CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7669 |
0.7706 |
0.0037 |
0.5% |
0.7664 |
High |
0.7722 |
0.7706 |
-0.0016 |
-0.2% |
0.7722 |
Low |
0.7669 |
0.7634 |
-0.0035 |
-0.5% |
0.7634 |
Close |
0.7709 |
0.7642 |
-0.0067 |
-0.9% |
0.7642 |
Range |
0.0053 |
0.0072 |
0.0019 |
35.8% |
0.0088 |
ATR |
0.0051 |
0.0053 |
0.0002 |
3.3% |
0.0000 |
Volume |
351 |
240 |
-111 |
-31.6% |
718 |
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7877 |
0.7831 |
0.7682 |
|
R3 |
0.7805 |
0.7759 |
0.7662 |
|
R2 |
0.7733 |
0.7733 |
0.7655 |
|
R1 |
0.7687 |
0.7687 |
0.7649 |
0.7674 |
PP |
0.7661 |
0.7661 |
0.7661 |
0.7654 |
S1 |
0.7615 |
0.7615 |
0.7635 |
0.7602 |
S2 |
0.7589 |
0.7589 |
0.7629 |
|
S3 |
0.7517 |
0.7543 |
0.7622 |
|
S4 |
0.7445 |
0.7471 |
0.7602 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7930 |
0.7874 |
0.7690 |
|
R3 |
0.7842 |
0.7786 |
0.7666 |
|
R2 |
0.7754 |
0.7754 |
0.7658 |
|
R1 |
0.7698 |
0.7698 |
0.7650 |
0.7682 |
PP |
0.7666 |
0.7666 |
0.7666 |
0.7658 |
S1 |
0.7610 |
0.7610 |
0.7634 |
0.7594 |
S2 |
0.7578 |
0.7578 |
0.7626 |
|
S3 |
0.7490 |
0.7522 |
0.7618 |
|
S4 |
0.7402 |
0.7434 |
0.7594 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8012 |
2.618 |
0.7894 |
1.618 |
0.7822 |
1.000 |
0.7778 |
0.618 |
0.7750 |
HIGH |
0.7706 |
0.618 |
0.7678 |
0.500 |
0.7670 |
0.382 |
0.7662 |
LOW |
0.7634 |
0.618 |
0.7590 |
1.000 |
0.7562 |
1.618 |
0.7518 |
2.618 |
0.7446 |
4.250 |
0.7328 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7670 |
0.7678 |
PP |
0.7661 |
0.7666 |
S1 |
0.7651 |
0.7654 |
|