CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 28-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7673 |
0.7673 |
0.0000 |
0.0% |
0.7670 |
High |
0.7705 |
0.7693 |
-0.0012 |
-0.2% |
0.7738 |
Low |
0.7656 |
0.7644 |
-0.0012 |
-0.2% |
0.7646 |
Close |
0.7678 |
0.7666 |
-0.0012 |
-0.2% |
0.7670 |
Range |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0092 |
ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
60,449 |
76,563 |
16,114 |
26.7% |
321,499 |
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7815 |
0.7789 |
0.7693 |
|
R3 |
0.7766 |
0.7740 |
0.7679 |
|
R2 |
0.7717 |
0.7717 |
0.7675 |
|
R1 |
0.7691 |
0.7691 |
0.7670 |
0.7680 |
PP |
0.7668 |
0.7668 |
0.7668 |
0.7662 |
S1 |
0.7642 |
0.7642 |
0.7662 |
0.7631 |
S2 |
0.7619 |
0.7619 |
0.7657 |
|
S3 |
0.7570 |
0.7593 |
0.7653 |
|
S4 |
0.7521 |
0.7544 |
0.7639 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7961 |
0.7907 |
0.7721 |
|
R3 |
0.7869 |
0.7815 |
0.7695 |
|
R2 |
0.7777 |
0.7777 |
0.7687 |
|
R1 |
0.7723 |
0.7723 |
0.7678 |
0.7716 |
PP |
0.7685 |
0.7685 |
0.7685 |
0.7681 |
S1 |
0.7631 |
0.7631 |
0.7662 |
0.7624 |
S2 |
0.7593 |
0.7593 |
0.7653 |
|
S3 |
0.7501 |
0.7539 |
0.7645 |
|
S4 |
0.7409 |
0.7447 |
0.7619 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7738 |
0.7644 |
0.0094 |
1.2% |
0.0056 |
0.7% |
23% |
False |
True |
76,807 |
10 |
0.7738 |
0.7613 |
0.0125 |
1.6% |
0.0059 |
0.8% |
42% |
False |
False |
79,102 |
20 |
0.7738 |
0.7535 |
0.0203 |
2.6% |
0.0062 |
0.8% |
65% |
False |
False |
79,466 |
40 |
0.7738 |
0.7180 |
0.0558 |
7.3% |
0.0066 |
0.9% |
87% |
False |
False |
83,568 |
60 |
0.7738 |
0.7146 |
0.0592 |
7.7% |
0.0066 |
0.9% |
88% |
False |
False |
67,072 |
80 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0071 |
0.9% |
86% |
False |
False |
50,517 |
100 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0069 |
0.9% |
86% |
False |
False |
40,462 |
120 |
0.7754 |
0.7146 |
0.0608 |
7.9% |
0.0068 |
0.9% |
86% |
False |
False |
33,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7901 |
2.618 |
0.7821 |
1.618 |
0.7772 |
1.000 |
0.7742 |
0.618 |
0.7723 |
HIGH |
0.7693 |
0.618 |
0.7674 |
0.500 |
0.7669 |
0.382 |
0.7663 |
LOW |
0.7644 |
0.618 |
0.7614 |
1.000 |
0.7595 |
1.618 |
0.7565 |
2.618 |
0.7516 |
4.250 |
0.7436 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7669 |
0.7681 |
PP |
0.7668 |
0.7676 |
S1 |
0.7667 |
0.7671 |
|