CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7210 |
0.7184 |
-0.0026 |
-0.4% |
0.7270 |
| High |
0.7227 |
0.7198 |
-0.0029 |
-0.4% |
0.7275 |
| Low |
0.7169 |
0.7132 |
-0.0037 |
-0.5% |
0.7132 |
| Close |
0.7179 |
0.7140 |
-0.0039 |
-0.5% |
0.7140 |
| Range |
0.0058 |
0.0066 |
0.0008 |
13.8% |
0.0143 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.3% |
0.0000 |
| Volume |
33 |
29 |
-4 |
-12.1% |
551 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7355 |
0.7313 |
0.7176 |
|
| R3 |
0.7289 |
0.7247 |
0.7158 |
|
| R2 |
0.7223 |
0.7223 |
0.7152 |
|
| R1 |
0.7181 |
0.7181 |
0.7146 |
0.7169 |
| PP |
0.7157 |
0.7157 |
0.7157 |
0.7151 |
| S1 |
0.7115 |
0.7115 |
0.7134 |
0.7103 |
| S2 |
0.7091 |
0.7091 |
0.7128 |
|
| S3 |
0.7025 |
0.7049 |
0.7122 |
|
| S4 |
0.6959 |
0.6983 |
0.7104 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7611 |
0.7519 |
0.7219 |
|
| R3 |
0.7468 |
0.7376 |
0.7179 |
|
| R2 |
0.7325 |
0.7325 |
0.7166 |
|
| R1 |
0.7233 |
0.7233 |
0.7153 |
0.7208 |
| PP |
0.7182 |
0.7182 |
0.7182 |
0.7170 |
| S1 |
0.7090 |
0.7090 |
0.7127 |
0.7065 |
| S2 |
0.7039 |
0.7039 |
0.7114 |
|
| S3 |
0.6896 |
0.6947 |
0.7101 |
|
| S4 |
0.6753 |
0.6804 |
0.7061 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7479 |
|
2.618 |
0.7371 |
|
1.618 |
0.7305 |
|
1.000 |
0.7264 |
|
0.618 |
0.7239 |
|
HIGH |
0.7198 |
|
0.618 |
0.7173 |
|
0.500 |
0.7165 |
|
0.382 |
0.7157 |
|
LOW |
0.7132 |
|
0.618 |
0.7091 |
|
1.000 |
0.7066 |
|
1.618 |
0.7025 |
|
2.618 |
0.6959 |
|
4.250 |
0.6852 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7165 |
0.7190 |
| PP |
0.7157 |
0.7173 |
| S1 |
0.7148 |
0.7157 |
|