CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7720 |
0.7617 |
-0.0103 |
-1.3% |
0.7571 |
High |
0.7748 |
0.7718 |
-0.0030 |
-0.4% |
0.7672 |
Low |
0.7557 |
0.7547 |
-0.0010 |
-0.1% |
0.7561 |
Close |
0.7625 |
0.7588 |
-0.0037 |
-0.5% |
0.7653 |
Range |
0.0191 |
0.0171 |
-0.0020 |
-10.5% |
0.0111 |
ATR |
0.0072 |
0.0079 |
0.0007 |
9.9% |
0.0000 |
Volume |
1,218 |
634 |
-584 |
-47.9% |
798 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8131 |
0.8030 |
0.7682 |
|
R3 |
0.7960 |
0.7859 |
0.7635 |
|
R2 |
0.7789 |
0.7789 |
0.7619 |
|
R1 |
0.7688 |
0.7688 |
0.7604 |
0.7653 |
PP |
0.7618 |
0.7618 |
0.7618 |
0.7600 |
S1 |
0.7517 |
0.7517 |
0.7572 |
0.7482 |
S2 |
0.7447 |
0.7447 |
0.7557 |
|
S3 |
0.7276 |
0.7346 |
0.7541 |
|
S4 |
0.7105 |
0.7175 |
0.7494 |
|
|
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 |
0.8445 |
2.618 |
0.8166 |
1.618 |
0.7995 |
1.000 |
0.7889 |
0.618 |
0.7824 |
HIGH |
0.7718 |
0.618 |
0.7653 |
0.500 |
0.7633 |
0.382 |
0.7612 |
LOW |
0.7547 |
0.618 |
0.7441 |
1.000 |
0.7376 |
1.618 |
0.7270 |
2.618 |
0.7099 |
4.250 |
0.6820 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7633 |
0.7651 |
PP |
0.7618 |
0.7630 |
S1 |
0.7603 |
0.7609 |
|