CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7691 |
0.7710 |
0.0019 |
0.2% |
0.7550 |
| High |
0.7722 |
0.7725 |
0.0003 |
0.0% |
0.7693 |
| Low |
0.7677 |
0.7661 |
-0.0016 |
-0.2% |
0.7514 |
| Close |
0.7702 |
0.7678 |
-0.0024 |
-0.3% |
0.7684 |
| Range |
0.0045 |
0.0064 |
0.0019 |
42.2% |
0.0179 |
| ATR |
|
|
|
|
|
| Volume |
23 |
354 |
331 |
1,439.1% |
635 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7880 |
0.7843 |
0.7713 |
|
| R3 |
0.7816 |
0.7779 |
0.7696 |
|
| R2 |
0.7752 |
0.7752 |
0.7690 |
|
| R1 |
0.7715 |
0.7715 |
0.7684 |
0.7702 |
| PP |
0.7688 |
0.7688 |
0.7688 |
0.7681 |
| S1 |
0.7651 |
0.7651 |
0.7672 |
0.7638 |
| S2 |
0.7624 |
0.7624 |
0.7666 |
|
| S3 |
0.7560 |
0.7587 |
0.7660 |
|
| S4 |
0.7496 |
0.7523 |
0.7643 |
|
|
| 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 |
0.7997 |
|
2.618 |
0.7893 |
|
1.618 |
0.7829 |
|
1.000 |
0.7789 |
|
0.618 |
0.7765 |
|
HIGH |
0.7725 |
|
0.618 |
0.7701 |
|
0.500 |
0.7693 |
|
0.382 |
0.7685 |
|
LOW |
0.7661 |
|
0.618 |
0.7621 |
|
1.000 |
0.7597 |
|
1.618 |
0.7557 |
|
2.618 |
0.7493 |
|
4.250 |
0.7389 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7693 |
0.7683 |
| PP |
0.7688 |
0.7681 |
| S1 |
0.7683 |
0.7680 |
|