CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
0.7523 |
0.7499 |
-0.0024 |
-0.3% |
0.7586 |
High |
0.7534 |
0.7556 |
0.0022 |
0.3% |
0.7632 |
Low |
0.7491 |
0.7498 |
0.0007 |
0.1% |
0.7491 |
Close |
0.7506 |
0.7542 |
0.0036 |
0.5% |
0.7542 |
Range |
0.0043 |
0.0058 |
0.0015 |
34.9% |
0.0141 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.6% |
0.0000 |
Volume |
134,696 |
23,824 |
-110,872 |
-82.3% |
447,990 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7706 |
0.7682 |
0.7574 |
|
R3 |
0.7648 |
0.7624 |
0.7558 |
|
R2 |
0.7590 |
0.7590 |
0.7553 |
|
R1 |
0.7566 |
0.7566 |
0.7547 |
0.7578 |
PP |
0.7532 |
0.7532 |
0.7532 |
0.7538 |
S1 |
0.7508 |
0.7508 |
0.7537 |
0.7520 |
S2 |
0.7474 |
0.7474 |
0.7531 |
|
S3 |
0.7416 |
0.7450 |
0.7526 |
|
S4 |
0.7358 |
0.7392 |
0.7510 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7978 |
0.7901 |
0.7620 |
|
R3 |
0.7837 |
0.7760 |
0.7581 |
|
R2 |
0.7696 |
0.7696 |
0.7568 |
|
R1 |
0.7619 |
0.7619 |
0.7555 |
0.7587 |
PP |
0.7555 |
0.7555 |
0.7555 |
0.7539 |
S1 |
0.7478 |
0.7478 |
0.7529 |
0.7446 |
S2 |
0.7414 |
0.7414 |
0.7516 |
|
S3 |
0.7273 |
0.7337 |
0.7503 |
|
S4 |
0.7132 |
0.7196 |
0.7464 |
|
|
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% |
0.0057 |
0.8% |
36% |
False |
False |
89,598 |
10 |
0.7705 |
0.7491 |
0.0214 |
2.8% |
0.0063 |
0.8% |
24% |
False |
False |
93,262 |
20 |
0.7738 |
0.7491 |
0.0247 |
3.3% |
0.0062 |
0.8% |
21% |
False |
False |
85,977 |
40 |
0.7738 |
0.7419 |
0.0319 |
4.2% |
0.0065 |
0.9% |
39% |
False |
False |
85,908 |
60 |
0.7738 |
0.7146 |
0.0592 |
7.8% |
0.0066 |
0.9% |
67% |
False |
False |
79,831 |
80 |
0.7738 |
0.7146 |
0.0592 |
7.8% |
0.0068 |
0.9% |
67% |
False |
False |
60,422 |
100 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0069 |
0.9% |
65% |
False |
False |
48,406 |
120 |
0.7754 |
0.7146 |
0.0608 |
8.1% |
0.0068 |
0.9% |
65% |
False |
False |
40,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7803 |
2.618 |
0.7708 |
1.618 |
0.7650 |
1.000 |
0.7614 |
0.618 |
0.7592 |
HIGH |
0.7556 |
0.618 |
0.7534 |
0.500 |
0.7527 |
0.382 |
0.7520 |
LOW |
0.7498 |
0.618 |
0.7462 |
1.000 |
0.7440 |
1.618 |
0.7404 |
2.618 |
0.7346 |
4.250 |
0.7252 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7537 |
0.7550 |
PP |
0.7532 |
0.7547 |
S1 |
0.7527 |
0.7545 |
|