CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7544 |
0.7689 |
0.0145 |
1.9% |
0.7571 |
| High |
0.7706 |
0.7706 |
0.0000 |
0.0% |
0.7617 |
| Low |
0.7542 |
0.7650 |
0.0108 |
1.4% |
0.7477 |
| Close |
0.7676 |
0.7656 |
-0.0020 |
-0.3% |
0.7528 |
| Range |
0.0164 |
0.0056 |
-0.0108 |
-65.9% |
0.0140 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
122,086 |
106,627 |
-15,459 |
-12.7% |
257,983 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7839 |
0.7803 |
0.7687 |
|
| R3 |
0.7783 |
0.7747 |
0.7671 |
|
| R2 |
0.7727 |
0.7727 |
0.7666 |
|
| R1 |
0.7691 |
0.7691 |
0.7661 |
0.7681 |
| PP |
0.7671 |
0.7671 |
0.7671 |
0.7666 |
| S1 |
0.7635 |
0.7635 |
0.7651 |
0.7625 |
| S2 |
0.7615 |
0.7615 |
0.7646 |
|
| S3 |
0.7559 |
0.7579 |
0.7641 |
|
| S4 |
0.7503 |
0.7523 |
0.7625 |
|
|
| 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 |
0.7485 |
0.0221 |
2.9% |
0.0075 |
1.0% |
77% |
True |
False |
89,594 |
| 10 |
0.7706 |
0.7477 |
0.0229 |
3.0% |
0.0065 |
0.9% |
78% |
True |
False |
62,254 |
| 20 |
0.7721 |
0.7477 |
0.0244 |
3.2% |
0.0062 |
0.8% |
73% |
False |
False |
32,119 |
| 40 |
0.7721 |
0.7468 |
0.0253 |
3.3% |
0.0063 |
0.8% |
74% |
False |
False |
16,168 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.7% |
0.0063 |
0.8% |
89% |
False |
False |
10,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7944 |
|
2.618 |
0.7853 |
|
1.618 |
0.7797 |
|
1.000 |
0.7762 |
|
0.618 |
0.7741 |
|
HIGH |
0.7706 |
|
0.618 |
0.7685 |
|
0.500 |
0.7678 |
|
0.382 |
0.7671 |
|
LOW |
0.7650 |
|
0.618 |
0.7615 |
|
1.000 |
0.7594 |
|
1.618 |
0.7559 |
|
2.618 |
0.7503 |
|
4.250 |
0.7412 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7678 |
0.7643 |
| PP |
0.7671 |
0.7629 |
| S1 |
0.7663 |
0.7616 |
|