CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 17-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7691 |
-0.0015 |
-0.2% |
0.7662 |
| High |
0.7731 |
0.7709 |
-0.0022 |
-0.3% |
0.7731 |
| Low |
0.7681 |
0.7652 |
-0.0029 |
-0.4% |
0.7613 |
| Close |
0.7690 |
0.7655 |
-0.0035 |
-0.5% |
0.7655 |
| Range |
0.0050 |
0.0057 |
0.0007 |
14.0% |
0.0118 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
85,209 |
63,156 |
-22,053 |
-25.9% |
389,300 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7843 |
0.7806 |
0.7686 |
|
| R3 |
0.7786 |
0.7749 |
0.7671 |
|
| R2 |
0.7729 |
0.7729 |
0.7665 |
|
| R1 |
0.7692 |
0.7692 |
0.7660 |
0.7682 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7667 |
| S1 |
0.7635 |
0.7635 |
0.7650 |
0.7625 |
| S2 |
0.7615 |
0.7615 |
0.7645 |
|
| S3 |
0.7558 |
0.7578 |
0.7639 |
|
| S4 |
0.7501 |
0.7521 |
0.7624 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8020 |
0.7956 |
0.7720 |
|
| R3 |
0.7902 |
0.7838 |
0.7687 |
|
| R2 |
0.7784 |
0.7784 |
0.7677 |
|
| R1 |
0.7720 |
0.7720 |
0.7666 |
0.7693 |
| PP |
0.7666 |
0.7666 |
0.7666 |
0.7653 |
| S1 |
0.7602 |
0.7602 |
0.7644 |
0.7575 |
| S2 |
0.7548 |
0.7548 |
0.7633 |
|
| S3 |
0.7430 |
0.7484 |
0.7623 |
|
| S4 |
0.7312 |
0.7366 |
0.7590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7731 |
0.7613 |
0.0118 |
1.5% |
0.0064 |
0.8% |
36% |
False |
False |
77,860 |
| 10 |
0.7731 |
0.7599 |
0.0132 |
1.7% |
0.0063 |
0.8% |
42% |
False |
False |
75,827 |
| 20 |
0.7731 |
0.7504 |
0.0227 |
3.0% |
0.0063 |
0.8% |
67% |
False |
False |
79,883 |
| 40 |
0.7731 |
0.7146 |
0.0585 |
7.6% |
0.0066 |
0.9% |
87% |
False |
False |
79,706 |
| 60 |
0.7731 |
0.7146 |
0.0585 |
7.6% |
0.0068 |
0.9% |
87% |
False |
False |
59,587 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0071 |
0.9% |
84% |
False |
False |
44,812 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0070 |
0.9% |
84% |
False |
False |
35,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7951 |
|
2.618 |
0.7858 |
|
1.618 |
0.7801 |
|
1.000 |
0.7766 |
|
0.618 |
0.7744 |
|
HIGH |
0.7709 |
|
0.618 |
0.7687 |
|
0.500 |
0.7681 |
|
0.382 |
0.7674 |
|
LOW |
0.7652 |
|
0.618 |
0.7617 |
|
1.000 |
0.7595 |
|
1.618 |
0.7560 |
|
2.618 |
0.7503 |
|
4.250 |
0.7410 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7681 |
0.7682 |
| PP |
0.7672 |
0.7673 |
| S1 |
0.7664 |
0.7664 |
|