CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7228 |
0.7230 |
0.0002 |
0.0% |
0.7426 |
| High |
0.7231 |
0.7247 |
0.0016 |
0.2% |
0.7488 |
| Low |
0.7194 |
0.7205 |
0.0011 |
0.2% |
0.7240 |
| Close |
0.7222 |
0.7215 |
-0.0007 |
-0.1% |
0.7262 |
| Range |
0.0037 |
0.0042 |
0.0005 |
13.5% |
0.0248 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
339 |
17 |
-322 |
-95.0% |
63 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7348 |
0.7324 |
0.7238 |
|
| R3 |
0.7306 |
0.7282 |
0.7227 |
|
| R2 |
0.7264 |
0.7264 |
0.7223 |
|
| R1 |
0.7240 |
0.7240 |
0.7219 |
0.7231 |
| PP |
0.7222 |
0.7222 |
0.7222 |
0.7218 |
| S1 |
0.7198 |
0.7198 |
0.7211 |
0.7189 |
| S2 |
0.7180 |
0.7180 |
0.7207 |
|
| S3 |
0.7138 |
0.7156 |
0.7203 |
|
| S4 |
0.7096 |
0.7114 |
0.7192 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8074 |
0.7916 |
0.7398 |
|
| R3 |
0.7826 |
0.7668 |
0.7330 |
|
| R2 |
0.7578 |
0.7578 |
0.7307 |
|
| R1 |
0.7420 |
0.7420 |
0.7285 |
0.7375 |
| PP |
0.7330 |
0.7330 |
0.7330 |
0.7308 |
| S1 |
0.7172 |
0.7172 |
0.7239 |
0.7127 |
| S2 |
0.7082 |
0.7082 |
0.7217 |
|
| S3 |
0.6834 |
0.6924 |
0.7194 |
|
| S4 |
0.6586 |
0.6676 |
0.7126 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7425 |
|
2.618 |
0.7357 |
|
1.618 |
0.7315 |
|
1.000 |
0.7289 |
|
0.618 |
0.7273 |
|
HIGH |
0.7247 |
|
0.618 |
0.7231 |
|
0.500 |
0.7226 |
|
0.382 |
0.7221 |
|
LOW |
0.7205 |
|
0.618 |
0.7179 |
|
1.000 |
0.7163 |
|
1.618 |
0.7137 |
|
2.618 |
0.7095 |
|
4.250 |
0.7027 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7226 |
0.7235 |
| PP |
0.7222 |
0.7228 |
| S1 |
0.7219 |
0.7222 |
|