CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7666 |
0.7706 |
0.0040 |
0.5% |
0.7672 |
| High |
0.7716 |
0.7731 |
0.0015 |
0.2% |
0.7684 |
| Low |
0.7632 |
0.7681 |
0.0049 |
0.6% |
0.7599 |
| Close |
0.7700 |
0.7690 |
-0.0010 |
-0.1% |
0.7669 |
| Range |
0.0084 |
0.0050 |
-0.0034 |
-40.5% |
0.0085 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
95,393 |
85,209 |
-10,184 |
-10.7% |
368,975 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7851 |
0.7820 |
0.7718 |
|
| R3 |
0.7801 |
0.7770 |
0.7704 |
|
| R2 |
0.7751 |
0.7751 |
0.7699 |
|
| R1 |
0.7720 |
0.7720 |
0.7695 |
0.7711 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7696 |
| S1 |
0.7670 |
0.7670 |
0.7685 |
0.7661 |
| S2 |
0.7651 |
0.7651 |
0.7681 |
|
| S3 |
0.7601 |
0.7620 |
0.7676 |
|
| S4 |
0.7551 |
0.7570 |
0.7663 |
|
|
| 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 |
0.7731 |
0.7612 |
0.0119 |
1.5% |
0.0067 |
0.9% |
66% |
True |
False |
80,452 |
| 10 |
0.7731 |
0.7599 |
0.0132 |
1.7% |
0.0064 |
0.8% |
69% |
True |
False |
79,285 |
| 20 |
0.7731 |
0.7504 |
0.0227 |
3.0% |
0.0064 |
0.8% |
82% |
True |
False |
80,872 |
| 40 |
0.7731 |
0.7146 |
0.0585 |
7.6% |
0.0065 |
0.8% |
93% |
True |
False |
79,732 |
| 60 |
0.7731 |
0.7146 |
0.0585 |
7.6% |
0.0068 |
0.9% |
93% |
True |
False |
58,544 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0071 |
0.9% |
89% |
False |
False |
44,024 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0070 |
0.9% |
89% |
False |
False |
35,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7944 |
|
2.618 |
0.7862 |
|
1.618 |
0.7812 |
|
1.000 |
0.7781 |
|
0.618 |
0.7762 |
|
HIGH |
0.7731 |
|
0.618 |
0.7712 |
|
0.500 |
0.7706 |
|
0.382 |
0.7700 |
|
LOW |
0.7681 |
|
0.618 |
0.7650 |
|
1.000 |
0.7631 |
|
1.618 |
0.7600 |
|
2.618 |
0.7550 |
|
4.250 |
0.7469 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7706 |
0.7684 |
| PP |
0.7701 |
0.7678 |
| S1 |
0.7695 |
0.7672 |
|