CME Australian Dollar Future September 2017
Trading Metrics calculated at close of trading on 26-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7488 |
0.7441 |
-0.0047 |
-0.6% |
0.7439 |
High |
0.7502 |
0.7448 |
-0.0054 |
-0.7% |
0.7503 |
Low |
0.7439 |
0.7410 |
-0.0029 |
-0.4% |
0.7410 |
Close |
0.7443 |
0.7432 |
-0.0011 |
-0.1% |
0.7432 |
Range |
0.0063 |
0.0038 |
-0.0025 |
-39.7% |
0.0093 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
869 |
623 |
-246 |
-28.3% |
3,424 |
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7544 |
0.7526 |
0.7453 |
|
R3 |
0.7506 |
0.7488 |
0.7442 |
|
R2 |
0.7468 |
0.7468 |
0.7439 |
|
R1 |
0.7450 |
0.7450 |
0.7435 |
0.7440 |
PP |
0.7430 |
0.7430 |
0.7430 |
0.7425 |
S1 |
0.7412 |
0.7412 |
0.7429 |
0.7402 |
S2 |
0.7392 |
0.7392 |
0.7425 |
|
S3 |
0.7354 |
0.7374 |
0.7422 |
|
S4 |
0.7316 |
0.7336 |
0.7411 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7727 |
0.7673 |
0.7483 |
|
R3 |
0.7634 |
0.7580 |
0.7458 |
|
R2 |
0.7541 |
0.7541 |
0.7449 |
|
R1 |
0.7487 |
0.7487 |
0.7441 |
0.7468 |
PP |
0.7448 |
0.7448 |
0.7448 |
0.7439 |
S1 |
0.7394 |
0.7394 |
0.7423 |
0.7375 |
S2 |
0.7355 |
0.7355 |
0.7415 |
|
S3 |
0.7262 |
0.7301 |
0.7406 |
|
S4 |
0.7169 |
0.7208 |
0.7381 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7609 |
2.618 |
0.7547 |
1.618 |
0.7509 |
1.000 |
0.7486 |
0.618 |
0.7471 |
HIGH |
0.7448 |
0.618 |
0.7433 |
0.500 |
0.7429 |
0.382 |
0.7425 |
LOW |
0.7410 |
0.618 |
0.7387 |
1.000 |
0.7372 |
1.618 |
0.7349 |
2.618 |
0.7311 |
4.250 |
0.7249 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7431 |
0.7456 |
PP |
0.7430 |
0.7448 |
S1 |
0.7429 |
0.7440 |
|