CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 13-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7618 |
0.7662 |
0.0044 |
0.6% |
0.7672 |
| High |
0.7684 |
0.7673 |
-0.0011 |
-0.1% |
0.7684 |
| Low |
0.7612 |
0.7625 |
0.0013 |
0.2% |
0.7599 |
| Close |
0.7669 |
0.7640 |
-0.0029 |
-0.4% |
0.7669 |
| Range |
0.0072 |
0.0048 |
-0.0024 |
-33.3% |
0.0085 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
76,120 |
56,788 |
-19,332 |
-25.4% |
368,975 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7790 |
0.7763 |
0.7666 |
|
| R3 |
0.7742 |
0.7715 |
0.7653 |
|
| R2 |
0.7694 |
0.7694 |
0.7649 |
|
| R1 |
0.7667 |
0.7667 |
0.7644 |
0.7657 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7641 |
| S1 |
0.7619 |
0.7619 |
0.7636 |
0.7609 |
| S2 |
0.7598 |
0.7598 |
0.7631 |
|
| S3 |
0.7550 |
0.7571 |
0.7627 |
|
| S4 |
0.7502 |
0.7523 |
0.7614 |
|
|
| 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% |
48% |
False |
False |
72,414 |
| 10 |
0.7690 |
0.7535 |
0.0155 |
2.0% |
0.0066 |
0.9% |
68% |
False |
False |
79,829 |
| 20 |
0.7690 |
0.7448 |
0.0242 |
3.2% |
0.0066 |
0.9% |
79% |
False |
False |
82,586 |
| 40 |
0.7690 |
0.7146 |
0.0544 |
7.1% |
0.0066 |
0.9% |
91% |
False |
False |
78,433 |
| 60 |
0.7690 |
0.7146 |
0.0544 |
7.1% |
0.0070 |
0.9% |
91% |
False |
False |
54,102 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0072 |
0.9% |
81% |
False |
False |
40,669 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0069 |
0.9% |
81% |
False |
False |
32,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7877 |
|
2.618 |
0.7799 |
|
1.618 |
0.7751 |
|
1.000 |
0.7721 |
|
0.618 |
0.7703 |
|
HIGH |
0.7673 |
|
0.618 |
0.7655 |
|
0.500 |
0.7649 |
|
0.382 |
0.7643 |
|
LOW |
0.7625 |
|
0.618 |
0.7595 |
|
1.000 |
0.7577 |
|
1.618 |
0.7547 |
|
2.618 |
0.7499 |
|
4.250 |
0.7421 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7649 |
0.7645 |
| PP |
0.7646 |
0.7643 |
| S1 |
0.7643 |
0.7642 |
|