CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7600 |
0.7612 |
0.0012 |
0.2% |
0.7691 |
| High |
0.7617 |
0.7625 |
0.0008 |
0.1% |
0.7725 |
| Low |
0.7584 |
0.7587 |
0.0003 |
0.0% |
0.7584 |
| Close |
0.7606 |
0.7601 |
-0.0005 |
-0.1% |
0.7606 |
| Range |
0.0033 |
0.0038 |
0.0005 |
15.2% |
0.0141 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
23 |
48 |
25 |
108.7% |
527 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7698 |
0.7622 |
|
| R3 |
0.7680 |
0.7660 |
0.7611 |
|
| R2 |
0.7642 |
0.7642 |
0.7608 |
|
| R1 |
0.7622 |
0.7622 |
0.7604 |
0.7613 |
| PP |
0.7604 |
0.7604 |
0.7604 |
0.7600 |
| S1 |
0.7584 |
0.7584 |
0.7598 |
0.7575 |
| S2 |
0.7566 |
0.7566 |
0.7594 |
|
| S3 |
0.7528 |
0.7546 |
0.7591 |
|
| S4 |
0.7490 |
0.7508 |
0.7580 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8061 |
0.7975 |
0.7684 |
|
| R3 |
0.7920 |
0.7834 |
0.7645 |
|
| R2 |
0.7779 |
0.7779 |
0.7632 |
|
| R1 |
0.7693 |
0.7693 |
0.7619 |
0.7666 |
| PP |
0.7638 |
0.7638 |
0.7638 |
0.7625 |
| S1 |
0.7552 |
0.7552 |
0.7593 |
0.7525 |
| S2 |
0.7497 |
0.7497 |
0.7580 |
|
| S3 |
0.7356 |
0.7411 |
0.7567 |
|
| S4 |
0.7215 |
0.7270 |
0.7528 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7786 |
|
2.618 |
0.7724 |
|
1.618 |
0.7686 |
|
1.000 |
0.7663 |
|
0.618 |
0.7648 |
|
HIGH |
0.7625 |
|
0.618 |
0.7610 |
|
0.500 |
0.7606 |
|
0.382 |
0.7602 |
|
LOW |
0.7587 |
|
0.618 |
0.7564 |
|
1.000 |
0.7549 |
|
1.618 |
0.7526 |
|
2.618 |
0.7488 |
|
4.250 |
0.7426 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7615 |
| PP |
0.7604 |
0.7610 |
| S1 |
0.7603 |
0.7606 |
|