CME Australian Dollar Future September 2017
Trading Metrics calculated at close of trading on 16-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7385 |
0.7410 |
0.0025 |
0.3% |
0.7403 |
High |
0.7430 |
0.7423 |
-0.0007 |
-0.1% |
0.7408 |
Low |
0.7372 |
0.7381 |
0.0009 |
0.1% |
0.7315 |
Close |
0.7400 |
0.7413 |
0.0013 |
0.2% |
0.7378 |
Range |
0.0058 |
0.0042 |
-0.0016 |
-27.6% |
0.0093 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
732 |
206 |
-526 |
-71.9% |
2,259 |
|
Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7532 |
0.7514 |
0.7436 |
|
R3 |
0.7490 |
0.7472 |
0.7425 |
|
R2 |
0.7448 |
0.7448 |
0.7421 |
|
R1 |
0.7430 |
0.7430 |
0.7417 |
0.7439 |
PP |
0.7406 |
0.7406 |
0.7406 |
0.7410 |
S1 |
0.7388 |
0.7388 |
0.7409 |
0.7397 |
S2 |
0.7364 |
0.7364 |
0.7405 |
|
S3 |
0.7322 |
0.7346 |
0.7401 |
|
S4 |
0.7280 |
0.7304 |
0.7390 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7646 |
0.7605 |
0.7429 |
|
R3 |
0.7553 |
0.7512 |
0.7404 |
|
R2 |
0.7460 |
0.7460 |
0.7395 |
|
R1 |
0.7419 |
0.7419 |
0.7387 |
0.7393 |
PP |
0.7367 |
0.7367 |
0.7367 |
0.7354 |
S1 |
0.7326 |
0.7326 |
0.7369 |
0.7300 |
S2 |
0.7274 |
0.7274 |
0.7361 |
|
S3 |
0.7181 |
0.7233 |
0.7352 |
|
S4 |
0.7088 |
0.7140 |
0.7327 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7602 |
2.618 |
0.7533 |
1.618 |
0.7491 |
1.000 |
0.7465 |
0.618 |
0.7449 |
HIGH |
0.7423 |
0.618 |
0.7407 |
0.500 |
0.7402 |
0.382 |
0.7397 |
LOW |
0.7381 |
0.618 |
0.7355 |
1.000 |
0.7339 |
1.618 |
0.7313 |
2.618 |
0.7271 |
4.250 |
0.7203 |
|
|
Fisher Pivots for day following 16-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7409 |
0.7406 |
PP |
0.7406 |
0.7399 |
S1 |
0.7402 |
0.7393 |
|