CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7574 |
0.7509 |
-0.0065 |
-0.9% |
0.7656 |
| High |
0.7594 |
0.7520 |
-0.0074 |
-1.0% |
0.7688 |
| Low |
0.7510 |
0.7477 |
-0.0033 |
-0.4% |
0.7529 |
| Close |
0.7522 |
0.7493 |
-0.0029 |
-0.4% |
0.7570 |
| Range |
0.0084 |
0.0043 |
-0.0041 |
-48.8% |
0.0159 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
52,166 |
70,819 |
18,653 |
35.8% |
28,516 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7626 |
0.7602 |
0.7517 |
|
| R3 |
0.7583 |
0.7559 |
0.7505 |
|
| R2 |
0.7540 |
0.7540 |
0.7501 |
|
| R1 |
0.7516 |
0.7516 |
0.7497 |
0.7507 |
| PP |
0.7497 |
0.7497 |
0.7497 |
0.7492 |
| S1 |
0.7473 |
0.7473 |
0.7489 |
0.7464 |
| S2 |
0.7454 |
0.7454 |
0.7485 |
|
| S3 |
0.7411 |
0.7430 |
0.7481 |
|
| S4 |
0.7368 |
0.7387 |
0.7469 |
|
|
| 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 |
0.7617 |
0.7477 |
0.0140 |
1.9% |
0.0055 |
0.7% |
11% |
False |
True |
34,915 |
| 10 |
0.7700 |
0.7477 |
0.0223 |
3.0% |
0.0061 |
0.8% |
7% |
False |
True |
19,162 |
| 20 |
0.7721 |
0.7477 |
0.0244 |
3.3% |
0.0060 |
0.8% |
7% |
False |
True |
9,807 |
| 40 |
0.7721 |
0.7326 |
0.0395 |
5.3% |
0.0064 |
0.9% |
42% |
False |
False |
4,988 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.9% |
0.0062 |
0.8% |
61% |
False |
False |
3,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7703 |
|
2.618 |
0.7633 |
|
1.618 |
0.7590 |
|
1.000 |
0.7563 |
|
0.618 |
0.7547 |
|
HIGH |
0.7520 |
|
0.618 |
0.7504 |
|
0.500 |
0.7499 |
|
0.382 |
0.7493 |
|
LOW |
0.7477 |
|
0.618 |
0.7450 |
|
1.000 |
0.7434 |
|
1.618 |
0.7407 |
|
2.618 |
0.7364 |
|
4.250 |
0.7294 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7499 |
0.7547 |
| PP |
0.7497 |
0.7529 |
| S1 |
0.7495 |
0.7511 |
|