CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7484 |
0.7542 |
0.0058 |
0.8% |
0.7477 |
High |
0.7547 |
0.7561 |
0.0014 |
0.2% |
0.7561 |
Low |
0.7468 |
0.7493 |
0.0025 |
0.3% |
0.7434 |
Close |
0.7531 |
0.7537 |
0.0006 |
0.1% |
0.7537 |
Range |
0.0079 |
0.0068 |
-0.0011 |
-13.9% |
0.0127 |
ATR |
0.0067 |
0.0067 |
0.0000 |
0.1% |
0.0000 |
Volume |
108 |
216 |
108 |
100.0% |
740 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7734 |
0.7704 |
0.7574 |
|
R3 |
0.7666 |
0.7636 |
0.7556 |
|
R2 |
0.7598 |
0.7598 |
0.7549 |
|
R1 |
0.7568 |
0.7568 |
0.7543 |
0.7549 |
PP |
0.7530 |
0.7530 |
0.7530 |
0.7521 |
S1 |
0.7500 |
0.7500 |
0.7531 |
0.7481 |
S2 |
0.7462 |
0.7462 |
0.7525 |
|
S3 |
0.7394 |
0.7432 |
0.7518 |
|
S4 |
0.7326 |
0.7364 |
0.7500 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7892 |
0.7841 |
0.7607 |
|
R3 |
0.7765 |
0.7714 |
0.7572 |
|
R2 |
0.7638 |
0.7638 |
0.7560 |
|
R1 |
0.7587 |
0.7587 |
0.7549 |
0.7613 |
PP |
0.7511 |
0.7511 |
0.7511 |
0.7523 |
S1 |
0.7460 |
0.7460 |
0.7525 |
0.7486 |
S2 |
0.7384 |
0.7384 |
0.7514 |
|
S3 |
0.7257 |
0.7333 |
0.7502 |
|
S4 |
0.7130 |
0.7206 |
0.7467 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7850 |
2.618 |
0.7739 |
1.618 |
0.7671 |
1.000 |
0.7629 |
0.618 |
0.7603 |
HIGH |
0.7561 |
0.618 |
0.7535 |
0.500 |
0.7527 |
0.382 |
0.7519 |
LOW |
0.7493 |
0.618 |
0.7451 |
1.000 |
0.7425 |
1.618 |
0.7383 |
2.618 |
0.7315 |
4.250 |
0.7204 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7534 |
0.7530 |
PP |
0.7530 |
0.7522 |
S1 |
0.7527 |
0.7515 |
|