CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 21-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7675 |
0.7651 |
-0.0024 |
-0.3% |
0.7644 |
High |
0.7692 |
0.7670 |
-0.0022 |
-0.3% |
0.7712 |
Low |
0.7637 |
0.7630 |
-0.0007 |
-0.1% |
0.7598 |
Close |
0.7639 |
0.7664 |
0.0025 |
0.3% |
0.7639 |
Range |
0.0055 |
0.0040 |
-0.0015 |
-27.3% |
0.0114 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
243 |
783 |
540 |
222.2% |
1,884 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7775 |
0.7759 |
0.7686 |
|
R3 |
0.7735 |
0.7719 |
0.7675 |
|
R2 |
0.7695 |
0.7695 |
0.7671 |
|
R1 |
0.7679 |
0.7679 |
0.7668 |
0.7687 |
PP |
0.7655 |
0.7655 |
0.7655 |
0.7659 |
S1 |
0.7639 |
0.7639 |
0.7660 |
0.7647 |
S2 |
0.7615 |
0.7615 |
0.7657 |
|
S3 |
0.7575 |
0.7599 |
0.7653 |
|
S4 |
0.7535 |
0.7559 |
0.7642 |
|
|
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 |
0.7840 |
2.618 |
0.7775 |
1.618 |
0.7735 |
1.000 |
0.7710 |
0.618 |
0.7695 |
HIGH |
0.7670 |
0.618 |
0.7655 |
0.500 |
0.7650 |
0.382 |
0.7645 |
LOW |
0.7630 |
0.618 |
0.7605 |
1.000 |
0.7590 |
1.618 |
0.7565 |
2.618 |
0.7525 |
4.250 |
0.7460 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7659 |
0.7671 |
PP |
0.7655 |
0.7669 |
S1 |
0.7650 |
0.7666 |
|