CME Australian Dollar Future September 2017
Trading Metrics calculated at close of trading on 11-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7339 |
0.7339 |
0.0000 |
0.0% |
0.7470 |
High |
0.7378 |
0.7367 |
-0.0011 |
-0.1% |
0.7538 |
Low |
0.7325 |
0.7325 |
0.0000 |
0.0% |
0.7354 |
Close |
0.7349 |
0.7358 |
0.0009 |
0.1% |
0.7399 |
Range |
0.0053 |
0.0042 |
-0.0011 |
-20.8% |
0.0184 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
703 |
320 |
-383 |
-54.5% |
2,653 |
|
Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7476 |
0.7459 |
0.7381 |
|
R3 |
0.7434 |
0.7417 |
0.7370 |
|
R2 |
0.7392 |
0.7392 |
0.7366 |
|
R1 |
0.7375 |
0.7375 |
0.7362 |
0.7384 |
PP |
0.7350 |
0.7350 |
0.7350 |
0.7354 |
S1 |
0.7333 |
0.7333 |
0.7354 |
0.7342 |
S2 |
0.7308 |
0.7308 |
0.7350 |
|
S3 |
0.7266 |
0.7291 |
0.7346 |
|
S4 |
0.7224 |
0.7249 |
0.7335 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7875 |
0.7500 |
|
R3 |
0.7798 |
0.7691 |
0.7450 |
|
R2 |
0.7614 |
0.7614 |
0.7433 |
|
R1 |
0.7507 |
0.7507 |
0.7416 |
0.7469 |
PP |
0.7430 |
0.7430 |
0.7430 |
0.7411 |
S1 |
0.7323 |
0.7323 |
0.7382 |
0.7285 |
S2 |
0.7246 |
0.7246 |
0.7365 |
|
S3 |
0.7062 |
0.7139 |
0.7348 |
|
S4 |
0.6878 |
0.6955 |
0.7298 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7546 |
2.618 |
0.7477 |
1.618 |
0.7435 |
1.000 |
0.7409 |
0.618 |
0.7393 |
HIGH |
0.7367 |
0.618 |
0.7351 |
0.500 |
0.7346 |
0.382 |
0.7341 |
LOW |
0.7325 |
0.618 |
0.7299 |
1.000 |
0.7283 |
1.618 |
0.7257 |
2.618 |
0.7215 |
4.250 |
0.7146 |
|
|
Fisher Pivots for day following 11-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7354 |
0.7355 |
PP |
0.7350 |
0.7352 |
S1 |
0.7346 |
0.7349 |
|