CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7645 |
0.7665 |
0.0020 |
0.3% |
0.7571 |
High |
0.7663 |
0.7672 |
0.0009 |
0.1% |
0.7672 |
Low |
0.7615 |
0.7630 |
0.0015 |
0.2% |
0.7561 |
Close |
0.7663 |
0.7653 |
-0.0010 |
-0.1% |
0.7653 |
Range |
0.0048 |
0.0042 |
-0.0006 |
-12.5% |
0.0111 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
40 |
49 |
9 |
22.5% |
798 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7778 |
0.7757 |
0.7676 |
|
R3 |
0.7736 |
0.7715 |
0.7665 |
|
R2 |
0.7694 |
0.7694 |
0.7661 |
|
R1 |
0.7673 |
0.7673 |
0.7657 |
0.7663 |
PP |
0.7652 |
0.7652 |
0.7652 |
0.7646 |
S1 |
0.7631 |
0.7631 |
0.7649 |
0.7620 |
S2 |
0.7610 |
0.7610 |
0.7645 |
|
S3 |
0.7568 |
0.7589 |
0.7641 |
|
S4 |
0.7526 |
0.7547 |
0.7630 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7962 |
0.7918 |
0.7714 |
|
R3 |
0.7851 |
0.7807 |
0.7684 |
|
R2 |
0.7740 |
0.7740 |
0.7673 |
|
R1 |
0.7696 |
0.7696 |
0.7663 |
0.7718 |
PP |
0.7629 |
0.7629 |
0.7629 |
0.7640 |
S1 |
0.7585 |
0.7585 |
0.7643 |
0.7607 |
S2 |
0.7518 |
0.7518 |
0.7633 |
|
S3 |
0.7407 |
0.7474 |
0.7622 |
|
S4 |
0.7296 |
0.7363 |
0.7592 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7851 |
2.618 |
0.7782 |
1.618 |
0.7740 |
1.000 |
0.7714 |
0.618 |
0.7698 |
HIGH |
0.7672 |
0.618 |
0.7656 |
0.500 |
0.7651 |
0.382 |
0.7646 |
LOW |
0.7630 |
0.618 |
0.7604 |
1.000 |
0.7588 |
1.618 |
0.7562 |
2.618 |
0.7520 |
4.250 |
0.7451 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7652 |
0.7646 |
PP |
0.7652 |
0.7638 |
S1 |
0.7651 |
0.7631 |
|