CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7556 |
0.7571 |
0.0015 |
0.2% |
0.7656 |
| High |
0.7585 |
0.7594 |
0.0009 |
0.1% |
0.7688 |
| Low |
0.7529 |
0.7555 |
0.0026 |
0.3% |
0.7529 |
| Close |
0.7570 |
0.7569 |
-0.0001 |
0.0% |
0.7570 |
| Range |
0.0056 |
0.0039 |
-0.0017 |
-30.4% |
0.0159 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
12,567 |
12,194 |
-373 |
-3.0% |
28,516 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7668 |
0.7590 |
|
| R3 |
0.7651 |
0.7629 |
0.7580 |
|
| R2 |
0.7612 |
0.7612 |
0.7576 |
|
| R1 |
0.7590 |
0.7590 |
0.7573 |
0.7582 |
| PP |
0.7573 |
0.7573 |
0.7573 |
0.7568 |
| S1 |
0.7551 |
0.7551 |
0.7565 |
0.7543 |
| S2 |
0.7534 |
0.7534 |
0.7562 |
|
| S3 |
0.7495 |
0.7512 |
0.7558 |
|
| S4 |
0.7456 |
0.7473 |
0.7548 |
|
|
| 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 |
0.7683 |
0.7529 |
0.0154 |
2.0% |
0.0066 |
0.9% |
26% |
False |
False |
7,931 |
| 10 |
0.7721 |
0.7529 |
0.0192 |
2.5% |
0.0059 |
0.8% |
21% |
False |
False |
4,405 |
| 20 |
0.7721 |
0.7529 |
0.0192 |
2.5% |
0.0059 |
0.8% |
21% |
False |
False |
2,361 |
| 40 |
0.7721 |
0.7263 |
0.0458 |
6.1% |
0.0064 |
0.9% |
67% |
False |
False |
1,251 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.8% |
0.0062 |
0.8% |
74% |
False |
False |
854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7760 |
|
2.618 |
0.7696 |
|
1.618 |
0.7657 |
|
1.000 |
0.7633 |
|
0.618 |
0.7618 |
|
HIGH |
0.7594 |
|
0.618 |
0.7579 |
|
0.500 |
0.7575 |
|
0.382 |
0.7570 |
|
LOW |
0.7555 |
|
0.618 |
0.7531 |
|
1.000 |
0.7516 |
|
1.618 |
0.7492 |
|
2.618 |
0.7453 |
|
4.250 |
0.7389 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7575 |
0.7597 |
| PP |
0.7573 |
0.7588 |
| S1 |
0.7571 |
0.7578 |
|