CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 15-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7623 |
0.7651 |
0.0028 |
0.4% |
0.7654 |
High |
0.7674 |
0.7698 |
0.0024 |
0.3% |
0.7666 |
Low |
0.7598 |
0.7617 |
0.0019 |
0.3% |
0.7584 |
Close |
0.7631 |
0.7684 |
0.0053 |
0.7% |
0.7653 |
Range |
0.0076 |
0.0081 |
0.0005 |
6.6% |
0.0082 |
ATR |
0.0063 |
0.0065 |
0.0001 |
2.0% |
0.0000 |
Volume |
353 |
814 |
461 |
130.6% |
1,287 |
|
Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7909 |
0.7878 |
0.7729 |
|
R3 |
0.7828 |
0.7797 |
0.7706 |
|
R2 |
0.7747 |
0.7747 |
0.7699 |
|
R1 |
0.7716 |
0.7716 |
0.7691 |
0.7732 |
PP |
0.7666 |
0.7666 |
0.7666 |
0.7674 |
S1 |
0.7635 |
0.7635 |
0.7677 |
0.7651 |
S2 |
0.7585 |
0.7585 |
0.7669 |
|
S3 |
0.7504 |
0.7554 |
0.7662 |
|
S4 |
0.7423 |
0.7473 |
0.7639 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7880 |
0.7849 |
0.7698 |
|
R3 |
0.7798 |
0.7767 |
0.7676 |
|
R2 |
0.7716 |
0.7716 |
0.7668 |
|
R1 |
0.7685 |
0.7685 |
0.7661 |
0.7660 |
PP |
0.7634 |
0.7634 |
0.7634 |
0.7622 |
S1 |
0.7603 |
0.7603 |
0.7645 |
0.7578 |
S2 |
0.7552 |
0.7552 |
0.7638 |
|
S3 |
0.7470 |
0.7521 |
0.7630 |
|
S4 |
0.7388 |
0.7439 |
0.7608 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8042 |
2.618 |
0.7910 |
1.618 |
0.7829 |
1.000 |
0.7779 |
0.618 |
0.7748 |
HIGH |
0.7698 |
0.618 |
0.7667 |
0.500 |
0.7658 |
0.382 |
0.7648 |
LOW |
0.7617 |
0.618 |
0.7567 |
1.000 |
0.7536 |
1.618 |
0.7486 |
2.618 |
0.7405 |
4.250 |
0.7273 |
|
|
Fisher Pivots for day following 15-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7675 |
0.7672 |
PP |
0.7666 |
0.7660 |
S1 |
0.7658 |
0.7648 |
|