CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 05-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7664 |
0.7600 |
-0.0064 |
-0.8% |
0.7582 |
High |
0.7664 |
0.7616 |
-0.0048 |
-0.6% |
0.7677 |
Low |
0.7582 |
0.7567 |
-0.0015 |
-0.2% |
0.7562 |
Close |
0.7591 |
0.7596 |
0.0005 |
0.1% |
0.7635 |
Range |
0.0082 |
0.0049 |
-0.0033 |
-40.2% |
0.0115 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
132 |
175 |
43 |
32.6% |
447 |
|
Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7740 |
0.7717 |
0.7623 |
|
R3 |
0.7691 |
0.7668 |
0.7609 |
|
R2 |
0.7642 |
0.7642 |
0.7605 |
|
R1 |
0.7619 |
0.7619 |
0.7600 |
0.7606 |
PP |
0.7593 |
0.7593 |
0.7593 |
0.7587 |
S1 |
0.7570 |
0.7570 |
0.7592 |
0.7557 |
S2 |
0.7544 |
0.7544 |
0.7587 |
|
S3 |
0.7495 |
0.7521 |
0.7583 |
|
S4 |
0.7446 |
0.7472 |
0.7569 |
|
|
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 |
0.7824 |
2.618 |
0.7744 |
1.618 |
0.7695 |
1.000 |
0.7665 |
0.618 |
0.7646 |
HIGH |
0.7616 |
0.618 |
0.7597 |
0.500 |
0.7592 |
0.382 |
0.7586 |
LOW |
0.7567 |
0.618 |
0.7537 |
1.000 |
0.7518 |
1.618 |
0.7488 |
2.618 |
0.7439 |
4.250 |
0.7359 |
|
|
Fisher Pivots for day following 05-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7595 |
0.7616 |
PP |
0.7593 |
0.7609 |
S1 |
0.7592 |
0.7603 |
|