CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7694 |
0.7654 |
-0.0040 |
-0.5% |
0.7801 |
High |
0.7711 |
0.7667 |
-0.0044 |
-0.6% |
0.7823 |
Low |
0.7647 |
0.7623 |
-0.0024 |
-0.3% |
0.7623 |
Close |
0.7657 |
0.7657 |
0.0000 |
0.0% |
0.7657 |
Range |
0.0064 |
0.0044 |
-0.0020 |
-31.2% |
0.0200 |
ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
443 |
25 |
-418 |
-94.4% |
658 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7781 |
0.7763 |
0.7681 |
|
R3 |
0.7737 |
0.7719 |
0.7669 |
|
R2 |
0.7693 |
0.7693 |
0.7665 |
|
R1 |
0.7675 |
0.7675 |
0.7661 |
0.7684 |
PP |
0.7649 |
0.7649 |
0.7649 |
0.7654 |
S1 |
0.7631 |
0.7631 |
0.7653 |
0.7640 |
S2 |
0.7605 |
0.7605 |
0.7649 |
|
S3 |
0.7561 |
0.7587 |
0.7645 |
|
S4 |
0.7517 |
0.7543 |
0.7633 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8301 |
0.8179 |
0.7767 |
|
R3 |
0.8101 |
0.7979 |
0.7712 |
|
R2 |
0.7901 |
0.7901 |
0.7694 |
|
R1 |
0.7779 |
0.7779 |
0.7675 |
0.7740 |
PP |
0.7701 |
0.7701 |
0.7701 |
0.7682 |
S1 |
0.7579 |
0.7579 |
0.7639 |
0.7540 |
S2 |
0.7501 |
0.7501 |
0.7620 |
|
S3 |
0.7301 |
0.7379 |
0.7602 |
|
S4 |
0.7101 |
0.7179 |
0.7547 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7854 |
2.618 |
0.7782 |
1.618 |
0.7738 |
1.000 |
0.7711 |
0.618 |
0.7694 |
HIGH |
0.7667 |
0.618 |
0.7650 |
0.500 |
0.7645 |
0.382 |
0.7640 |
LOW |
0.7623 |
0.618 |
0.7596 |
1.000 |
0.7579 |
1.618 |
0.7552 |
2.618 |
0.7508 |
4.250 |
0.7436 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7653 |
0.7698 |
PP |
0.7649 |
0.7684 |
S1 |
0.7645 |
0.7671 |
|