CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 20-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7661 |
0.7696 |
0.0035 |
0.5% |
0.7572 |
High |
0.7701 |
0.7707 |
0.0006 |
0.1% |
0.7619 |
Low |
0.7633 |
0.7596 |
-0.0037 |
-0.5% |
0.7481 |
Close |
0.7689 |
0.7601 |
-0.0088 |
-1.1% |
0.7584 |
Range |
0.0068 |
0.0111 |
0.0043 |
63.2% |
0.0138 |
ATR |
0.0063 |
0.0066 |
0.0003 |
5.5% |
0.0000 |
Volume |
770 |
135 |
-635 |
-82.5% |
956 |
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7968 |
0.7895 |
0.7662 |
|
R3 |
0.7857 |
0.7784 |
0.7632 |
|
R2 |
0.7746 |
0.7746 |
0.7621 |
|
R1 |
0.7673 |
0.7673 |
0.7611 |
0.7654 |
PP |
0.7635 |
0.7635 |
0.7635 |
0.7625 |
S1 |
0.7562 |
0.7562 |
0.7591 |
0.7543 |
S2 |
0.7524 |
0.7524 |
0.7581 |
|
S3 |
0.7413 |
0.7451 |
0.7570 |
|
S4 |
0.7302 |
0.7340 |
0.7540 |
|
|
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 |
0.8179 |
2.618 |
0.7998 |
1.618 |
0.7887 |
1.000 |
0.7818 |
0.618 |
0.7776 |
HIGH |
0.7707 |
0.618 |
0.7665 |
0.500 |
0.7652 |
0.382 |
0.7638 |
LOW |
0.7596 |
0.618 |
0.7527 |
1.000 |
0.7485 |
1.618 |
0.7416 |
2.618 |
0.7305 |
4.250 |
0.7124 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7652 |
0.7652 |
PP |
0.7635 |
0.7635 |
S1 |
0.7618 |
0.7618 |
|