False |
82,679 |
| 20 |
0.7690 |
0.7282 |
0.0408 |
5.3% |
0.0071 |
0.9% |
90% |
False |
False |
88,132 |
| 40 |
0.7690 |
0.7146 |
0.0544 |
7.1% |
0.0069 |
0.9% |
93% |
False |
False |
71,578 |
| 60 |
0.7748 |
0.7146 |
0.0602 |
7.9% |
0.0074 |
1.0% |
84% |
False |
False |
48,126 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0071 |
0.9% |
83% |
False |
False |
36,160 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0068 |
0.9% |
83% |
False |
False |
28,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7896 |
|
2.618 |
0.7811 |
|
1.618 |
0.7759 |
|
1.000 |
0.7727 |
|
0.618 |
0.7707 |
|
HIGH |
0.7675 |
|
0.618 |
0.7655 |
|
0.500 |
0.7649 |
|
0.382 |
0.7643 |
|
LOW |
0.7623 |
|
0.618 |
0.7591 |
|
1.000 |
0.7571 |
|
1.618 |
0.7539 |
|
2.618 |
0.7487 |
|
4.250 |
0.7402 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7650 |
0.7644 |
| PP |
0.7650 |
0.7637 |
| S1 |
0.7649 |
0.7631 |
|