CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 14-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7662 |
0.7635 |
-0.0027 |
-0.4% |
0.7672 |
High |
0.7673 |
0.7692 |
0.0019 |
0.2% |
0.7684 |
Low |
0.7625 |
0.7613 |
-0.0012 |
-0.2% |
0.7599 |
Close |
0.7640 |
0.7648 |
0.0008 |
0.1% |
0.7669 |
Range |
0.0048 |
0.0079 |
0.0031 |
64.6% |
0.0085 |
ATR |
0.0066 |
0.0067 |
0.0001 |
1.4% |
0.0000 |
Volume |
56,788 |
88,754 |
31,966 |
56.3% |
368,975 |
|
Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7888 |
0.7847 |
0.7691 |
|
R3 |
0.7809 |
0.7768 |
0.7670 |
|
R2 |
0.7730 |
0.7730 |
0.7662 |
|
R1 |
0.7689 |
0.7689 |
0.7655 |
0.7710 |
PP |
0.7651 |
0.7651 |
0.7651 |
0.7661 |
S1 |
0.7610 |
0.7610 |
0.7641 |
0.7631 |
S2 |
0.7572 |
0.7572 |
0.7634 |
|
S3 |
0.7493 |
0.7531 |
0.7626 |
|
S4 |
0.7414 |
0.7452 |
0.7605 |
|
|
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 |
0.7692 |
0.7605 |
0.0087 |
1.1% |
0.0061 |
0.8% |
49% |
True |
False |
73,779 |
10 |
0.7692 |
0.7544 |
0.0148 |
1.9% |
0.0067 |
0.9% |
70% |
True |
False |
79,056 |
20 |
0.7692 |
0.7484 |
0.0208 |
2.7% |
0.0065 |
0.8% |
79% |
True |
False |
80,835 |
40 |
0.7692 |
0.7146 |
0.0546 |
7.1% |
0.0066 |
0.9% |
92% |
True |
False |
79,329 |
60 |
0.7692 |
0.7146 |
0.0546 |
7.1% |
0.0069 |
0.9% |
92% |
True |
False |
55,557 |
80 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0072 |
0.9% |
83% |
False |
False |
41,769 |
100 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0069 |
0.9% |
83% |
False |
False |
33,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8028 |
2.618 |
0.7899 |
1.618 |
0.7820 |
1.000 |
0.7771 |
0.618 |
0.7741 |
HIGH |
0.7692 |
0.618 |
0.7662 |
0.500 |
0.7653 |
0.382 |
0.7643 |
LOW |
0.7613 |
0.618 |
0.7564 |
1.000 |
0.7534 |
1.618 |
0.7485 |
2.618 |
0.7406 |
4.250 |
0.7277 |
|
|
Fisher Pivots for day following 14-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7653 |
0.7652 |
PP |
0.7651 |
0.7651 |
S1 |
0.7650 |
0.7649 |
|