CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7586 |
0.0008 |
0.1% |
0.7673 |
| High |
0.7632 |
0.7608 |
-0.0024 |
-0.3% |
0.7705 |
| Low |
0.7576 |
0.7522 |
-0.0054 |
-0.7% |
0.7542 |
| Close |
0.7586 |
0.7535 |
-0.0051 |
-0.7% |
0.7583 |
| Range |
0.0056 |
0.0086 |
0.0030 |
53.6% |
0.0163 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.6% |
0.0000 |
| Volume |
94,082 |
120,331 |
26,249 |
27.9% |
484,635 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7813 |
0.7760 |
0.7582 |
|
| R3 |
0.7727 |
0.7674 |
0.7559 |
|
| R2 |
0.7641 |
0.7641 |
0.7551 |
|
| R1 |
0.7588 |
0.7588 |
0.7543 |
0.7572 |
| PP |
0.7555 |
0.7555 |
0.7555 |
0.7547 |
| S1 |
0.7502 |
0.7502 |
0.7527 |
0.7486 |
| S2 |
0.7469 |
0.7469 |
0.7519 |
|
| S3 |
0.7383 |
0.7416 |
0.7511 |
|
| S4 |
0.7297 |
0.7330 |
0.7488 |
|
|
| 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 |
0.7680 |
0.7522 |
0.0158 |
2.1% |
0.0073 |
1.0% |
8% |
False |
True |
106,832 |
| 10 |
0.7738 |
0.7522 |
0.0216 |
2.9% |
0.0066 |
0.9% |
6% |
False |
True |
93,759 |
| 20 |
0.7738 |
0.7522 |
0.0216 |
2.9% |
0.0062 |
0.8% |
6% |
False |
True |
85,412 |
| 40 |
0.7738 |
0.7319 |
0.0419 |
5.6% |
0.0067 |
0.9% |
52% |
False |
False |
87,155 |
| 60 |
0.7738 |
0.7146 |
0.0592 |
7.9% |
0.0066 |
0.9% |
66% |
False |
False |
77,479 |
| 80 |
0.7738 |
0.7146 |
0.0592 |
7.9% |
0.0070 |
0.9% |
66% |
False |
False |
58,456 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0070 |
0.9% |
64% |
False |
False |
46,829 |
| 120 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0068 |
0.9% |
64% |
False |
False |
39,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7973 |
|
2.618 |
0.7833 |
|
1.618 |
0.7747 |
|
1.000 |
0.7694 |
|
0.618 |
0.7661 |
|
HIGH |
0.7608 |
|
0.618 |
0.7575 |
|
0.500 |
0.7565 |
|
0.382 |
0.7555 |
|
LOW |
0.7522 |
|
0.618 |
0.7469 |
|
1.000 |
0.7436 |
|
1.618 |
0.7383 |
|
2.618 |
0.7297 |
|
4.250 |
0.7157 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7565 |
0.7577 |
| PP |
0.7555 |
0.7563 |
| S1 |
0.7545 |
0.7549 |
|