CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7544 |
0.0045 |
0.6% |
0.7586 |
| High |
0.7556 |
0.7588 |
0.0032 |
0.4% |
0.7632 |
| Low |
0.7498 |
0.7535 |
0.0037 |
0.5% |
0.7491 |
| Close |
0.7542 |
0.7579 |
0.0037 |
0.5% |
0.7542 |
| Range |
0.0058 |
0.0053 |
-0.0005 |
-8.6% |
0.0141 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
23,824 |
3,155 |
-20,669 |
-86.8% |
447,990 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7706 |
0.7608 |
|
| R3 |
0.7673 |
0.7653 |
0.7594 |
|
| R2 |
0.7620 |
0.7620 |
0.7589 |
|
| R1 |
0.7600 |
0.7600 |
0.7584 |
0.7610 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7573 |
| S1 |
0.7547 |
0.7547 |
0.7574 |
0.7557 |
| S2 |
0.7514 |
0.7514 |
0.7569 |
|
| S3 |
0.7461 |
0.7494 |
0.7564 |
|
| S4 |
0.7408 |
0.7441 |
0.7550 |
|
|
| 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% |
0.0059 |
0.8% |
62% |
False |
False |
75,217 |
| 10 |
0.7698 |
0.7491 |
0.0207 |
2.7% |
0.0063 |
0.8% |
43% |
False |
False |
87,533 |
| 20 |
0.7738 |
0.7491 |
0.0247 |
3.3% |
0.0061 |
0.8% |
36% |
False |
False |
82,328 |
| 40 |
0.7738 |
0.7439 |
0.0299 |
3.9% |
0.0064 |
0.8% |
47% |
False |
False |
83,458 |
| 60 |
0.7738 |
0.7146 |
0.0592 |
7.8% |
0.0066 |
0.9% |
73% |
False |
False |
79,540 |
| 80 |
0.7738 |
0.7146 |
0.0592 |
7.8% |
0.0068 |
0.9% |
73% |
False |
False |
60,455 |
| 100 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0069 |
0.9% |
71% |
False |
False |
48,435 |
| 120 |
0.7754 |
0.7146 |
0.0608 |
8.0% |
0.0068 |
0.9% |
71% |
False |
False |
40,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7813 |
|
2.618 |
0.7727 |
|
1.618 |
0.7674 |
|
1.000 |
0.7641 |
|
0.618 |
0.7621 |
|
HIGH |
0.7588 |
|
0.618 |
0.7568 |
|
0.500 |
0.7562 |
|
0.382 |
0.7555 |
|
LOW |
0.7535 |
|
0.618 |
0.7502 |
|
1.000 |
0.7482 |
|
1.618 |
0.7449 |
|
2.618 |
0.7396 |
|
4.250 |
0.7310 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7573 |
0.7566 |
| PP |
0.7567 |
0.7553 |
| S1 |
0.7562 |
0.7540 |
|