CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7581 |
0.7618 |
0.0037 |
0.5% |
0.7587 |
High |
0.7664 |
0.7653 |
-0.0011 |
-0.1% |
0.7683 |
Low |
0.7576 |
0.7590 |
0.0014 |
0.2% |
0.7534 |
Close |
0.7624 |
0.7631 |
0.0007 |
0.1% |
0.7574 |
Range |
0.0088 |
0.0063 |
-0.0025 |
-28.4% |
0.0149 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
Volume |
368 |
70 |
-298 |
-81.0% |
1,513 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7814 |
0.7785 |
0.7666 |
|
R3 |
0.7751 |
0.7722 |
0.7648 |
|
R2 |
0.7688 |
0.7688 |
0.7643 |
|
R1 |
0.7659 |
0.7659 |
0.7637 |
0.7673 |
PP |
0.7625 |
0.7625 |
0.7625 |
0.7632 |
S1 |
0.7596 |
0.7596 |
0.7625 |
0.7611 |
S2 |
0.7562 |
0.7562 |
0.7619 |
|
S3 |
0.7499 |
0.7533 |
0.7614 |
|
S4 |
0.7436 |
0.7470 |
0.7596 |
|
|
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 |
0.7921 |
2.618 |
0.7818 |
1.618 |
0.7755 |
1.000 |
0.7716 |
0.618 |
0.7692 |
HIGH |
0.7653 |
0.618 |
0.7629 |
0.500 |
0.7622 |
0.382 |
0.7614 |
LOW |
0.7590 |
0.618 |
0.7551 |
1.000 |
0.7527 |
1.618 |
0.7488 |
2.618 |
0.7425 |
4.250 |
0.7322 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7628 |
0.7625 |
PP |
0.7625 |
0.7619 |
S1 |
0.7622 |
0.7613 |
|