CME Australian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7572 |
0.7553 |
-0.0019 |
-0.3% |
0.7618 |
| High |
0.7600 |
0.7583 |
-0.0017 |
-0.2% |
0.7664 |
| Low |
0.7554 |
0.7508 |
-0.0046 |
-0.6% |
0.7526 |
| Close |
0.7579 |
0.7517 |
-0.0062 |
-0.8% |
0.7553 |
| Range |
0.0046 |
0.0075 |
0.0029 |
63.0% |
0.0138 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.7% |
0.0000 |
| Volume |
15 |
62 |
47 |
313.3% |
441 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7761 |
0.7714 |
0.7558 |
|
| R3 |
0.7686 |
0.7639 |
0.7538 |
|
| R2 |
0.7611 |
0.7611 |
0.7531 |
|
| R1 |
0.7564 |
0.7564 |
0.7524 |
0.7550 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7529 |
| S1 |
0.7489 |
0.7489 |
0.7510 |
0.7475 |
| S2 |
0.7461 |
0.7461 |
0.7503 |
|
| S3 |
0.7386 |
0.7414 |
0.7496 |
|
| S4 |
0.7311 |
0.7339 |
0.7476 |
|
|
| 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 |
0.7902 |
|
2.618 |
0.7779 |
|
1.618 |
0.7704 |
|
1.000 |
0.7658 |
|
0.618 |
0.7629 |
|
HIGH |
0.7583 |
|
0.618 |
0.7554 |
|
0.500 |
0.7546 |
|
0.382 |
0.7537 |
|
LOW |
0.7508 |
|
0.618 |
0.7462 |
|
1.000 |
0.7433 |
|
1.618 |
0.7387 |
|
2.618 |
0.7312 |
|
4.250 |
0.7189 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7546 |
0.7554 |
| PP |
0.7536 |
0.7542 |
| S1 |
0.7527 |
0.7529 |
|