CME Australian Dollar Future March 2017
Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7385 |
0.7363 |
-0.0022 |
-0.3% |
0.7312 |
High |
0.7425 |
0.7449 |
0.0024 |
0.3% |
0.7449 |
Low |
0.7355 |
0.7346 |
-0.0009 |
-0.1% |
0.7293 |
Close |
0.7368 |
0.7408 |
0.0040 |
0.5% |
0.7408 |
Range |
0.0070 |
0.0103 |
0.0033 |
47.1% |
0.0156 |
ATR |
0.0078 |
0.0080 |
0.0002 |
2.3% |
0.0000 |
Volume |
781 |
1,376 |
595 |
76.2% |
3,320 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7710 |
0.7662 |
0.7465 |
|
R3 |
0.7607 |
0.7559 |
0.7436 |
|
R2 |
0.7504 |
0.7504 |
0.7427 |
|
R1 |
0.7456 |
0.7456 |
0.7417 |
0.7480 |
PP |
0.7401 |
0.7401 |
0.7401 |
0.7413 |
S1 |
0.7353 |
0.7353 |
0.7399 |
0.7377 |
S2 |
0.7298 |
0.7298 |
0.7389 |
|
S3 |
0.7195 |
0.7250 |
0.7380 |
|
S4 |
0.7092 |
0.7147 |
0.7351 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7851 |
0.7786 |
0.7494 |
|
R3 |
0.7695 |
0.7630 |
0.7451 |
|
R2 |
0.7539 |
0.7539 |
0.7437 |
|
R1 |
0.7474 |
0.7474 |
0.7422 |
0.7507 |
PP |
0.7383 |
0.7383 |
0.7383 |
0.7400 |
S1 |
0.7318 |
0.7318 |
0.7394 |
0.7351 |
S2 |
0.7227 |
0.7227 |
0.7379 |
|
S3 |
0.7071 |
0.7162 |
0.7365 |
|
S4 |
0.6915 |
0.7006 |
0.7322 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7449 |
0.7293 |
0.0156 |
2.1% |
0.0074 |
1.0% |
74% |
True |
False |
771 |
10 |
0.7606 |
0.7293 |
0.0313 |
4.2% |
0.0080 |
1.1% |
37% |
False |
False |
778 |
20 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0081 |
1.1% |
25% |
False |
False |
562 |
40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0073 |
1.0% |
25% |
False |
False |
387 |
60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0068 |
0.9% |
25% |
False |
False |
275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7887 |
2.618 |
0.7719 |
1.618 |
0.7616 |
1.000 |
0.7552 |
0.618 |
0.7513 |
HIGH |
0.7449 |
0.618 |
0.7410 |
0.500 |
0.7398 |
0.382 |
0.7385 |
LOW |
0.7346 |
0.618 |
0.7282 |
1.000 |
0.7243 |
1.618 |
0.7179 |
2.618 |
0.7076 |
4.250 |
0.6908 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7405 |
0.7405 |
PP |
0.7401 |
0.7401 |
S1 |
0.7398 |
0.7398 |
|