CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7645 |
0.7646 |
0.0001 |
0.0% |
0.7550 |
| High |
0.7661 |
0.7646 |
-0.0015 |
-0.2% |
0.7693 |
| Low |
0.7617 |
0.7600 |
-0.0017 |
-0.2% |
0.7514 |
| Close |
0.7654 |
0.7611 |
-0.0043 |
-0.6% |
0.7684 |
| Range |
0.0044 |
0.0046 |
0.0002 |
4.5% |
0.0179 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
103 |
24 |
-79 |
-76.7% |
635 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7757 |
0.7730 |
0.7636 |
|
| R3 |
0.7711 |
0.7684 |
0.7624 |
|
| R2 |
0.7665 |
0.7665 |
0.7619 |
|
| R1 |
0.7638 |
0.7638 |
0.7615 |
0.7629 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7614 |
| S1 |
0.7592 |
0.7592 |
0.7607 |
0.7583 |
| S2 |
0.7573 |
0.7573 |
0.7603 |
|
| S3 |
0.7527 |
0.7546 |
0.7598 |
|
| S4 |
0.7481 |
0.7500 |
0.7586 |
|
|
| 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 |
0.7841 |
|
2.618 |
0.7766 |
|
1.618 |
0.7720 |
|
1.000 |
0.7692 |
|
0.618 |
0.7674 |
|
HIGH |
0.7646 |
|
0.618 |
0.7628 |
|
0.500 |
0.7623 |
|
0.382 |
0.7618 |
|
LOW |
0.7600 |
|
0.618 |
0.7572 |
|
1.000 |
0.7554 |
|
1.618 |
0.7526 |
|
2.618 |
0.7480 |
|
4.250 |
0.7405 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7623 |
0.7663 |
| PP |
0.7619 |
0.7645 |
| S1 |
0.7615 |
0.7628 |
|