CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7537 |
0.7472 |
-0.0065 |
-0.9% |
0.7654 |
High |
0.7548 |
0.7479 |
-0.0069 |
-0.9% |
0.7754 |
Low |
0.7440 |
0.7376 |
-0.0064 |
-0.9% |
0.7504 |
Close |
0.7460 |
0.7391 |
-0.0069 |
-0.9% |
0.7513 |
Range |
0.0108 |
0.0103 |
-0.0005 |
-4.6% |
0.0250 |
ATR |
0.0079 |
0.0081 |
0.0002 |
2.1% |
0.0000 |
Volume |
1,497 |
806 |
-691 |
-46.2% |
3,084 |
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7724 |
0.7661 |
0.7448 |
|
R3 |
0.7621 |
0.7558 |
0.7419 |
|
R2 |
0.7518 |
0.7518 |
0.7410 |
|
R1 |
0.7455 |
0.7455 |
0.7400 |
0.7435 |
PP |
0.7415 |
0.7415 |
0.7415 |
0.7406 |
S1 |
0.7352 |
0.7352 |
0.7382 |
0.7332 |
S2 |
0.7312 |
0.7312 |
0.7372 |
|
S3 |
0.7209 |
0.7249 |
0.7363 |
|
S4 |
0.7106 |
0.7146 |
0.7334 |
|
|
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 |
0.7917 |
2.618 |
0.7749 |
1.618 |
0.7646 |
1.000 |
0.7582 |
0.618 |
0.7543 |
HIGH |
0.7479 |
0.618 |
0.7440 |
0.500 |
0.7428 |
0.382 |
0.7415 |
LOW |
0.7376 |
0.618 |
0.7312 |
1.000 |
0.7273 |
1.618 |
0.7209 |
2.618 |
0.7106 |
4.250 |
0.6938 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7428 |
0.7467 |
PP |
0.7415 |
0.7442 |
S1 |
0.7403 |
0.7416 |
|