CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7597 |
0.7583 |
-0.0014 |
-0.2% |
0.7639 |
High |
0.7610 |
0.7598 |
-0.0012 |
-0.2% |
0.7685 |
Low |
0.7568 |
0.7570 |
0.0002 |
0.0% |
0.7622 |
Close |
0.7577 |
0.7581 |
0.0004 |
0.1% |
0.7652 |
Range |
0.0042 |
0.0028 |
-0.0014 |
-33.3% |
0.0063 |
ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
486 |
160 |
-326 |
-67.1% |
1,117 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7667 |
0.7652 |
0.7596 |
|
R3 |
0.7639 |
0.7624 |
0.7589 |
|
R2 |
0.7611 |
0.7611 |
0.7586 |
|
R1 |
0.7596 |
0.7596 |
0.7584 |
0.7590 |
PP |
0.7583 |
0.7583 |
0.7583 |
0.7580 |
S1 |
0.7568 |
0.7568 |
0.7578 |
0.7562 |
S2 |
0.7555 |
0.7555 |
0.7576 |
|
S3 |
0.7527 |
0.7540 |
0.7573 |
|
S4 |
0.7499 |
0.7512 |
0.7566 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7842 |
0.7810 |
0.7687 |
|
R3 |
0.7779 |
0.7747 |
0.7669 |
|
R2 |
0.7716 |
0.7716 |
0.7664 |
|
R1 |
0.7684 |
0.7684 |
0.7658 |
0.7700 |
PP |
0.7653 |
0.7653 |
0.7653 |
0.7661 |
S1 |
0.7621 |
0.7621 |
0.7646 |
0.7637 |
S2 |
0.7590 |
0.7590 |
0.7640 |
|
S3 |
0.7527 |
0.7558 |
0.7635 |
|
S4 |
0.7464 |
0.7495 |
0.7617 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7717 |
2.618 |
0.7671 |
1.618 |
0.7643 |
1.000 |
0.7626 |
0.618 |
0.7615 |
HIGH |
0.7598 |
0.618 |
0.7587 |
0.500 |
0.7584 |
0.382 |
0.7581 |
LOW |
0.7570 |
0.618 |
0.7553 |
1.000 |
0.7542 |
1.618 |
0.7525 |
2.618 |
0.7497 |
4.250 |
0.7451 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7584 |
0.7606 |
PP |
0.7583 |
0.7597 |
S1 |
0.7582 |
0.7589 |
|