CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7600 |
0.7585 |
-0.0015 |
-0.2% |
0.7582 |
| High |
0.7616 |
0.7594 |
-0.0022 |
-0.3% |
0.7677 |
| Low |
0.7567 |
0.7537 |
-0.0030 |
-0.4% |
0.7562 |
| Close |
0.7596 |
0.7551 |
-0.0045 |
-0.6% |
0.7635 |
| Range |
0.0049 |
0.0057 |
0.0008 |
16.3% |
0.0115 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
175 |
63 |
-112 |
-64.0% |
447 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7732 |
0.7698 |
0.7582 |
|
| R3 |
0.7675 |
0.7641 |
0.7567 |
|
| R2 |
0.7618 |
0.7618 |
0.7561 |
|
| R1 |
0.7584 |
0.7584 |
0.7556 |
0.7573 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7555 |
| S1 |
0.7527 |
0.7527 |
0.7546 |
0.7516 |
| S2 |
0.7504 |
0.7504 |
0.7541 |
|
| S3 |
0.7447 |
0.7470 |
0.7535 |
|
| S4 |
0.7390 |
0.7413 |
0.7520 |
|
|
| 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 |
0.7836 |
|
2.618 |
0.7743 |
|
1.618 |
0.7686 |
|
1.000 |
0.7651 |
|
0.618 |
0.7629 |
|
HIGH |
0.7594 |
|
0.618 |
0.7572 |
|
0.500 |
0.7566 |
|
0.382 |
0.7559 |
|
LOW |
0.7537 |
|
0.618 |
0.7502 |
|
1.000 |
0.7480 |
|
1.618 |
0.7445 |
|
2.618 |
0.7388 |
|
4.250 |
0.7295 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7566 |
0.7601 |
| PP |
0.7561 |
0.7584 |
| S1 |
0.7556 |
0.7568 |
|