CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7382 |
0.7312 |
-0.0070 |
-0.9% |
0.7529 |
High |
0.7395 |
0.7361 |
-0.0034 |
-0.5% |
0.7558 |
Low |
0.7312 |
0.7293 |
-0.0019 |
-0.3% |
0.7312 |
Close |
0.7323 |
0.7336 |
0.0013 |
0.2% |
0.7323 |
Range |
0.0083 |
0.0068 |
-0.0015 |
-18.1% |
0.0246 |
ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
538 |
608 |
70 |
13.0% |
3,834 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7534 |
0.7503 |
0.7373 |
|
R3 |
0.7466 |
0.7435 |
0.7355 |
|
R2 |
0.7398 |
0.7398 |
0.7348 |
|
R1 |
0.7367 |
0.7367 |
0.7342 |
0.7383 |
PP |
0.7330 |
0.7330 |
0.7330 |
0.7338 |
S1 |
0.7299 |
0.7299 |
0.7330 |
0.7315 |
S2 |
0.7262 |
0.7262 |
0.7324 |
|
S3 |
0.7194 |
0.7231 |
0.7317 |
|
S4 |
0.7126 |
0.7163 |
0.7299 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8136 |
0.7975 |
0.7458 |
|
R3 |
0.7890 |
0.7729 |
0.7391 |
|
R2 |
0.7644 |
0.7644 |
0.7368 |
|
R1 |
0.7483 |
0.7483 |
0.7346 |
0.7441 |
PP |
0.7398 |
0.7398 |
0.7398 |
0.7376 |
S1 |
0.7237 |
0.7237 |
0.7300 |
0.7195 |
S2 |
0.7152 |
0.7152 |
0.7278 |
|
S3 |
0.6906 |
0.6991 |
0.7255 |
|
S4 |
0.6660 |
0.6745 |
0.7188 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7650 |
2.618 |
0.7539 |
1.618 |
0.7471 |
1.000 |
0.7429 |
0.618 |
0.7403 |
HIGH |
0.7361 |
0.618 |
0.7335 |
0.500 |
0.7327 |
0.382 |
0.7319 |
LOW |
0.7293 |
0.618 |
0.7251 |
1.000 |
0.7225 |
1.618 |
0.7183 |
2.618 |
0.7115 |
4.250 |
0.7004 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7333 |
0.7386 |
PP |
0.7330 |
0.7369 |
S1 |
0.7327 |
0.7353 |
|