CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7714 |
0.7811 |
0.0097 |
1.3% |
0.7575 |
High |
0.7818 |
0.7825 |
0.0007 |
0.1% |
0.7818 |
Low |
0.7714 |
0.7777 |
0.0063 |
0.8% |
0.7572 |
Close |
0.7808 |
0.7785 |
-0.0023 |
-0.3% |
0.7808 |
Range |
0.0104 |
0.0048 |
-0.0056 |
-53.8% |
0.0246 |
ATR |
0.0053 |
0.0052 |
0.0000 |
-0.6% |
0.0000 |
Volume |
314 |
107 |
-207 |
-65.9% |
768 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7940 |
0.7910 |
0.7811 |
|
R3 |
0.7892 |
0.7862 |
0.7798 |
|
R2 |
0.7844 |
0.7844 |
0.7794 |
|
R1 |
0.7814 |
0.7814 |
0.7789 |
0.7805 |
PP |
0.7796 |
0.7796 |
0.7796 |
0.7791 |
S1 |
0.7766 |
0.7766 |
0.7781 |
0.7757 |
S2 |
0.7748 |
0.7748 |
0.7776 |
|
S3 |
0.7700 |
0.7718 |
0.7772 |
|
S4 |
0.7652 |
0.7670 |
0.7759 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8471 |
0.8385 |
0.7943 |
|
R3 |
0.8225 |
0.8139 |
0.7876 |
|
R2 |
0.7979 |
0.7979 |
0.7853 |
|
R1 |
0.7893 |
0.7893 |
0.7831 |
0.7936 |
PP |
0.7733 |
0.7733 |
0.7733 |
0.7754 |
S1 |
0.7647 |
0.7647 |
0.7785 |
0.7690 |
S2 |
0.7487 |
0.7487 |
0.7763 |
|
S3 |
0.7241 |
0.7401 |
0.7740 |
|
S4 |
0.6995 |
0.7155 |
0.7673 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8029 |
2.618 |
0.7951 |
1.618 |
0.7903 |
1.000 |
0.7873 |
0.618 |
0.7855 |
HIGH |
0.7825 |
0.618 |
0.7807 |
0.500 |
0.7801 |
0.382 |
0.7795 |
LOW |
0.7777 |
0.618 |
0.7747 |
1.000 |
0.7729 |
1.618 |
0.7699 |
2.618 |
0.7651 |
4.250 |
0.7573 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7801 |
0.7771 |
PP |
0.7796 |
0.7757 |
S1 |
0.7790 |
0.7744 |
|