CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 05-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7662 |
0.7600 |
-0.0062 |
-0.8% |
0.7553 |
High |
0.7678 |
0.7664 |
-0.0014 |
-0.2% |
0.7694 |
Low |
0.7629 |
0.7556 |
-0.0073 |
-1.0% |
0.7548 |
Close |
0.7638 |
0.7579 |
-0.0059 |
-0.8% |
0.7666 |
Range |
0.0049 |
0.0108 |
0.0059 |
120.4% |
0.0146 |
ATR |
0.0047 |
0.0051 |
0.0004 |
9.3% |
0.0000 |
Volume |
10 |
658 |
648 |
6,480.0% |
1,202 |
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7924 |
0.7859 |
0.7638 |
|
R3 |
0.7816 |
0.7751 |
0.7609 |
|
R2 |
0.7708 |
0.7708 |
0.7599 |
|
R1 |
0.7643 |
0.7643 |
0.7589 |
0.7622 |
PP |
0.7600 |
0.7600 |
0.7600 |
0.7589 |
S1 |
0.7535 |
0.7535 |
0.7569 |
0.7514 |
S2 |
0.7492 |
0.7492 |
0.7559 |
|
S3 |
0.7384 |
0.7427 |
0.7549 |
|
S4 |
0.7276 |
0.7319 |
0.7520 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8074 |
0.8016 |
0.7746 |
|
R3 |
0.7928 |
0.7870 |
0.7706 |
|
R2 |
0.7782 |
0.7782 |
0.7693 |
|
R1 |
0.7724 |
0.7724 |
0.7679 |
0.7753 |
PP |
0.7636 |
0.7636 |
0.7636 |
0.7651 |
S1 |
0.7578 |
0.7578 |
0.7653 |
0.7607 |
S2 |
0.7490 |
0.7490 |
0.7639 |
|
S3 |
0.7344 |
0.7432 |
0.7626 |
|
S4 |
0.7198 |
0.7286 |
0.7586 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8123 |
2.618 |
0.7947 |
1.618 |
0.7839 |
1.000 |
0.7772 |
0.618 |
0.7731 |
HIGH |
0.7664 |
0.618 |
0.7623 |
0.500 |
0.7610 |
0.382 |
0.7597 |
LOW |
0.7556 |
0.618 |
0.7489 |
1.000 |
0.7448 |
1.618 |
0.7381 |
2.618 |
0.7273 |
4.250 |
0.7097 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7610 |
0.7625 |
PP |
0.7600 |
0.7610 |
S1 |
0.7589 |
0.7594 |
|