CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7654 |
0.7556 |
-0.0098 |
-1.3% |
0.7656 |
| High |
0.7665 |
0.7585 |
-0.0080 |
-1.0% |
0.7688 |
| Low |
0.7543 |
0.7529 |
-0.0014 |
-0.2% |
0.7529 |
| Close |
0.7553 |
0.7570 |
0.0017 |
0.2% |
0.7570 |
| Range |
0.0122 |
0.0056 |
-0.0066 |
-54.1% |
0.0159 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
9,844 |
12,567 |
2,723 |
27.7% |
28,516 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7729 |
0.7706 |
0.7601 |
|
| R3 |
0.7673 |
0.7650 |
0.7585 |
|
| R2 |
0.7617 |
0.7617 |
0.7580 |
|
| R1 |
0.7594 |
0.7594 |
0.7575 |
0.7605 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7567 |
| S1 |
0.7538 |
0.7538 |
0.7565 |
0.7550 |
| S2 |
0.7505 |
0.7505 |
0.7560 |
|
| S3 |
0.7449 |
0.7482 |
0.7555 |
|
| S4 |
0.7393 |
0.7426 |
0.7539 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.7980 |
0.7657 |
|
| R3 |
0.7914 |
0.7821 |
0.7614 |
|
| R2 |
0.7755 |
0.7755 |
0.7599 |
|
| R1 |
0.7662 |
0.7662 |
0.7585 |
0.7629 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7579 |
| S1 |
0.7503 |
0.7503 |
0.7555 |
0.7470 |
| S2 |
0.7437 |
0.7437 |
0.7541 |
|
| S3 |
0.7278 |
0.7344 |
0.7526 |
|
| S4 |
0.7119 |
0.7185 |
0.7483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7688 |
0.7529 |
0.0159 |
2.1% |
0.0067 |
0.9% |
26% |
False |
True |
5,703 |
| 10 |
0.7721 |
0.7529 |
0.0192 |
2.5% |
0.0060 |
0.8% |
21% |
False |
True |
3,210 |
| 20 |
0.7721 |
0.7529 |
0.0192 |
2.5% |
0.0061 |
0.8% |
21% |
False |
True |
1,768 |
| 40 |
0.7721 |
0.7247 |
0.0474 |
6.3% |
0.0065 |
0.9% |
68% |
False |
False |
948 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.8% |
0.0062 |
0.8% |
74% |
False |
False |
650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7823 |
|
2.618 |
0.7732 |
|
1.618 |
0.7676 |
|
1.000 |
0.7641 |
|
0.618 |
0.7620 |
|
HIGH |
0.7585 |
|
0.618 |
0.7564 |
|
0.500 |
0.7557 |
|
0.382 |
0.7550 |
|
LOW |
0.7529 |
|
0.618 |
0.7494 |
|
1.000 |
0.7473 |
|
1.618 |
0.7438 |
|
2.618 |
0.7382 |
|
4.250 |
0.7291 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7566 |
0.7606 |
| PP |
0.7561 |
0.7594 |
| S1 |
0.7557 |
0.7582 |
|