CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7562 |
0.7571 |
0.0009 |
0.1% |
0.7587 |
High |
0.7583 |
0.7595 |
0.0012 |
0.2% |
0.7683 |
Low |
0.7534 |
0.7561 |
0.0027 |
0.4% |
0.7534 |
Close |
0.7574 |
0.7578 |
0.0004 |
0.1% |
0.7574 |
Range |
0.0049 |
0.0034 |
-0.0015 |
-30.6% |
0.0149 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
210 |
271 |
61 |
29.0% |
1,513 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7680 |
0.7663 |
0.7597 |
|
R3 |
0.7646 |
0.7629 |
0.7587 |
|
R2 |
0.7612 |
0.7612 |
0.7584 |
|
R1 |
0.7595 |
0.7595 |
0.7581 |
0.7604 |
PP |
0.7578 |
0.7578 |
0.7578 |
0.7582 |
S1 |
0.7561 |
0.7561 |
0.7575 |
0.7570 |
S2 |
0.7544 |
0.7544 |
0.7572 |
|
S3 |
0.7510 |
0.7527 |
0.7569 |
|
S4 |
0.7476 |
0.7493 |
0.7559 |
|
|
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 |
0.7740 |
2.618 |
0.7684 |
1.618 |
0.7650 |
1.000 |
0.7629 |
0.618 |
0.7616 |
HIGH |
0.7595 |
0.618 |
0.7582 |
0.500 |
0.7578 |
0.382 |
0.7574 |
LOW |
0.7561 |
0.618 |
0.7540 |
1.000 |
0.7527 |
1.618 |
0.7506 |
2.618 |
0.7472 |
4.250 |
0.7417 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7578 |
0.7580 |
PP |
0.7578 |
0.7579 |
S1 |
0.7578 |
0.7579 |
|