CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7620 |
0.7619 |
-0.0001 |
0.0% |
0.7592 |
High |
0.7683 |
0.7626 |
-0.0057 |
-0.7% |
0.7707 |
Low |
0.7613 |
0.7559 |
-0.0054 |
-0.7% |
0.7556 |
Close |
0.7614 |
0.7563 |
-0.0051 |
-0.7% |
0.7578 |
Range |
0.0070 |
0.0067 |
-0.0003 |
-4.3% |
0.0151 |
ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
Volume |
437 |
622 |
185 |
42.3% |
1,438 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7784 |
0.7740 |
0.7600 |
|
R3 |
0.7717 |
0.7673 |
0.7581 |
|
R2 |
0.7650 |
0.7650 |
0.7575 |
|
R1 |
0.7606 |
0.7606 |
0.7569 |
0.7595 |
PP |
0.7583 |
0.7583 |
0.7583 |
0.7577 |
S1 |
0.7539 |
0.7539 |
0.7557 |
0.7528 |
S2 |
0.7516 |
0.7516 |
0.7551 |
|
S3 |
0.7449 |
0.7472 |
0.7545 |
|
S4 |
0.7382 |
0.7405 |
0.7526 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8067 |
0.7973 |
0.7661 |
|
R3 |
0.7916 |
0.7822 |
0.7620 |
|
R2 |
0.7765 |
0.7765 |
0.7606 |
|
R1 |
0.7671 |
0.7671 |
0.7592 |
0.7643 |
PP |
0.7614 |
0.7614 |
0.7614 |
0.7599 |
S1 |
0.7520 |
0.7520 |
0.7564 |
0.7492 |
S2 |
0.7463 |
0.7463 |
0.7550 |
|
S3 |
0.7312 |
0.7369 |
0.7536 |
|
S4 |
0.7161 |
0.7218 |
0.7495 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7911 |
2.618 |
0.7801 |
1.618 |
0.7734 |
1.000 |
0.7693 |
0.618 |
0.7667 |
HIGH |
0.7626 |
0.618 |
0.7600 |
0.500 |
0.7593 |
0.382 |
0.7585 |
LOW |
0.7559 |
0.618 |
0.7518 |
1.000 |
0.7492 |
1.618 |
0.7451 |
2.618 |
0.7384 |
4.250 |
0.7274 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7593 |
0.7621 |
PP |
0.7583 |
0.7602 |
S1 |
0.7573 |
0.7582 |
|