CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7630 |
0.7654 |
0.0024 |
0.3% |
0.7651 |
| High |
0.7683 |
0.7665 |
-0.0018 |
-0.2% |
0.7721 |
| Low |
0.7620 |
0.7543 |
-0.0077 |
-1.0% |
0.7630 |
| Close |
0.7658 |
0.7553 |
-0.0105 |
-1.4% |
0.7654 |
| Range |
0.0063 |
0.0122 |
0.0059 |
93.7% |
0.0091 |
| ATR |
0.0059 |
0.0064 |
0.0004 |
7.6% |
0.0000 |
| Volume |
2,856 |
9,844 |
6,988 |
244.7% |
3,349 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7875 |
0.7620 |
|
| R3 |
0.7831 |
0.7753 |
0.7587 |
|
| R2 |
0.7709 |
0.7709 |
0.7575 |
|
| R1 |
0.7631 |
0.7631 |
0.7564 |
0.7609 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7576 |
| S1 |
0.7509 |
0.7509 |
0.7542 |
0.7487 |
| S2 |
0.7465 |
0.7465 |
0.7531 |
|
| S3 |
0.7343 |
0.7387 |
0.7519 |
|
| S4 |
0.7221 |
0.7265 |
0.7486 |
|
|
| 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 |
0.7700 |
0.7543 |
0.0157 |
2.1% |
0.0067 |
0.9% |
6% |
False |
True |
3,409 |
| 10 |
0.7721 |
0.7543 |
0.0178 |
2.4% |
0.0060 |
0.8% |
6% |
False |
True |
1,984 |
| 20 |
0.7721 |
0.7543 |
0.0178 |
2.4% |
0.0064 |
0.8% |
6% |
False |
True |
1,155 |
| 40 |
0.7721 |
0.7190 |
0.0531 |
7.0% |
0.0066 |
0.9% |
68% |
False |
False |
635 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.8% |
0.0062 |
0.8% |
71% |
False |
False |
441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8184 |
|
2.618 |
0.7984 |
|
1.618 |
0.7862 |
|
1.000 |
0.7787 |
|
0.618 |
0.7740 |
|
HIGH |
0.7665 |
|
0.618 |
0.7618 |
|
0.500 |
0.7604 |
|
0.382 |
0.7590 |
|
LOW |
0.7543 |
|
0.618 |
0.7468 |
|
1.000 |
0.7421 |
|
1.618 |
0.7346 |
|
2.618 |
0.7224 |
|
4.250 |
0.7024 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7604 |
0.7613 |
| PP |
0.7587 |
0.7593 |
| S1 |
0.7570 |
0.7573 |
|