CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7618 |
0.7645 |
0.0027 |
0.4% |
0.7587 |
High |
0.7653 |
0.7663 |
0.0010 |
0.1% |
0.7683 |
Low |
0.7590 |
0.7615 |
0.0025 |
0.3% |
0.7534 |
Close |
0.7631 |
0.7663 |
0.0032 |
0.4% |
0.7574 |
Range |
0.0063 |
0.0048 |
-0.0015 |
-23.8% |
0.0149 |
ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
70 |
40 |
-30 |
-42.9% |
1,513 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7791 |
0.7775 |
0.7689 |
|
R3 |
0.7743 |
0.7727 |
0.7676 |
|
R2 |
0.7695 |
0.7695 |
0.7672 |
|
R1 |
0.7679 |
0.7679 |
0.7667 |
0.7687 |
PP |
0.7647 |
0.7647 |
0.7647 |
0.7651 |
S1 |
0.7631 |
0.7631 |
0.7659 |
0.7639 |
S2 |
0.7599 |
0.7599 |
0.7654 |
|
S3 |
0.7551 |
0.7583 |
0.7650 |
|
S4 |
0.7503 |
0.7535 |
0.7637 |
|
|
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 |
0.7867 |
2.618 |
0.7789 |
1.618 |
0.7741 |
1.000 |
0.7711 |
0.618 |
0.7693 |
HIGH |
0.7663 |
0.618 |
0.7645 |
0.500 |
0.7639 |
0.382 |
0.7633 |
LOW |
0.7615 |
0.618 |
0.7585 |
1.000 |
0.7567 |
1.618 |
0.7537 |
2.618 |
0.7489 |
4.250 |
0.7411 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7655 |
0.7649 |
PP |
0.7647 |
0.7634 |
S1 |
0.7639 |
0.7620 |
|