CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7607 |
-0.0005 |
-0.1% |
0.7691 |
| High |
0.7625 |
0.7632 |
0.0007 |
0.1% |
0.7725 |
| Low |
0.7587 |
0.7568 |
-0.0019 |
-0.3% |
0.7584 |
| Close |
0.7601 |
0.7613 |
0.0012 |
0.2% |
0.7606 |
| Range |
0.0038 |
0.0064 |
0.0026 |
68.4% |
0.0141 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.3% |
0.0000 |
| Volume |
48 |
71 |
23 |
47.9% |
527 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7796 |
0.7769 |
0.7648 |
|
| R3 |
0.7732 |
0.7705 |
0.7631 |
|
| R2 |
0.7668 |
0.7668 |
0.7625 |
|
| R1 |
0.7641 |
0.7641 |
0.7619 |
0.7655 |
| PP |
0.7604 |
0.7604 |
0.7604 |
0.7611 |
| S1 |
0.7577 |
0.7577 |
0.7607 |
0.7591 |
| S2 |
0.7540 |
0.7540 |
0.7601 |
|
| S3 |
0.7476 |
0.7513 |
0.7595 |
|
| S4 |
0.7412 |
0.7449 |
0.7578 |
|
|
| 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 |
0.7904 |
|
2.618 |
0.7800 |
|
1.618 |
0.7736 |
|
1.000 |
0.7696 |
|
0.618 |
0.7672 |
|
HIGH |
0.7632 |
|
0.618 |
0.7608 |
|
0.500 |
0.7600 |
|
0.382 |
0.7592 |
|
LOW |
0.7568 |
|
0.618 |
0.7528 |
|
1.000 |
0.7504 |
|
1.618 |
0.7464 |
|
2.618 |
0.7400 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7609 |
0.7609 |
| PP |
0.7604 |
0.7604 |
| S1 |
0.7600 |
0.7600 |
|