CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7656 |
0.7678 |
0.0022 |
0.3% |
0.7644 |
| High |
0.7693 |
0.7721 |
0.0028 |
0.4% |
0.7712 |
| Low |
0.7647 |
0.7646 |
-0.0001 |
0.0% |
0.7598 |
| Close |
0.7688 |
0.7695 |
0.0007 |
0.1% |
0.7639 |
| Range |
0.0046 |
0.0075 |
0.0029 |
63.0% |
0.0114 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.8% |
0.0000 |
| Volume |
468 |
1,001 |
533 |
113.9% |
1,884 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7912 |
0.7879 |
0.7736 |
|
| R3 |
0.7837 |
0.7804 |
0.7716 |
|
| R2 |
0.7762 |
0.7762 |
0.7709 |
|
| R1 |
0.7729 |
0.7729 |
0.7702 |
0.7746 |
| PP |
0.7687 |
0.7687 |
0.7687 |
0.7696 |
| S1 |
0.7654 |
0.7654 |
0.7688 |
0.7671 |
| S2 |
0.7612 |
0.7612 |
0.7681 |
|
| S3 |
0.7537 |
0.7579 |
0.7674 |
|
| S4 |
0.7462 |
0.7504 |
0.7654 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7992 |
0.7929 |
0.7702 |
|
| R3 |
0.7878 |
0.7815 |
0.7670 |
|
| R2 |
0.7764 |
0.7764 |
0.7660 |
|
| R1 |
0.7701 |
0.7701 |
0.7649 |
0.7676 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7637 |
| S1 |
0.7587 |
0.7587 |
0.7629 |
0.7561 |
| S2 |
0.7536 |
0.7536 |
0.7618 |
|
| S3 |
0.7422 |
0.7473 |
0.7608 |
|
| S4 |
0.7308 |
0.7359 |
0.7576 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8040 |
|
2.618 |
0.7917 |
|
1.618 |
0.7842 |
|
1.000 |
0.7796 |
|
0.618 |
0.7767 |
|
HIGH |
0.7721 |
|
0.618 |
0.7692 |
|
0.500 |
0.7684 |
|
0.382 |
0.7675 |
|
LOW |
0.7646 |
|
0.618 |
0.7600 |
|
1.000 |
0.7571 |
|
1.618 |
0.7525 |
|
2.618 |
0.7450 |
|
4.250 |
0.7327 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7691 |
0.7689 |
| PP |
0.7687 |
0.7682 |
| S1 |
0.7684 |
0.7676 |
|