CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.7230 |
0.7210 |
-0.0020 |
-0.3% |
0.7426 |
High |
0.7247 |
0.7227 |
-0.0020 |
-0.3% |
0.7488 |
Low |
0.7205 |
0.7169 |
-0.0036 |
-0.5% |
0.7240 |
Close |
0.7215 |
0.7179 |
-0.0036 |
-0.5% |
0.7262 |
Range |
0.0042 |
0.0058 |
0.0016 |
38.1% |
0.0248 |
ATR |
0.0056 |
0.0056 |
0.0000 |
0.3% |
0.0000 |
Volume |
17 |
33 |
16 |
94.1% |
63 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7366 |
0.7330 |
0.7211 |
|
R3 |
0.7308 |
0.7272 |
0.7195 |
|
R2 |
0.7250 |
0.7250 |
0.7190 |
|
R1 |
0.7214 |
0.7214 |
0.7184 |
0.7203 |
PP |
0.7192 |
0.7192 |
0.7192 |
0.7186 |
S1 |
0.7156 |
0.7156 |
0.7174 |
0.7145 |
S2 |
0.7134 |
0.7134 |
0.7168 |
|
S3 |
0.7076 |
0.7098 |
0.7163 |
|
S4 |
0.7018 |
0.7040 |
0.7147 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8074 |
0.7916 |
0.7398 |
|
R3 |
0.7826 |
0.7668 |
0.7330 |
|
R2 |
0.7578 |
0.7578 |
0.7307 |
|
R1 |
0.7420 |
0.7420 |
0.7285 |
0.7375 |
PP |
0.7330 |
0.7330 |
0.7330 |
0.7308 |
S1 |
0.7172 |
0.7172 |
0.7239 |
0.7127 |
S2 |
0.7082 |
0.7082 |
0.7217 |
|
S3 |
0.6834 |
0.6924 |
0.7194 |
|
S4 |
0.6586 |
0.6676 |
0.7126 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7474 |
2.618 |
0.7379 |
1.618 |
0.7321 |
1.000 |
0.7285 |
0.618 |
0.7263 |
HIGH |
0.7227 |
0.618 |
0.7205 |
0.500 |
0.7198 |
0.382 |
0.7191 |
LOW |
0.7169 |
0.618 |
0.7133 |
1.000 |
0.7111 |
1.618 |
0.7075 |
2.618 |
0.7017 |
4.250 |
0.6923 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7198 |
0.7208 |
PP |
0.7192 |
0.7198 |
S1 |
0.7185 |
0.7189 |
|