CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 30-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
0.7658 |
0.7598 |
-0.0060 |
-0.8% |
0.7582 |
High |
0.7677 |
0.7642 |
-0.0035 |
-0.5% |
0.7677 |
Low |
0.7597 |
0.7562 |
-0.0035 |
-0.5% |
0.7562 |
Close |
0.7615 |
0.7635 |
0.0020 |
0.3% |
0.7635 |
Range |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0115 |
ATR |
0.0061 |
0.0062 |
0.0001 |
2.2% |
0.0000 |
Volume |
70 |
131 |
61 |
87.1% |
447 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7853 |
0.7824 |
0.7679 |
|
R3 |
0.7773 |
0.7744 |
0.7657 |
|
R2 |
0.7693 |
0.7693 |
0.7650 |
|
R1 |
0.7664 |
0.7664 |
0.7642 |
0.7678 |
PP |
0.7613 |
0.7613 |
0.7613 |
0.7620 |
S1 |
0.7584 |
0.7584 |
0.7628 |
0.7599 |
S2 |
0.7533 |
0.7533 |
0.7620 |
|
S3 |
0.7453 |
0.7504 |
0.7613 |
|
S4 |
0.7373 |
0.7424 |
0.7591 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7970 |
0.7917 |
0.7698 |
|
R3 |
0.7855 |
0.7802 |
0.7667 |
|
R2 |
0.7740 |
0.7740 |
0.7656 |
|
R1 |
0.7687 |
0.7687 |
0.7646 |
0.7714 |
PP |
0.7625 |
0.7625 |
0.7625 |
0.7638 |
S1 |
0.7572 |
0.7572 |
0.7624 |
0.7599 |
S2 |
0.7510 |
0.7510 |
0.7614 |
|
S3 |
0.7395 |
0.7457 |
0.7603 |
|
S4 |
0.7280 |
0.7342 |
0.7572 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7982 |
2.618 |
0.7851 |
1.618 |
0.7771 |
1.000 |
0.7722 |
0.618 |
0.7691 |
HIGH |
0.7642 |
0.618 |
0.7611 |
0.500 |
0.7602 |
0.382 |
0.7593 |
LOW |
0.7562 |
0.618 |
0.7513 |
1.000 |
0.7482 |
1.618 |
0.7433 |
2.618 |
0.7353 |
4.250 |
0.7222 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7624 |
0.7630 |
PP |
0.7613 |
0.7625 |
S1 |
0.7602 |
0.7620 |
|