CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7586 |
0.7589 |
0.0003 |
0.0% |
0.7507 |
High |
0.7586 |
0.7589 |
0.0003 |
0.0% |
0.7528 |
Low |
0.7586 |
0.7589 |
0.0003 |
0.0% |
0.7415 |
Close |
0.7586 |
0.7589 |
0.0003 |
0.0% |
0.7436 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0057 |
-0.0004 |
-6.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7589 |
0.7589 |
0.7589 |
|
R3 |
0.7589 |
0.7589 |
0.7589 |
|
R2 |
0.7589 |
0.7589 |
0.7589 |
|
R1 |
0.7589 |
0.7589 |
0.7589 |
0.7589 |
PP |
0.7589 |
0.7589 |
0.7589 |
0.7589 |
S1 |
0.7589 |
0.7589 |
0.7589 |
0.7589 |
S2 |
0.7589 |
0.7589 |
0.7589 |
|
S3 |
0.7589 |
0.7589 |
0.7589 |
|
S4 |
0.7589 |
0.7589 |
0.7589 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7799 |
0.7730 |
0.7498 |
|
R3 |
0.7686 |
0.7617 |
0.7467 |
|
R2 |
0.7573 |
0.7573 |
0.7457 |
|
R1 |
0.7504 |
0.7504 |
0.7446 |
0.7482 |
PP |
0.7460 |
0.7460 |
0.7460 |
0.7449 |
S1 |
0.7391 |
0.7391 |
0.7426 |
0.7369 |
S2 |
0.7347 |
0.7347 |
0.7415 |
|
S3 |
0.7234 |
0.7278 |
0.7405 |
|
S4 |
0.7121 |
0.7165 |
0.7374 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7589 |
2.618 |
0.7589 |
1.618 |
0.7589 |
1.000 |
0.7589 |
0.618 |
0.7589 |
HIGH |
0.7589 |
0.618 |
0.7589 |
0.500 |
0.7589 |
0.382 |
0.7589 |
LOW |
0.7589 |
0.618 |
0.7589 |
1.000 |
0.7589 |
1.618 |
0.7589 |
2.618 |
0.7589 |
4.250 |
0.7589 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7589 |
0.7583 |
PP |
0.7589 |
0.7576 |
S1 |
0.7589 |
0.7570 |
|