CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 12-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7553 |
0.7535 |
-0.0018 |
-0.2% |
0.7618 |
High |
0.7583 |
0.7564 |
-0.0019 |
-0.3% |
0.7664 |
Low |
0.7508 |
0.7512 |
0.0004 |
0.1% |
0.7526 |
Close |
0.7517 |
0.7537 |
0.0020 |
0.3% |
0.7553 |
Range |
0.0075 |
0.0052 |
-0.0023 |
-30.7% |
0.0138 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
62 |
35 |
-27 |
-43.5% |
441 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7694 |
0.7667 |
0.7566 |
|
R3 |
0.7642 |
0.7615 |
0.7551 |
|
R2 |
0.7590 |
0.7590 |
0.7547 |
|
R1 |
0.7563 |
0.7563 |
0.7542 |
0.7577 |
PP |
0.7538 |
0.7538 |
0.7538 |
0.7544 |
S1 |
0.7511 |
0.7511 |
0.7532 |
0.7525 |
S2 |
0.7486 |
0.7486 |
0.7527 |
|
S3 |
0.7434 |
0.7459 |
0.7523 |
|
S4 |
0.7382 |
0.7407 |
0.7508 |
|
|
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 |
0.7785 |
2.618 |
0.7700 |
1.618 |
0.7648 |
1.000 |
0.7616 |
0.618 |
0.7596 |
HIGH |
0.7564 |
0.618 |
0.7544 |
0.500 |
0.7538 |
0.382 |
0.7532 |
LOW |
0.7512 |
0.618 |
0.7480 |
1.000 |
0.7460 |
1.618 |
0.7428 |
2.618 |
0.7376 |
4.250 |
0.7291 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7538 |
0.7554 |
PP |
0.7538 |
0.7548 |
S1 |
0.7537 |
0.7543 |
|