CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 10-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7636 |
0.7618 |
-0.0018 |
-0.2% |
0.7672 |
High |
0.7659 |
0.7684 |
0.0025 |
0.3% |
0.7684 |
Low |
0.7605 |
0.7612 |
0.0007 |
0.1% |
0.7599 |
Close |
0.7622 |
0.7669 |
0.0047 |
0.6% |
0.7669 |
Range |
0.0054 |
0.0072 |
0.0018 |
33.3% |
0.0085 |
ATR |
0.0067 |
0.0067 |
0.0000 |
0.5% |
0.0000 |
Volume |
80,184 |
76,120 |
-4,064 |
-5.1% |
368,975 |
|
Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7871 |
0.7842 |
0.7709 |
|
R3 |
0.7799 |
0.7770 |
0.7689 |
|
R2 |
0.7727 |
0.7727 |
0.7682 |
|
R1 |
0.7698 |
0.7698 |
0.7676 |
0.7713 |
PP |
0.7655 |
0.7655 |
0.7655 |
0.7662 |
S1 |
0.7626 |
0.7626 |
0.7662 |
0.7641 |
S2 |
0.7583 |
0.7583 |
0.7656 |
|
S3 |
0.7511 |
0.7554 |
0.7649 |
|
S4 |
0.7439 |
0.7482 |
0.7629 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7906 |
0.7872 |
0.7716 |
|
R3 |
0.7821 |
0.7787 |
0.7692 |
|
R2 |
0.7736 |
0.7736 |
0.7685 |
|
R1 |
0.7702 |
0.7702 |
0.7677 |
0.7677 |
PP |
0.7651 |
0.7651 |
0.7651 |
0.7638 |
S1 |
0.7617 |
0.7617 |
0.7661 |
0.7592 |
S2 |
0.7566 |
0.7566 |
0.7653 |
|
S3 |
0.7481 |
0.7532 |
0.7646 |
|
S4 |
0.7396 |
0.7447 |
0.7622 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7684 |
0.7599 |
0.0085 |
1.1% |
0.0061 |
0.8% |
82% |
True |
False |
73,795 |
10 |
0.7690 |
0.7521 |
0.0169 |
2.2% |
0.0065 |
0.8% |
88% |
False |
False |
80,172 |
20 |
0.7690 |
0.7439 |
0.0251 |
3.3% |
0.0067 |
0.9% |
92% |
False |
False |
84,587 |
40 |
0.7690 |
0.7146 |
0.0544 |
7.1% |
0.0069 |
0.9% |
96% |
False |
False |
78,145 |
60 |
0.7690 |
0.7146 |
0.0544 |
7.1% |
0.0070 |
0.9% |
96% |
False |
False |
53,164 |
80 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0071 |
0.9% |
86% |
False |
False |
39,962 |
100 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0069 |
0.9% |
86% |
False |
False |
31,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7990 |
2.618 |
0.7872 |
1.618 |
0.7800 |
1.000 |
0.7756 |
0.618 |
0.7728 |
HIGH |
0.7684 |
0.618 |
0.7656 |
0.500 |
0.7648 |
0.382 |
0.7640 |
LOW |
0.7612 |
0.618 |
0.7568 |
1.000 |
0.7540 |
1.618 |
0.7496 |
2.618 |
0.7424 |
4.250 |
0.7306 |
|
|
Fisher Pivots for day following 10-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7662 |
0.7661 |
PP |
0.7655 |
0.7653 |
S1 |
0.7648 |
0.7645 |
|