CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7586 |
0.7529 |
-0.0057 |
-0.8% |
0.7654 |
High |
0.7606 |
0.7543 |
-0.0063 |
-0.8% |
0.7754 |
Low |
0.7504 |
0.7502 |
-0.0002 |
0.0% |
0.7504 |
Close |
0.7513 |
0.7522 |
0.0009 |
0.1% |
0.7513 |
Range |
0.0102 |
0.0041 |
-0.0061 |
-59.8% |
0.0250 |
ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
629 |
486 |
-143 |
-22.7% |
3,084 |
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7645 |
0.7625 |
0.7545 |
|
R3 |
0.7604 |
0.7584 |
0.7533 |
|
R2 |
0.7563 |
0.7563 |
0.7530 |
|
R1 |
0.7543 |
0.7543 |
0.7526 |
0.7533 |
PP |
0.7522 |
0.7522 |
0.7522 |
0.7517 |
S1 |
0.7502 |
0.7502 |
0.7518 |
0.7492 |
S2 |
0.7481 |
0.7481 |
0.7514 |
|
S3 |
0.7440 |
0.7461 |
0.7511 |
|
S4 |
0.7399 |
0.7420 |
0.7499 |
|
|
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 |
0.7717 |
2.618 |
0.7650 |
1.618 |
0.7609 |
1.000 |
0.7584 |
0.618 |
0.7568 |
HIGH |
0.7543 |
0.618 |
0.7527 |
0.500 |
0.7523 |
0.382 |
0.7518 |
LOW |
0.7502 |
0.618 |
0.7477 |
1.000 |
0.7461 |
1.618 |
0.7436 |
2.618 |
0.7395 |
4.250 |
0.7328 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7523 |
0.7610 |
PP |
0.7522 |
0.7581 |
S1 |
0.7522 |
0.7551 |
|