CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 09-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7620 |
0.7636 |
0.0016 |
0.2% |
0.7550 |
| High |
0.7659 |
0.7659 |
0.0000 |
0.0% |
0.7690 |
| Low |
0.7605 |
0.7605 |
0.0000 |
0.0% |
0.7521 |
| Close |
0.7626 |
0.7622 |
-0.0004 |
-0.1% |
0.7669 |
| Range |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0169 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
67,049 |
80,184 |
13,135 |
19.6% |
432,753 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7760 |
0.7652 |
|
| R3 |
0.7737 |
0.7706 |
0.7637 |
|
| R2 |
0.7683 |
0.7683 |
0.7632 |
|
| R1 |
0.7652 |
0.7652 |
0.7627 |
0.7641 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7623 |
| S1 |
0.7598 |
0.7598 |
0.7617 |
0.7587 |
| S2 |
0.7575 |
0.7575 |
0.7612 |
|
| S3 |
0.7521 |
0.7544 |
0.7607 |
|
| S4 |
0.7467 |
0.7490 |
0.7592 |
|
|
| 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 |
0.7689 |
0.7599 |
0.0090 |
1.2% |
0.0062 |
0.8% |
26% |
False |
False |
78,118 |
| 10 |
0.7690 |
0.7504 |
0.0186 |
2.4% |
0.0064 |
0.8% |
63% |
False |
False |
79,760 |
| 20 |
0.7690 |
0.7419 |
0.0271 |
3.6% |
0.0068 |
0.9% |
75% |
False |
False |
85,840 |
| 40 |
0.7690 |
0.7146 |
0.0544 |
7.1% |
0.0068 |
0.9% |
88% |
False |
False |
76,758 |
| 60 |
0.7690 |
0.7146 |
0.0544 |
7.1% |
0.0070 |
0.9% |
88% |
False |
False |
51,904 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0071 |
0.9% |
78% |
False |
False |
39,013 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0069 |
0.9% |
78% |
False |
False |
31,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7889 |
|
2.618 |
0.7800 |
|
1.618 |
0.7746 |
|
1.000 |
0.7713 |
|
0.618 |
0.7692 |
|
HIGH |
0.7659 |
|
0.618 |
0.7638 |
|
0.500 |
0.7632 |
|
0.382 |
0.7626 |
|
LOW |
0.7605 |
|
0.618 |
0.7572 |
|
1.000 |
0.7551 |
|
1.618 |
0.7518 |
|
2.618 |
0.7464 |
|
4.250 |
0.7375 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7632 |
0.7637 |
| PP |
0.7629 |
0.7632 |
| S1 |
0.7625 |
0.7627 |
|