CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7640 |
0.7658 |
0.0018 |
0.2% |
0.7494 |
| High |
0.7661 |
0.7677 |
0.0016 |
0.2% |
0.7642 |
| Low |
0.7616 |
0.7597 |
-0.0019 |
-0.2% |
0.7494 |
| Close |
0.7659 |
0.7615 |
-0.0044 |
-0.6% |
0.7587 |
| Range |
0.0045 |
0.0080 |
0.0035 |
77.8% |
0.0148 |
| ATR |
0.0059 |
0.0061 |
0.0001 |
2.5% |
0.0000 |
| Volume |
115 |
70 |
-45 |
-39.1% |
239 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7870 |
0.7822 |
0.7659 |
|
| R3 |
0.7790 |
0.7742 |
0.7637 |
|
| R2 |
0.7710 |
0.7710 |
0.7630 |
|
| R1 |
0.7662 |
0.7662 |
0.7622 |
0.7646 |
| PP |
0.7630 |
0.7630 |
0.7630 |
0.7622 |
| S1 |
0.7582 |
0.7582 |
0.7608 |
0.7566 |
| S2 |
0.7550 |
0.7550 |
0.7600 |
|
| S3 |
0.7470 |
0.7502 |
0.7593 |
|
| S4 |
0.7390 |
0.7422 |
0.7571 |
|
|
| 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 |
0.8017 |
|
2.618 |
0.7886 |
|
1.618 |
0.7806 |
|
1.000 |
0.7757 |
|
0.618 |
0.7726 |
|
HIGH |
0.7677 |
|
0.618 |
0.7646 |
|
0.500 |
0.7637 |
|
0.382 |
0.7628 |
|
LOW |
0.7597 |
|
0.618 |
0.7548 |
|
1.000 |
0.7517 |
|
1.618 |
0.7468 |
|
2.618 |
0.7388 |
|
4.250 |
0.7257 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7637 |
0.7630 |
| PP |
0.7630 |
0.7625 |
| S1 |
0.7622 |
0.7620 |
|