CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 28-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
0.7589 |
0.7640 |
0.0051 |
0.7% |
0.7494 |
High |
0.7663 |
0.7661 |
-0.0002 |
0.0% |
0.7642 |
Low |
0.7582 |
0.7616 |
0.0034 |
0.4% |
0.7494 |
Close |
0.7634 |
0.7659 |
0.0025 |
0.3% |
0.7587 |
Range |
0.0081 |
0.0045 |
-0.0036 |
-44.4% |
0.0148 |
ATR |
0.0061 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
95 |
115 |
20 |
21.1% |
239 |
|
Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7780 |
0.7765 |
0.7684 |
|
R3 |
0.7735 |
0.7720 |
0.7671 |
|
R2 |
0.7690 |
0.7690 |
0.7667 |
|
R1 |
0.7675 |
0.7675 |
0.7663 |
0.7683 |
PP |
0.7645 |
0.7645 |
0.7645 |
0.7649 |
S1 |
0.7630 |
0.7630 |
0.7655 |
0.7638 |
S2 |
0.7600 |
0.7600 |
0.7651 |
|
S3 |
0.7555 |
0.7585 |
0.7647 |
|
S4 |
0.7510 |
0.7540 |
0.7634 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8018 |
0.7951 |
0.7668 |
|
R3 |
0.7870 |
0.7803 |
0.7628 |
|
R2 |
0.7722 |
0.7722 |
0.7614 |
|
R1 |
0.7655 |
0.7655 |
0.7601 |
0.7689 |
PP |
0.7574 |
0.7574 |
0.7574 |
0.7591 |
S1 |
0.7507 |
0.7507 |
0.7573 |
0.7541 |
S2 |
0.7426 |
0.7426 |
0.7560 |
|
S3 |
0.7278 |
0.7359 |
0.7546 |
|
S4 |
0.7130 |
0.7211 |
0.7506 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7852 |
2.618 |
0.7779 |
1.618 |
0.7734 |
1.000 |
0.7706 |
0.618 |
0.7689 |
HIGH |
0.7661 |
0.618 |
0.7644 |
0.500 |
0.7639 |
0.382 |
0.7633 |
LOW |
0.7616 |
0.618 |
0.7588 |
1.000 |
0.7571 |
1.618 |
0.7543 |
2.618 |
0.7498 |
4.250 |
0.7425 |
|
|
Fisher Pivots for day following 28-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7652 |
0.7645 |
PP |
0.7645 |
0.7632 |
S1 |
0.7639 |
0.7618 |
|