CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7535 |
0.7592 |
0.0057 |
0.8% |
0.7572 |
High |
0.7619 |
0.7601 |
-0.0018 |
-0.2% |
0.7619 |
Low |
0.7532 |
0.7556 |
0.0024 |
0.3% |
0.7481 |
Close |
0.7584 |
0.7600 |
0.0016 |
0.2% |
0.7584 |
Range |
0.0087 |
0.0045 |
-0.0042 |
-48.3% |
0.0138 |
ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
294 |
251 |
-43 |
-14.6% |
956 |
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7721 |
0.7705 |
0.7625 |
|
R3 |
0.7676 |
0.7660 |
0.7612 |
|
R2 |
0.7631 |
0.7631 |
0.7608 |
|
R1 |
0.7615 |
0.7615 |
0.7604 |
0.7623 |
PP |
0.7586 |
0.7586 |
0.7586 |
0.7590 |
S1 |
0.7570 |
0.7570 |
0.7596 |
0.7578 |
S2 |
0.7541 |
0.7541 |
0.7592 |
|
S3 |
0.7496 |
0.7525 |
0.7588 |
|
S4 |
0.7451 |
0.7480 |
0.7575 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7975 |
0.7918 |
0.7660 |
|
R3 |
0.7837 |
0.7780 |
0.7622 |
|
R2 |
0.7699 |
0.7699 |
0.7609 |
|
R1 |
0.7642 |
0.7642 |
0.7597 |
0.7671 |
PP |
0.7561 |
0.7561 |
0.7561 |
0.7576 |
S1 |
0.7504 |
0.7504 |
0.7571 |
0.7533 |
S2 |
0.7423 |
0.7423 |
0.7559 |
|
S3 |
0.7285 |
0.7366 |
0.7546 |
|
S4 |
0.7147 |
0.7228 |
0.7508 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7792 |
2.618 |
0.7719 |
1.618 |
0.7674 |
1.000 |
0.7646 |
0.618 |
0.7629 |
HIGH |
0.7601 |
0.618 |
0.7584 |
0.500 |
0.7579 |
0.382 |
0.7573 |
LOW |
0.7556 |
0.618 |
0.7528 |
1.000 |
0.7511 |
1.618 |
0.7483 |
2.618 |
0.7438 |
4.250 |
0.7365 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7593 |
0.7583 |
PP |
0.7586 |
0.7567 |
S1 |
0.7579 |
0.7550 |
|