CME Australian Dollar Future March 2018
Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7610 |
0.7597 |
-0.0013 |
-0.2% |
0.7639 |
High |
0.7643 |
0.7610 |
-0.0033 |
-0.4% |
0.7685 |
Low |
0.7605 |
0.7568 |
-0.0037 |
-0.5% |
0.7622 |
Close |
0.7626 |
0.7577 |
-0.0049 |
-0.6% |
0.7652 |
Range |
0.0038 |
0.0042 |
0.0004 |
10.5% |
0.0063 |
ATR |
0.0049 |
0.0050 |
0.0001 |
1.3% |
0.0000 |
Volume |
383 |
486 |
103 |
26.9% |
1,117 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7711 |
0.7686 |
0.7600 |
|
R3 |
0.7669 |
0.7644 |
0.7589 |
|
R2 |
0.7627 |
0.7627 |
0.7585 |
|
R1 |
0.7602 |
0.7602 |
0.7581 |
0.7594 |
PP |
0.7585 |
0.7585 |
0.7585 |
0.7581 |
S1 |
0.7560 |
0.7560 |
0.7573 |
0.7552 |
S2 |
0.7543 |
0.7543 |
0.7569 |
|
S3 |
0.7501 |
0.7518 |
0.7565 |
|
S4 |
0.7459 |
0.7476 |
0.7554 |
|
|
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 |
0.7789 |
2.618 |
0.7720 |
1.618 |
0.7678 |
1.000 |
0.7652 |
0.618 |
0.7636 |
HIGH |
0.7610 |
0.618 |
0.7594 |
0.500 |
0.7589 |
0.382 |
0.7584 |
LOW |
0.7568 |
0.618 |
0.7542 |
1.000 |
0.7526 |
1.618 |
0.7500 |
2.618 |
0.7458 |
4.250 |
0.7390 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7589 |
0.7613 |
PP |
0.7585 |
0.7601 |
S1 |
0.7581 |
0.7589 |
|