CME Australian Dollar Future September 2017
Trading Metrics calculated at close of trading on 29-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
0.7607 |
0.7624 |
0.0017 |
0.2% |
0.7691 |
High |
0.7632 |
0.7651 |
0.0019 |
0.2% |
0.7725 |
Low |
0.7568 |
0.7610 |
0.0042 |
0.6% |
0.7584 |
Close |
0.7613 |
0.7648 |
0.0035 |
0.5% |
0.7606 |
Range |
0.0064 |
0.0041 |
-0.0023 |
-35.9% |
0.0141 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
71 |
143 |
72 |
101.4% |
527 |
|
Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7759 |
0.7745 |
0.7671 |
|
R3 |
0.7718 |
0.7704 |
0.7659 |
|
R2 |
0.7677 |
0.7677 |
0.7656 |
|
R1 |
0.7663 |
0.7663 |
0.7652 |
0.7670 |
PP |
0.7636 |
0.7636 |
0.7636 |
0.7640 |
S1 |
0.7622 |
0.7622 |
0.7644 |
0.7629 |
S2 |
0.7595 |
0.7595 |
0.7640 |
|
S3 |
0.7554 |
0.7581 |
0.7637 |
|
S4 |
0.7513 |
0.7540 |
0.7625 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8061 |
0.7975 |
0.7684 |
|
R3 |
0.7920 |
0.7834 |
0.7645 |
|
R2 |
0.7779 |
0.7779 |
0.7632 |
|
R1 |
0.7693 |
0.7693 |
0.7619 |
0.7666 |
PP |
0.7638 |
0.7638 |
0.7638 |
0.7625 |
S1 |
0.7552 |
0.7552 |
0.7593 |
0.7525 |
S2 |
0.7497 |
0.7497 |
0.7580 |
|
S3 |
0.7356 |
0.7411 |
0.7567 |
|
S4 |
0.7215 |
0.7270 |
0.7528 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7825 |
2.618 |
0.7758 |
1.618 |
0.7717 |
1.000 |
0.7692 |
0.618 |
0.7676 |
HIGH |
0.7651 |
0.618 |
0.7635 |
0.500 |
0.7631 |
0.382 |
0.7626 |
LOW |
0.7610 |
0.618 |
0.7585 |
1.000 |
0.7569 |
1.618 |
0.7544 |
2.618 |
0.7503 |
4.250 |
0.7436 |
|
|
Fisher Pivots for day following 29-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7642 |
0.7635 |
PP |
0.7636 |
0.7622 |
S1 |
0.7631 |
0.7610 |
|