CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7670 |
0.7644 |
-0.0026 |
-0.3% |
0.7550 |
| High |
0.7690 |
0.7692 |
0.0002 |
0.0% |
0.7693 |
| Low |
0.7641 |
0.7641 |
0.0000 |
0.0% |
0.7514 |
| Close |
0.7644 |
0.7684 |
0.0040 |
0.5% |
0.7684 |
| Range |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0179 |
| ATR |
|
|
|
|
|
| Volume |
22 |
9 |
-13 |
-59.1% |
635 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7806 |
0.7712 |
|
| R3 |
0.7774 |
0.7755 |
0.7698 |
|
| R2 |
0.7723 |
0.7723 |
0.7693 |
|
| R1 |
0.7704 |
0.7704 |
0.7689 |
0.7714 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7677 |
| S1 |
0.7653 |
0.7653 |
0.7679 |
0.7663 |
| S2 |
0.7621 |
0.7621 |
0.7675 |
|
| S3 |
0.7570 |
0.7602 |
0.7670 |
|
| S4 |
0.7519 |
0.7551 |
0.7656 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8167 |
0.8105 |
0.7782 |
|
| R3 |
0.7988 |
0.7926 |
0.7733 |
|
| R2 |
0.7809 |
0.7809 |
0.7717 |
|
| R1 |
0.7747 |
0.7747 |
0.7700 |
0.7778 |
| PP |
0.7630 |
0.7630 |
0.7630 |
0.7646 |
| S1 |
0.7568 |
0.7568 |
0.7668 |
0.7599 |
| S2 |
0.7451 |
0.7451 |
0.7651 |
|
| S3 |
0.7272 |
0.7389 |
0.7635 |
|
| S4 |
0.7093 |
0.7210 |
0.7586 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7909 |
|
2.618 |
0.7826 |
|
1.618 |
0.7775 |
|
1.000 |
0.7743 |
|
0.618 |
0.7724 |
|
HIGH |
0.7692 |
|
0.618 |
0.7673 |
|
0.500 |
0.7667 |
|
0.382 |
0.7660 |
|
LOW |
0.7641 |
|
0.618 |
0.7609 |
|
1.000 |
0.7590 |
|
1.618 |
0.7558 |
|
2.618 |
0.7507 |
|
4.250 |
0.7424 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7678 |
0.7660 |
| PP |
0.7672 |
0.7637 |
| S1 |
0.7667 |
0.7613 |
|