CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7718 |
0.7675 |
-0.0043 |
-0.6% |
0.7533 |
| High |
0.7737 |
0.7677 |
-0.0060 |
-0.8% |
0.7706 |
| Low |
0.7670 |
0.7626 |
-0.0044 |
-0.6% |
0.7521 |
| Close |
0.7689 |
0.7665 |
-0.0024 |
-0.3% |
0.7695 |
| Range |
0.0067 |
0.0051 |
-0.0016 |
-23.9% |
0.0185 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
113,497 |
100,776 |
-12,721 |
-11.2% |
429,768 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7809 |
0.7788 |
0.7693 |
|
| R3 |
0.7758 |
0.7737 |
0.7679 |
|
| R2 |
0.7707 |
0.7707 |
0.7674 |
|
| R1 |
0.7686 |
0.7686 |
0.7670 |
0.7671 |
| PP |
0.7656 |
0.7656 |
0.7656 |
0.7649 |
| S1 |
0.7635 |
0.7635 |
0.7660 |
0.7620 |
| S2 |
0.7605 |
0.7605 |
0.7656 |
|
| S3 |
0.7554 |
0.7584 |
0.7651 |
|
| S4 |
0.7503 |
0.7533 |
0.7637 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8196 |
0.8130 |
0.7797 |
|
| R3 |
0.8011 |
0.7945 |
0.7746 |
|
| R2 |
0.7826 |
0.7826 |
0.7729 |
|
| R1 |
0.7760 |
0.7760 |
0.7712 |
0.7793 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7657 |
| S1 |
0.7575 |
0.7575 |
0.7678 |
0.7608 |
| S2 |
0.7456 |
0.7456 |
0.7661 |
|
| S3 |
0.7271 |
0.7390 |
0.7644 |
|
| S4 |
0.7086 |
0.7205 |
0.7593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7737 |
0.7626 |
0.0111 |
1.4% |
0.0056 |
0.7% |
35% |
False |
True |
94,274 |
| 10 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0064 |
0.8% |
72% |
False |
False |
88,353 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0064 |
0.8% |
72% |
False |
False |
50,267 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0062 |
0.8% |
72% |
False |
False |
25,275 |
| 60 |
0.7737 |
0.7132 |
0.0605 |
7.9% |
0.0063 |
0.8% |
88% |
False |
False |
16,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7894 |
|
2.618 |
0.7811 |
|
1.618 |
0.7760 |
|
1.000 |
0.7728 |
|
0.618 |
0.7709 |
|
HIGH |
0.7677 |
|
0.618 |
0.7658 |
|
0.500 |
0.7652 |
|
0.382 |
0.7645 |
|
LOW |
0.7626 |
|
0.618 |
0.7594 |
|
1.000 |
0.7575 |
|
1.618 |
0.7543 |
|
2.618 |
0.7492 |
|
4.250 |
0.7409 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7661 |
0.7682 |
| PP |
0.7656 |
0.7676 |
| S1 |
0.7652 |
0.7671 |
|