CME Australian Dollar Future September 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 |
0.7710 |
0.7645 |
-0.0065 |
-0.8% |
0.7550 |
| High |
0.7725 |
0.7661 |
-0.0064 |
-0.8% |
0.7693 |
| Low |
0.7661 |
0.7617 |
-0.0044 |
-0.6% |
0.7514 |
| Close |
0.7678 |
0.7654 |
-0.0024 |
-0.3% |
0.7684 |
| Range |
0.0064 |
0.0044 |
-0.0020 |
-31.3% |
0.0179 |
| ATR |
0.0000 |
0.0057 |
0.0057 |
|
0.0000 |
| Volume |
354 |
103 |
-251 |
-70.9% |
635 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7776 |
0.7759 |
0.7678 |
|
| R3 |
0.7732 |
0.7715 |
0.7666 |
|
| R2 |
0.7688 |
0.7688 |
0.7662 |
|
| R1 |
0.7671 |
0.7671 |
0.7658 |
0.7680 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7648 |
| S1 |
0.7627 |
0.7627 |
0.7650 |
0.7636 |
| S2 |
0.7600 |
0.7600 |
0.7646 |
|
| S3 |
0.7556 |
0.7583 |
0.7642 |
|
| S4 |
0.7512 |
0.7539 |
0.7630 |
|
|
| 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 |
0.7848 |
|
2.618 |
0.7776 |
|
1.618 |
0.7732 |
|
1.000 |
0.7705 |
|
0.618 |
0.7688 |
|
HIGH |
0.7661 |
|
0.618 |
0.7644 |
|
0.500 |
0.7639 |
|
0.382 |
0.7634 |
|
LOW |
0.7617 |
|
0.618 |
0.7590 |
|
1.000 |
0.7573 |
|
1.618 |
0.7546 |
|
2.618 |
0.7502 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7649 |
0.7671 |
| PP |
0.7644 |
0.7665 |
| S1 |
0.7639 |
0.7660 |
|