CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7657 |
0.7630 |
-0.0027 |
-0.4% |
0.7651 |
| High |
0.7676 |
0.7683 |
0.0007 |
0.1% |
0.7721 |
| Low |
0.7628 |
0.7620 |
-0.0008 |
-0.1% |
0.7630 |
| Close |
0.7650 |
0.7658 |
0.0008 |
0.1% |
0.7654 |
| Range |
0.0048 |
0.0063 |
0.0015 |
31.3% |
0.0091 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.5% |
0.0000 |
| Volume |
2,195 |
2,856 |
661 |
30.1% |
3,349 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7843 |
0.7813 |
0.7693 |
|
| R3 |
0.7780 |
0.7750 |
0.7675 |
|
| R2 |
0.7717 |
0.7717 |
0.7670 |
|
| R1 |
0.7687 |
0.7687 |
0.7664 |
0.7702 |
| PP |
0.7654 |
0.7654 |
0.7654 |
0.7661 |
| S1 |
0.7624 |
0.7624 |
0.7652 |
0.7639 |
| S2 |
0.7591 |
0.7591 |
0.7646 |
|
| S3 |
0.7528 |
0.7561 |
0.7641 |
|
| S4 |
0.7465 |
0.7498 |
0.7623 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7941 |
0.7889 |
0.7704 |
|
| R3 |
0.7850 |
0.7798 |
0.7679 |
|
| R2 |
0.7759 |
0.7759 |
0.7671 |
|
| R1 |
0.7707 |
0.7707 |
0.7662 |
0.7733 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7682 |
| S1 |
0.7616 |
0.7616 |
0.7646 |
0.7642 |
| S2 |
0.7577 |
0.7577 |
0.7637 |
|
| S3 |
0.7486 |
0.7525 |
0.7629 |
|
| S4 |
0.7395 |
0.7434 |
0.7604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7721 |
0.7620 |
0.0101 |
1.3% |
0.0057 |
0.7% |
38% |
False |
True |
1,640 |
| 10 |
0.7721 |
0.7617 |
0.0104 |
1.4% |
0.0055 |
0.7% |
39% |
False |
False |
1,081 |
| 20 |
0.7721 |
0.7529 |
0.0192 |
2.5% |
0.0060 |
0.8% |
67% |
False |
False |
676 |
| 40 |
0.7721 |
0.7165 |
0.0556 |
7.3% |
0.0064 |
0.8% |
89% |
False |
False |
389 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.7% |
0.0061 |
0.8% |
89% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7951 |
|
2.618 |
0.7848 |
|
1.618 |
0.7785 |
|
1.000 |
0.7746 |
|
0.618 |
0.7722 |
|
HIGH |
0.7683 |
|
0.618 |
0.7659 |
|
0.500 |
0.7652 |
|
0.382 |
0.7644 |
|
LOW |
0.7620 |
|
0.618 |
0.7581 |
|
1.000 |
0.7557 |
|
1.618 |
0.7518 |
|
2.618 |
0.7455 |
|
4.250 |
0.7352 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7656 |
0.7657 |
| PP |
0.7654 |
0.7655 |
| S1 |
0.7652 |
0.7654 |
|