CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7519 |
0.7527 |
0.0008 |
0.1% |
0.7500 |
High |
0.7562 |
0.7527 |
-0.0035 |
-0.5% |
0.7562 |
Low |
0.7519 |
0.7512 |
-0.0007 |
-0.1% |
0.7338 |
Close |
0.7562 |
0.7512 |
-0.0050 |
-0.7% |
0.7512 |
Range |
0.0043 |
0.0015 |
-0.0028 |
-65.1% |
0.0224 |
ATR |
0.0000 |
0.0072 |
0.0072 |
|
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
20 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7562 |
0.7552 |
0.7520 |
|
R3 |
0.7547 |
0.7537 |
0.7516 |
|
R2 |
0.7532 |
0.7532 |
0.7515 |
|
R1 |
0.7522 |
0.7522 |
0.7513 |
0.7520 |
PP |
0.7517 |
0.7517 |
0.7517 |
0.7516 |
S1 |
0.7507 |
0.7507 |
0.7511 |
0.7505 |
S2 |
0.7502 |
0.7502 |
0.7509 |
|
S3 |
0.7487 |
0.7492 |
0.7508 |
|
S4 |
0.7472 |
0.7477 |
0.7504 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8143 |
0.8051 |
0.7635 |
|
R3 |
0.7919 |
0.7827 |
0.7574 |
|
R2 |
0.7695 |
0.7695 |
0.7553 |
|
R1 |
0.7603 |
0.7603 |
0.7533 |
0.7649 |
PP |
0.7471 |
0.7471 |
0.7471 |
0.7494 |
S1 |
0.7379 |
0.7379 |
0.7491 |
0.7425 |
S2 |
0.7247 |
0.7247 |
0.7471 |
|
S3 |
0.7023 |
0.7155 |
0.7450 |
|
S4 |
0.6799 |
0.6931 |
0.7389 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7591 |
2.618 |
0.7566 |
1.618 |
0.7551 |
1.000 |
0.7542 |
0.618 |
0.7536 |
HIGH |
0.7527 |
0.618 |
0.7521 |
0.500 |
0.7520 |
0.382 |
0.7518 |
LOW |
0.7512 |
0.618 |
0.7503 |
1.000 |
0.7497 |
1.618 |
0.7488 |
2.618 |
0.7473 |
4.250 |
0.7448 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7520 |
0.7491 |
PP |
0.7517 |
0.7471 |
S1 |
0.7515 |
0.7450 |
|