CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7509 |
0.7488 |
-0.0021 |
-0.3% |
0.7571 |
| High |
0.7520 |
0.7544 |
0.0024 |
0.3% |
0.7617 |
| Low |
0.7477 |
0.7485 |
0.0008 |
0.1% |
0.7477 |
| Close |
0.7493 |
0.7528 |
0.0035 |
0.5% |
0.7528 |
| Range |
0.0043 |
0.0059 |
0.0016 |
37.2% |
0.0140 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
70,819 |
95,975 |
25,156 |
35.5% |
257,983 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7696 |
0.7671 |
0.7560 |
|
| R3 |
0.7637 |
0.7612 |
0.7544 |
|
| R2 |
0.7578 |
0.7578 |
0.7539 |
|
| R1 |
0.7553 |
0.7553 |
0.7533 |
0.7566 |
| PP |
0.7519 |
0.7519 |
0.7519 |
0.7525 |
| S1 |
0.7494 |
0.7494 |
0.7523 |
0.7507 |
| S2 |
0.7460 |
0.7460 |
0.7517 |
|
| S3 |
0.7401 |
0.7435 |
0.7512 |
|
| S4 |
0.7342 |
0.7376 |
0.7496 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7884 |
0.7605 |
|
| R3 |
0.7821 |
0.7744 |
0.7567 |
|
| R2 |
0.7681 |
0.7681 |
0.7554 |
|
| R1 |
0.7604 |
0.7604 |
0.7541 |
0.7573 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7525 |
| S1 |
0.7464 |
0.7464 |
0.7515 |
0.7433 |
| S2 |
0.7401 |
0.7401 |
0.7502 |
|
| S3 |
0.7261 |
0.7324 |
0.7490 |
|
| S4 |
0.7121 |
0.7184 |
0.7451 |
|
|
| 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% |
0.0056 |
0.7% |
36% |
False |
False |
51,596 |
| 10 |
0.7688 |
0.7477 |
0.0211 |
2.8% |
0.0061 |
0.8% |
24% |
False |
False |
28,649 |
| 20 |
0.7721 |
0.7477 |
0.0244 |
3.2% |
0.0060 |
0.8% |
21% |
False |
False |
14,599 |
| 40 |
0.7721 |
0.7405 |
0.0316 |
4.2% |
0.0063 |
0.8% |
39% |
False |
False |
7,384 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.8% |
0.0063 |
0.8% |
67% |
False |
False |
4,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7795 |
|
2.618 |
0.7698 |
|
1.618 |
0.7639 |
|
1.000 |
0.7603 |
|
0.618 |
0.7580 |
|
HIGH |
0.7544 |
|
0.618 |
0.7521 |
|
0.500 |
0.7515 |
|
0.382 |
0.7508 |
|
LOW |
0.7485 |
|
0.618 |
0.7449 |
|
1.000 |
0.7426 |
|
1.618 |
0.7390 |
|
2.618 |
0.7331 |
|
4.250 |
0.7234 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7524 |
0.7536 |
| PP |
0.7519 |
0.7533 |
| S1 |
0.7515 |
0.7531 |
|