CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7899 |
0.7942 |
0.0043 |
0.5% |
0.7575 |
High |
0.7942 |
0.7970 |
0.0028 |
0.4% |
0.7818 |
Low |
0.7895 |
0.7881 |
-0.0014 |
-0.2% |
0.7572 |
Close |
0.7939 |
0.7945 |
0.0006 |
0.1% |
0.7808 |
Range |
0.0047 |
0.0089 |
0.0042 |
89.4% |
0.0246 |
ATR |
0.0059 |
0.0061 |
0.0002 |
3.7% |
0.0000 |
Volume |
119 |
504 |
385 |
323.5% |
768 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8199 |
0.8161 |
0.7994 |
|
R3 |
0.8110 |
0.8072 |
0.7969 |
|
R2 |
0.8021 |
0.8021 |
0.7961 |
|
R1 |
0.7983 |
0.7983 |
0.7953 |
0.8002 |
PP |
0.7932 |
0.7932 |
0.7932 |
0.7942 |
S1 |
0.7894 |
0.7894 |
0.7937 |
0.7913 |
S2 |
0.7843 |
0.7843 |
0.7929 |
|
S3 |
0.7754 |
0.7805 |
0.7921 |
|
S4 |
0.7665 |
0.7716 |
0.7896 |
|
|
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 |
0.8348 |
2.618 |
0.8203 |
1.618 |
0.8114 |
1.000 |
0.8059 |
0.618 |
0.8025 |
HIGH |
0.7970 |
0.618 |
0.7936 |
0.500 |
0.7926 |
0.382 |
0.7915 |
LOW |
0.7881 |
0.618 |
0.7826 |
1.000 |
0.7792 |
1.618 |
0.7737 |
2.618 |
0.7648 |
4.250 |
0.7503 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7939 |
0.7921 |
PP |
0.7932 |
0.7896 |
S1 |
0.7926 |
0.7872 |
|