CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 17-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7694 |
0.7675 |
-0.0019 |
-0.2% |
0.7644 |
High |
0.7712 |
0.7692 |
-0.0020 |
-0.3% |
0.7712 |
Low |
0.7665 |
0.7637 |
-0.0028 |
-0.4% |
0.7598 |
Close |
0.7674 |
0.7639 |
-0.0035 |
-0.5% |
0.7639 |
Range |
0.0047 |
0.0055 |
0.0008 |
17.0% |
0.0114 |
ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
299 |
243 |
-56 |
-18.7% |
1,884 |
|
Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7821 |
0.7785 |
0.7669 |
|
R3 |
0.7766 |
0.7730 |
0.7654 |
|
R2 |
0.7711 |
0.7711 |
0.7649 |
|
R1 |
0.7675 |
0.7675 |
0.7644 |
0.7666 |
PP |
0.7656 |
0.7656 |
0.7656 |
0.7651 |
S1 |
0.7620 |
0.7620 |
0.7634 |
0.7611 |
S2 |
0.7601 |
0.7601 |
0.7629 |
|
S3 |
0.7546 |
0.7565 |
0.7624 |
|
S4 |
0.7491 |
0.7510 |
0.7609 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7992 |
0.7929 |
0.7702 |
|
R3 |
0.7878 |
0.7815 |
0.7670 |
|
R2 |
0.7764 |
0.7764 |
0.7660 |
|
R1 |
0.7701 |
0.7701 |
0.7649 |
0.7676 |
PP |
0.7650 |
0.7650 |
0.7650 |
0.7637 |
S1 |
0.7587 |
0.7587 |
0.7629 |
0.7561 |
S2 |
0.7536 |
0.7536 |
0.7618 |
|
S3 |
0.7422 |
0.7473 |
0.7608 |
|
S4 |
0.7308 |
0.7359 |
0.7576 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7926 |
2.618 |
0.7836 |
1.618 |
0.7781 |
1.000 |
0.7747 |
0.618 |
0.7726 |
HIGH |
0.7692 |
0.618 |
0.7671 |
0.500 |
0.7665 |
0.382 |
0.7658 |
LOW |
0.7637 |
0.618 |
0.7603 |
1.000 |
0.7582 |
1.618 |
0.7548 |
2.618 |
0.7493 |
4.250 |
0.7403 |
|
|
Fisher Pivots for day following 17-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7665 |
0.7665 |
PP |
0.7656 |
0.7656 |
S1 |
0.7648 |
0.7648 |
|