CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 03-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7598 |
0.7618 |
0.0020 |
0.3% |
0.7582 |
High |
0.7642 |
0.7652 |
0.0010 |
0.1% |
0.7677 |
Low |
0.7562 |
0.7615 |
0.0053 |
0.7% |
0.7562 |
Close |
0.7635 |
0.7646 |
0.0011 |
0.1% |
0.7635 |
Range |
0.0080 |
0.0037 |
-0.0043 |
-53.8% |
0.0115 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
131 |
29 |
-102 |
-77.9% |
447 |
|
Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7749 |
0.7734 |
0.7666 |
|
R3 |
0.7712 |
0.7697 |
0.7656 |
|
R2 |
0.7675 |
0.7675 |
0.7653 |
|
R1 |
0.7660 |
0.7660 |
0.7649 |
0.7667 |
PP |
0.7638 |
0.7638 |
0.7638 |
0.7641 |
S1 |
0.7623 |
0.7623 |
0.7643 |
0.7631 |
S2 |
0.7601 |
0.7601 |
0.7639 |
|
S3 |
0.7564 |
0.7586 |
0.7636 |
|
S4 |
0.7527 |
0.7549 |
0.7626 |
|
|
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 |
0.7809 |
2.618 |
0.7749 |
1.618 |
0.7712 |
1.000 |
0.7689 |
0.618 |
0.7675 |
HIGH |
0.7652 |
0.618 |
0.7638 |
0.500 |
0.7634 |
0.382 |
0.7629 |
LOW |
0.7615 |
0.618 |
0.7592 |
1.000 |
0.7578 |
1.618 |
0.7555 |
2.618 |
0.7518 |
4.250 |
0.7458 |
|
|
Fisher Pivots for day following 03-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7642 |
0.7637 |
PP |
0.7638 |
0.7628 |
S1 |
0.7634 |
0.7620 |
|