CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 06-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7633 |
0.7654 |
0.0021 |
0.3% |
0.7532 |
High |
0.7671 |
0.7656 |
-0.0015 |
-0.2% |
0.7672 |
Low |
0.7599 |
0.7608 |
0.0009 |
0.1% |
0.7506 |
Close |
0.7653 |
0.7635 |
-0.0018 |
-0.2% |
0.7653 |
Range |
0.0072 |
0.0048 |
-0.0024 |
-33.3% |
0.0166 |
ATR |
0.0066 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
330 |
254 |
-76 |
-23.0% |
1,020 |
|
Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7777 |
0.7754 |
0.7661 |
|
R3 |
0.7729 |
0.7706 |
0.7648 |
|
R2 |
0.7681 |
0.7681 |
0.7644 |
|
R1 |
0.7658 |
0.7658 |
0.7639 |
0.7646 |
PP |
0.7633 |
0.7633 |
0.7633 |
0.7627 |
S1 |
0.7610 |
0.7610 |
0.7631 |
0.7598 |
S2 |
0.7585 |
0.7585 |
0.7626 |
|
S3 |
0.7537 |
0.7562 |
0.7622 |
|
S4 |
0.7489 |
0.7514 |
0.7609 |
|
|
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 |
0.7860 |
2.618 |
0.7782 |
1.618 |
0.7734 |
1.000 |
0.7704 |
0.618 |
0.7686 |
HIGH |
0.7656 |
0.618 |
0.7638 |
0.500 |
0.7632 |
0.382 |
0.7626 |
LOW |
0.7608 |
0.618 |
0.7578 |
1.000 |
0.7560 |
1.618 |
0.7530 |
2.618 |
0.7482 |
4.250 |
0.7404 |
|
|
Fisher Pivots for day following 06-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7634 |
0.7628 |
PP |
0.7633 |
0.7621 |
S1 |
0.7632 |
0.7614 |
|