CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
0.7494 |
0.7518 |
0.0024 |
0.3% |
0.7510 |
High |
0.7532 |
0.7530 |
-0.0002 |
0.0% |
0.7530 |
Low |
0.7494 |
0.7502 |
0.0008 |
0.1% |
0.7421 |
Close |
0.7516 |
0.7520 |
0.0004 |
0.1% |
0.7448 |
Range |
0.0038 |
0.0028 |
-0.0010 |
-26.3% |
0.0109 |
ATR |
0.0061 |
0.0058 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
23 |
21 |
-2 |
-8.7% |
331 |
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7601 |
0.7589 |
0.7535 |
|
R3 |
0.7573 |
0.7561 |
0.7528 |
|
R2 |
0.7545 |
0.7545 |
0.7525 |
|
R1 |
0.7533 |
0.7533 |
0.7523 |
0.7539 |
PP |
0.7517 |
0.7517 |
0.7517 |
0.7521 |
S1 |
0.7505 |
0.7505 |
0.7517 |
0.7511 |
S2 |
0.7489 |
0.7489 |
0.7515 |
|
S3 |
0.7461 |
0.7477 |
0.7512 |
|
S4 |
0.7433 |
0.7449 |
0.7505 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7793 |
0.7730 |
0.7508 |
|
R3 |
0.7684 |
0.7621 |
0.7478 |
|
R2 |
0.7575 |
0.7575 |
0.7468 |
|
R1 |
0.7512 |
0.7512 |
0.7458 |
0.7489 |
PP |
0.7466 |
0.7466 |
0.7466 |
0.7455 |
S1 |
0.7403 |
0.7403 |
0.7438 |
0.7380 |
S2 |
0.7357 |
0.7357 |
0.7428 |
|
S3 |
0.7248 |
0.7294 |
0.7418 |
|
S4 |
0.7139 |
0.7185 |
0.7388 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7649 |
2.618 |
0.7603 |
1.618 |
0.7575 |
1.000 |
0.7558 |
0.618 |
0.7547 |
HIGH |
0.7530 |
0.618 |
0.7519 |
0.500 |
0.7516 |
0.382 |
0.7513 |
LOW |
0.7502 |
0.618 |
0.7485 |
1.000 |
0.7474 |
1.618 |
0.7457 |
2.618 |
0.7429 |
4.250 |
0.7383 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7519 |
0.7509 |
PP |
0.7517 |
0.7498 |
S1 |
0.7516 |
0.7487 |
|