CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7617 |
0.7586 |
-0.0031 |
-0.4% |
0.7654 |
High |
0.7718 |
0.7606 |
-0.0112 |
-1.5% |
0.7754 |
Low |
0.7547 |
0.7504 |
-0.0043 |
-0.6% |
0.7504 |
Close |
0.7588 |
0.7513 |
-0.0075 |
-1.0% |
0.7513 |
Range |
0.0171 |
0.0102 |
-0.0069 |
-40.4% |
0.0250 |
ATR |
0.0079 |
0.0081 |
0.0002 |
2.1% |
0.0000 |
Volume |
634 |
629 |
-5 |
-0.8% |
3,084 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7847 |
0.7782 |
0.7569 |
|
R3 |
0.7745 |
0.7680 |
0.7541 |
|
R2 |
0.7643 |
0.7643 |
0.7532 |
|
R1 |
0.7578 |
0.7578 |
0.7522 |
0.7560 |
PP |
0.7541 |
0.7541 |
0.7541 |
0.7532 |
S1 |
0.7476 |
0.7476 |
0.7504 |
0.7458 |
S2 |
0.7439 |
0.7439 |
0.7494 |
|
S3 |
0.7337 |
0.7374 |
0.7485 |
|
S4 |
0.7235 |
0.7272 |
0.7457 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8340 |
0.8177 |
0.7650 |
|
R3 |
0.8090 |
0.7927 |
0.7582 |
|
R2 |
0.7840 |
0.7840 |
0.7559 |
|
R1 |
0.7677 |
0.7677 |
0.7536 |
0.7634 |
PP |
0.7590 |
0.7590 |
0.7590 |
0.7569 |
S1 |
0.7427 |
0.7427 |
0.7490 |
0.7384 |
S2 |
0.7340 |
0.7340 |
0.7467 |
|
S3 |
0.7090 |
0.7177 |
0.7444 |
|
S4 |
0.6840 |
0.6927 |
0.7376 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8039 |
2.618 |
0.7873 |
1.618 |
0.7771 |
1.000 |
0.7708 |
0.618 |
0.7669 |
HIGH |
0.7606 |
0.618 |
0.7567 |
0.500 |
0.7555 |
0.382 |
0.7543 |
LOW |
0.7504 |
0.618 |
0.7441 |
1.000 |
0.7402 |
1.618 |
0.7339 |
2.618 |
0.7237 |
4.250 |
0.7071 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7555 |
0.7626 |
PP |
0.7541 |
0.7588 |
S1 |
0.7527 |
0.7551 |
|