CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7544 |
0.7572 |
0.0028 |
0.4% |
0.7618 |
High |
0.7596 |
0.7600 |
0.0004 |
0.1% |
0.7664 |
Low |
0.7526 |
0.7554 |
0.0028 |
0.4% |
0.7526 |
Close |
0.7553 |
0.7579 |
0.0026 |
0.3% |
0.7553 |
Range |
0.0070 |
0.0046 |
-0.0024 |
-34.3% |
0.0138 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
42 |
15 |
-27 |
-64.3% |
441 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7716 |
0.7693 |
0.7604 |
|
R3 |
0.7670 |
0.7647 |
0.7592 |
|
R2 |
0.7624 |
0.7624 |
0.7587 |
|
R1 |
0.7601 |
0.7601 |
0.7583 |
0.7613 |
PP |
0.7578 |
0.7578 |
0.7578 |
0.7583 |
S1 |
0.7555 |
0.7555 |
0.7575 |
0.7567 |
S2 |
0.7532 |
0.7532 |
0.7571 |
|
S3 |
0.7486 |
0.7509 |
0.7566 |
|
S4 |
0.7440 |
0.7463 |
0.7554 |
|
|
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 |
0.7796 |
2.618 |
0.7720 |
1.618 |
0.7674 |
1.000 |
0.7646 |
0.618 |
0.7628 |
HIGH |
0.7600 |
0.618 |
0.7582 |
0.500 |
0.7577 |
0.382 |
0.7572 |
LOW |
0.7554 |
0.618 |
0.7526 |
1.000 |
0.7508 |
1.618 |
0.7480 |
2.618 |
0.7434 |
4.250 |
0.7359 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7578 |
0.7574 |
PP |
0.7578 |
0.7568 |
S1 |
0.7577 |
0.7563 |
|