CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7586 |
0.7523 |
-0.0063 |
-0.8% |
0.7673 |
| High |
0.7608 |
0.7534 |
-0.0074 |
-1.0% |
0.7705 |
| Low |
0.7522 |
0.7491 |
-0.0031 |
-0.4% |
0.7542 |
| Close |
0.7535 |
0.7506 |
-0.0029 |
-0.4% |
0.7583 |
| Range |
0.0086 |
0.0043 |
-0.0043 |
-50.0% |
0.0163 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
120,331 |
134,696 |
14,365 |
11.9% |
484,635 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7616 |
0.7530 |
|
| R3 |
0.7596 |
0.7573 |
0.7518 |
|
| R2 |
0.7553 |
0.7553 |
0.7514 |
|
| R1 |
0.7530 |
0.7530 |
0.7510 |
0.7520 |
| PP |
0.7510 |
0.7510 |
0.7510 |
0.7506 |
| S1 |
0.7487 |
0.7487 |
0.7502 |
0.7477 |
| S2 |
0.7467 |
0.7467 |
0.7498 |
|
| S3 |
0.7424 |
0.7444 |
0.7494 |
|
| S4 |
0.7381 |
0.7401 |
0.7482 |
|
|
| 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 |
0.7632 |
0.7491 |
0.0141 |
1.9% |
0.0056 |
0.8% |
11% |
False |
True |
109,499 |
| 10 |
0.7718 |
0.7491 |
0.0227 |
3.0% |
0.0062 |
0.8% |
7% |
False |
True |
98,610 |
| 20 |
0.7738 |
0.7491 |
0.0247 |
3.3% |
0.0062 |
0.8% |
6% |
False |
True |
88,795 |
| 40 |
0.7738 |
0.7341 |
0.0397 |
5.3% |
0.0066 |
0.9% |
42% |
False |
False |
88,454 |
| 60 |
0.7738 |
0.7146 |
0.0592 |
7.9% |
0.0066 |
0.9% |
61% |
False |
False |
79,582 |
| 80 |
0.7738 |
0.7146 |
0.0592 |
7.9% |
0.0068 |
0.9% |
61% |
False |
False |
60,132 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0070 |
0.9% |
59% |
False |
False |
48,171 |
| 120 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0068 |
0.9% |
59% |
False |
False |
40,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7717 |
|
2.618 |
0.7647 |
|
1.618 |
0.7604 |
|
1.000 |
0.7577 |
|
0.618 |
0.7561 |
|
HIGH |
0.7534 |
|
0.618 |
0.7518 |
|
0.500 |
0.7513 |
|
0.382 |
0.7507 |
|
LOW |
0.7491 |
|
0.618 |
0.7464 |
|
1.000 |
0.7448 |
|
1.618 |
0.7421 |
|
2.618 |
0.7378 |
|
4.250 |
0.7308 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7513 |
0.7562 |
| PP |
0.7510 |
0.7543 |
| S1 |
0.7508 |
0.7525 |
|