CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 03-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7556 |
0.7633 |
0.0077 |
1.0% |
0.7532 |
High |
0.7672 |
0.7671 |
-0.0001 |
0.0% |
0.7672 |
Low |
0.7556 |
0.7599 |
0.0043 |
0.6% |
0.7506 |
Close |
0.7638 |
0.7653 |
0.0015 |
0.2% |
0.7653 |
Range |
0.0116 |
0.0072 |
-0.0044 |
-37.9% |
0.0166 |
ATR |
0.0065 |
0.0066 |
0.0000 |
0.8% |
0.0000 |
Volume |
312 |
330 |
18 |
5.8% |
1,020 |
|
Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7857 |
0.7827 |
0.7693 |
|
R3 |
0.7785 |
0.7755 |
0.7673 |
|
R2 |
0.7713 |
0.7713 |
0.7666 |
|
R1 |
0.7683 |
0.7683 |
0.7660 |
0.7698 |
PP |
0.7641 |
0.7641 |
0.7641 |
0.7649 |
S1 |
0.7611 |
0.7611 |
0.7646 |
0.7626 |
S2 |
0.7569 |
0.7569 |
0.7640 |
|
S3 |
0.7497 |
0.7539 |
0.7633 |
|
S4 |
0.7425 |
0.7467 |
0.7613 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8108 |
0.8047 |
0.7744 |
|
R3 |
0.7942 |
0.7881 |
0.7699 |
|
R2 |
0.7776 |
0.7776 |
0.7683 |
|
R1 |
0.7715 |
0.7715 |
0.7668 |
0.7746 |
PP |
0.7610 |
0.7610 |
0.7610 |
0.7626 |
S1 |
0.7549 |
0.7549 |
0.7638 |
0.7580 |
S2 |
0.7444 |
0.7444 |
0.7623 |
|
S3 |
0.7278 |
0.7383 |
0.7607 |
|
S4 |
0.7112 |
0.7217 |
0.7562 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7977 |
2.618 |
0.7859 |
1.618 |
0.7787 |
1.000 |
0.7743 |
0.618 |
0.7715 |
HIGH |
0.7671 |
0.618 |
0.7643 |
0.500 |
0.7635 |
0.382 |
0.7627 |
LOW |
0.7599 |
0.618 |
0.7555 |
1.000 |
0.7527 |
1.618 |
0.7483 |
2.618 |
0.7411 |
4.250 |
0.7293 |
|
|
Fisher Pivots for day following 03-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7647 |
0.7636 |
PP |
0.7641 |
0.7618 |
S1 |
0.7635 |
0.7601 |
|