CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7680 |
0.7570 |
-0.0110 |
-1.4% |
0.7673 |
| High |
0.7680 |
0.7599 |
-0.0081 |
-1.1% |
0.7705 |
| Low |
0.7556 |
0.7542 |
-0.0014 |
-0.2% |
0.7542 |
| Close |
0.7566 |
0.7583 |
0.0017 |
0.2% |
0.7583 |
| Range |
0.0124 |
0.0057 |
-0.0067 |
-54.0% |
0.0163 |
| ATR |
0.0066 |
0.0066 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
121,362 |
123,331 |
1,969 |
1.6% |
484,635 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7746 |
0.7721 |
0.7614 |
|
| R3 |
0.7689 |
0.7664 |
0.7599 |
|
| R2 |
0.7632 |
0.7632 |
0.7593 |
|
| R1 |
0.7607 |
0.7607 |
0.7588 |
0.7620 |
| PP |
0.7575 |
0.7575 |
0.7575 |
0.7581 |
| S1 |
0.7550 |
0.7550 |
0.7578 |
0.7563 |
| S2 |
0.7518 |
0.7518 |
0.7573 |
|
| S3 |
0.7461 |
0.7493 |
0.7567 |
|
| S4 |
0.7404 |
0.7436 |
0.7552 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8099 |
0.8004 |
0.7673 |
|
| R3 |
0.7936 |
0.7841 |
0.7628 |
|
| R2 |
0.7773 |
0.7773 |
0.7613 |
|
| R1 |
0.7678 |
0.7678 |
0.7598 |
0.7644 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7593 |
| S1 |
0.7515 |
0.7515 |
0.7568 |
0.7481 |
| S2 |
0.7447 |
0.7447 |
0.7553 |
|
| S3 |
0.7284 |
0.7352 |
0.7538 |
|
| S4 |
0.7121 |
0.7189 |
0.7493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7705 |
0.7542 |
0.0163 |
2.1% |
0.0069 |
0.9% |
25% |
False |
True |
96,927 |
| 10 |
0.7738 |
0.7542 |
0.0196 |
2.6% |
0.0062 |
0.8% |
21% |
False |
True |
86,929 |
| 20 |
0.7738 |
0.7542 |
0.0196 |
2.6% |
0.0063 |
0.8% |
21% |
False |
True |
83,107 |
| 40 |
0.7738 |
0.7262 |
0.0476 |
6.3% |
0.0068 |
0.9% |
67% |
False |
False |
86,545 |
| 60 |
0.7738 |
0.7146 |
0.0592 |
7.8% |
0.0067 |
0.9% |
74% |
False |
False |
72,798 |
| 80 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0072 |
0.9% |
72% |
False |
False |
54,861 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0070 |
0.9% |
72% |
False |
False |
43,936 |
| 120 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0068 |
0.9% |
72% |
False |
False |
36,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7841 |
|
2.618 |
0.7748 |
|
1.618 |
0.7691 |
|
1.000 |
0.7656 |
|
0.618 |
0.7634 |
|
HIGH |
0.7599 |
|
0.618 |
0.7577 |
|
0.500 |
0.7571 |
|
0.382 |
0.7564 |
|
LOW |
0.7542 |
|
0.618 |
0.7507 |
|
1.000 |
0.7485 |
|
1.618 |
0.7450 |
|
2.618 |
0.7393 |
|
4.250 |
0.7300 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7579 |
0.7620 |
| PP |
0.7575 |
0.7608 |
| S1 |
0.7571 |
0.7595 |
|