CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 28-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7619 |
0.7562 |
-0.0057 |
-0.7% |
0.7587 |
High |
0.7626 |
0.7583 |
-0.0043 |
-0.6% |
0.7683 |
Low |
0.7559 |
0.7534 |
-0.0025 |
-0.3% |
0.7534 |
Close |
0.7563 |
0.7574 |
0.0011 |
0.1% |
0.7574 |
Range |
0.0067 |
0.0049 |
-0.0018 |
-26.9% |
0.0149 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
622 |
210 |
-412 |
-66.2% |
1,513 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7711 |
0.7691 |
0.7601 |
|
R3 |
0.7662 |
0.7642 |
0.7587 |
|
R2 |
0.7613 |
0.7613 |
0.7583 |
|
R1 |
0.7593 |
0.7593 |
0.7578 |
0.7603 |
PP |
0.7564 |
0.7564 |
0.7564 |
0.7569 |
S1 |
0.7544 |
0.7544 |
0.7570 |
0.7554 |
S2 |
0.7515 |
0.7515 |
0.7565 |
|
S3 |
0.7466 |
0.7495 |
0.7561 |
|
S4 |
0.7417 |
0.7446 |
0.7547 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8044 |
0.7958 |
0.7656 |
|
R3 |
0.7895 |
0.7809 |
0.7615 |
|
R2 |
0.7746 |
0.7746 |
0.7601 |
|
R1 |
0.7660 |
0.7660 |
0.7588 |
0.7629 |
PP |
0.7597 |
0.7597 |
0.7597 |
0.7581 |
S1 |
0.7511 |
0.7511 |
0.7560 |
0.7480 |
S2 |
0.7448 |
0.7448 |
0.7547 |
|
S3 |
0.7299 |
0.7362 |
0.7533 |
|
S4 |
0.7150 |
0.7213 |
0.7492 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7791 |
2.618 |
0.7711 |
1.618 |
0.7662 |
1.000 |
0.7632 |
0.618 |
0.7613 |
HIGH |
0.7583 |
0.618 |
0.7564 |
0.500 |
0.7559 |
0.382 |
0.7553 |
LOW |
0.7534 |
0.618 |
0.7504 |
1.000 |
0.7485 |
1.618 |
0.7455 |
2.618 |
0.7406 |
4.250 |
0.7326 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7569 |
0.7609 |
PP |
0.7564 |
0.7597 |
S1 |
0.7559 |
0.7586 |
|