CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7558 |
0.7544 |
-0.0014 |
-0.2% |
0.7571 |
| High |
0.7565 |
0.7706 |
0.0141 |
1.9% |
0.7617 |
| Low |
0.7526 |
0.7542 |
0.0016 |
0.2% |
0.7477 |
| Close |
0.7551 |
0.7676 |
0.0125 |
1.7% |
0.7528 |
| Range |
0.0039 |
0.0164 |
0.0125 |
320.5% |
0.0140 |
| ATR |
0.0059 |
0.0067 |
0.0007 |
12.6% |
0.0000 |
| Volume |
60,868 |
122,086 |
61,218 |
100.6% |
257,983 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8133 |
0.8069 |
0.7766 |
|
| R3 |
0.7969 |
0.7905 |
0.7721 |
|
| R2 |
0.7805 |
0.7805 |
0.7706 |
|
| R1 |
0.7741 |
0.7741 |
0.7691 |
0.7773 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7658 |
| S1 |
0.7577 |
0.7577 |
0.7661 |
0.7609 |
| S2 |
0.7477 |
0.7477 |
0.7646 |
|
| S3 |
0.7313 |
0.7413 |
0.7631 |
|
| S4 |
0.7149 |
0.7249 |
0.7586 |
|
|
| 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 |
0.7706 |
0.7477 |
0.0229 |
3.0% |
0.0072 |
0.9% |
87% |
True |
False |
82,432 |
| 10 |
0.7706 |
0.7477 |
0.0229 |
3.0% |
0.0072 |
0.9% |
87% |
True |
False |
52,576 |
| 20 |
0.7721 |
0.7477 |
0.0244 |
3.2% |
0.0064 |
0.8% |
82% |
False |
False |
26,828 |
| 40 |
0.7721 |
0.7468 |
0.0253 |
3.3% |
0.0063 |
0.8% |
82% |
False |
False |
13,506 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.7% |
0.0063 |
0.8% |
92% |
False |
False |
9,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8403 |
|
2.618 |
0.8135 |
|
1.618 |
0.7971 |
|
1.000 |
0.7870 |
|
0.618 |
0.7807 |
|
HIGH |
0.7706 |
|
0.618 |
0.7643 |
|
0.500 |
0.7624 |
|
0.382 |
0.7605 |
|
LOW |
0.7542 |
|
0.618 |
0.7441 |
|
1.000 |
0.7378 |
|
1.618 |
0.7277 |
|
2.618 |
0.7113 |
|
4.250 |
0.6845 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7655 |
| PP |
0.7641 |
0.7634 |
| S1 |
0.7624 |
0.7614 |
|