CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7542 |
0.7538 |
-0.0004 |
-0.1% |
0.7477 |
High |
0.7561 |
0.7562 |
0.0001 |
0.0% |
0.7561 |
Low |
0.7493 |
0.7525 |
0.0032 |
0.4% |
0.7434 |
Close |
0.7537 |
0.7549 |
0.0012 |
0.2% |
0.7537 |
Range |
0.0068 |
0.0037 |
-0.0031 |
-45.6% |
0.0127 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
216 |
77 |
-139 |
-64.4% |
740 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7656 |
0.7640 |
0.7569 |
|
R3 |
0.7619 |
0.7603 |
0.7559 |
|
R2 |
0.7582 |
0.7582 |
0.7556 |
|
R1 |
0.7566 |
0.7566 |
0.7552 |
0.7574 |
PP |
0.7545 |
0.7545 |
0.7545 |
0.7550 |
S1 |
0.7529 |
0.7529 |
0.7546 |
0.7537 |
S2 |
0.7508 |
0.7508 |
0.7542 |
|
S3 |
0.7471 |
0.7492 |
0.7539 |
|
S4 |
0.7434 |
0.7455 |
0.7529 |
|
|
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 |
0.7719 |
2.618 |
0.7659 |
1.618 |
0.7622 |
1.000 |
0.7599 |
0.618 |
0.7585 |
HIGH |
0.7562 |
0.618 |
0.7548 |
0.500 |
0.7544 |
0.382 |
0.7539 |
LOW |
0.7525 |
0.618 |
0.7502 |
1.000 |
0.7488 |
1.618 |
0.7465 |
2.618 |
0.7428 |
4.250 |
0.7368 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7547 |
0.7538 |
PP |
0.7545 |
0.7526 |
S1 |
0.7544 |
0.7515 |
|