CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7585 |
0.7544 |
-0.0041 |
-0.5% |
0.7618 |
| High |
0.7594 |
0.7596 |
0.0002 |
0.0% |
0.7664 |
| Low |
0.7537 |
0.7526 |
-0.0011 |
-0.1% |
0.7526 |
| Close |
0.7551 |
0.7553 |
0.0002 |
0.0% |
0.7553 |
| Range |
0.0057 |
0.0070 |
0.0013 |
22.8% |
0.0138 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.1% |
0.0000 |
| Volume |
63 |
42 |
-21 |
-33.3% |
441 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7768 |
0.7731 |
0.7592 |
|
| R3 |
0.7698 |
0.7661 |
0.7572 |
|
| R2 |
0.7628 |
0.7628 |
0.7566 |
|
| R1 |
0.7591 |
0.7591 |
0.7559 |
0.7610 |
| PP |
0.7558 |
0.7558 |
0.7558 |
0.7568 |
| S1 |
0.7521 |
0.7521 |
0.7547 |
0.7540 |
| S2 |
0.7488 |
0.7488 |
0.7540 |
|
| S3 |
0.7418 |
0.7451 |
0.7534 |
|
| S4 |
0.7348 |
0.7381 |
0.7515 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7995 |
0.7912 |
0.7629 |
|
| R3 |
0.7857 |
0.7774 |
0.7591 |
|
| R2 |
0.7719 |
0.7719 |
0.7578 |
|
| R1 |
0.7636 |
0.7636 |
0.7566 |
0.7609 |
| PP |
0.7581 |
0.7581 |
0.7581 |
0.7567 |
| S1 |
0.7498 |
0.7498 |
0.7540 |
0.7471 |
| S2 |
0.7443 |
0.7443 |
0.7528 |
|
| S3 |
0.7305 |
0.7360 |
0.7515 |
|
| S4 |
0.7167 |
0.7222 |
0.7477 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7894 |
|
2.618 |
0.7779 |
|
1.618 |
0.7709 |
|
1.000 |
0.7666 |
|
0.618 |
0.7639 |
|
HIGH |
0.7596 |
|
0.618 |
0.7569 |
|
0.500 |
0.7561 |
|
0.382 |
0.7553 |
|
LOW |
0.7526 |
|
0.618 |
0.7483 |
|
1.000 |
0.7456 |
|
1.618 |
0.7413 |
|
2.618 |
0.7343 |
|
4.250 |
0.7229 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7561 |
0.7571 |
| PP |
0.7558 |
0.7565 |
| S1 |
0.7556 |
0.7559 |
|