CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 22-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7670 |
0.7670 |
0.0000 |
0.0% |
0.7662 |
High |
0.7688 |
0.7711 |
0.0023 |
0.3% |
0.7731 |
Low |
0.7646 |
0.7663 |
0.0017 |
0.2% |
0.7613 |
Close |
0.7680 |
0.7705 |
0.0025 |
0.3% |
0.7655 |
Range |
0.0042 |
0.0048 |
0.0006 |
14.3% |
0.0118 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
74,475 |
83,539 |
9,064 |
12.2% |
389,300 |
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7837 |
0.7819 |
0.7731 |
|
R3 |
0.7789 |
0.7771 |
0.7718 |
|
R2 |
0.7741 |
0.7741 |
0.7714 |
|
R1 |
0.7723 |
0.7723 |
0.7709 |
0.7732 |
PP |
0.7693 |
0.7693 |
0.7693 |
0.7698 |
S1 |
0.7675 |
0.7675 |
0.7701 |
0.7684 |
S2 |
0.7645 |
0.7645 |
0.7696 |
|
S3 |
0.7597 |
0.7627 |
0.7692 |
|
S4 |
0.7549 |
0.7579 |
0.7679 |
|
|
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 |
0.7632 |
0.0099 |
1.3% |
0.0056 |
0.7% |
74% |
False |
False |
80,354 |
10 |
0.7731 |
0.7605 |
0.0126 |
1.6% |
0.0059 |
0.8% |
79% |
False |
False |
77,066 |
20 |
0.7731 |
0.7504 |
0.0227 |
2.9% |
0.0063 |
0.8% |
89% |
False |
False |
79,921 |
40 |
0.7731 |
0.7146 |
0.0585 |
7.6% |
0.0065 |
0.8% |
96% |
False |
False |
80,653 |
60 |
0.7731 |
0.7146 |
0.0585 |
7.6% |
0.0068 |
0.9% |
96% |
False |
False |
62,198 |
80 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0071 |
0.9% |
92% |
False |
False |
46,780 |
100 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0070 |
0.9% |
92% |
False |
False |
37,461 |
120 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0067 |
0.9% |
92% |
False |
False |
31,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7915 |
2.618 |
0.7837 |
1.618 |
0.7789 |
1.000 |
0.7759 |
0.618 |
0.7741 |
HIGH |
0.7711 |
0.618 |
0.7693 |
0.500 |
0.7687 |
0.382 |
0.7681 |
LOW |
0.7663 |
0.618 |
0.7633 |
1.000 |
0.7615 |
1.618 |
0.7585 |
2.618 |
0.7537 |
4.250 |
0.7459 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7699 |
0.7696 |
PP |
0.7693 |
0.7687 |
S1 |
0.7687 |
0.7679 |
|