CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 18-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7811 |
0.7777 |
-0.0034 |
-0.4% |
0.7575 |
High |
0.7825 |
0.7925 |
0.0100 |
1.3% |
0.7818 |
Low |
0.7777 |
0.7773 |
-0.0004 |
-0.1% |
0.7572 |
Close |
0.7785 |
0.7907 |
0.0122 |
1.6% |
0.7808 |
Range |
0.0048 |
0.0152 |
0.0104 |
216.7% |
0.0246 |
ATR |
0.0052 |
0.0060 |
0.0007 |
13.6% |
0.0000 |
Volume |
107 |
275 |
168 |
157.0% |
768 |
|
Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8324 |
0.8268 |
0.7991 |
|
R3 |
0.8172 |
0.8116 |
0.7949 |
|
R2 |
0.8020 |
0.8020 |
0.7935 |
|
R1 |
0.7964 |
0.7964 |
0.7921 |
0.7992 |
PP |
0.7868 |
0.7868 |
0.7868 |
0.7883 |
S1 |
0.7812 |
0.7812 |
0.7893 |
0.7840 |
S2 |
0.7716 |
0.7716 |
0.7879 |
|
S3 |
0.7564 |
0.7660 |
0.7865 |
|
S4 |
0.7412 |
0.7508 |
0.7823 |
|
|
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 |
0.8571 |
2.618 |
0.8323 |
1.618 |
0.8171 |
1.000 |
0.8077 |
0.618 |
0.8019 |
HIGH |
0.7925 |
0.618 |
0.7867 |
0.500 |
0.7849 |
0.382 |
0.7831 |
LOW |
0.7773 |
0.618 |
0.7679 |
1.000 |
0.7621 |
1.618 |
0.7527 |
2.618 |
0.7375 |
4.250 |
0.7127 |
|
|
Fisher Pivots for day following 18-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7888 |
0.7878 |
PP |
0.7868 |
0.7849 |
S1 |
0.7849 |
0.7820 |
|