CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 31-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7664 |
0.7686 |
0.0022 |
0.3% |
0.7801 |
High |
0.7680 |
0.7689 |
0.0009 |
0.1% |
0.7823 |
Low |
0.7650 |
0.7634 |
-0.0016 |
-0.2% |
0.7623 |
Close |
0.7674 |
0.7647 |
-0.0027 |
-0.4% |
0.7657 |
Range |
0.0030 |
0.0055 |
0.0025 |
83.3% |
0.0200 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.5% |
0.0000 |
Volume |
28 |
70 |
42 |
150.0% |
658 |
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7822 |
0.7789 |
0.7677 |
|
R3 |
0.7767 |
0.7734 |
0.7662 |
|
R2 |
0.7712 |
0.7712 |
0.7657 |
|
R1 |
0.7679 |
0.7679 |
0.7652 |
0.7668 |
PP |
0.7657 |
0.7657 |
0.7657 |
0.7651 |
S1 |
0.7624 |
0.7624 |
0.7642 |
0.7613 |
S2 |
0.7602 |
0.7602 |
0.7637 |
|
S3 |
0.7547 |
0.7569 |
0.7632 |
|
S4 |
0.7492 |
0.7514 |
0.7617 |
|
|
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 |
0.7923 |
2.618 |
0.7833 |
1.618 |
0.7778 |
1.000 |
0.7744 |
0.618 |
0.7723 |
HIGH |
0.7689 |
0.618 |
0.7668 |
0.500 |
0.7662 |
0.382 |
0.7655 |
LOW |
0.7634 |
0.618 |
0.7600 |
1.000 |
0.7579 |
1.618 |
0.7545 |
2.618 |
0.7490 |
4.250 |
0.7400 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7662 |
0.7656 |
PP |
0.7657 |
0.7653 |
S1 |
0.7652 |
0.7650 |
|