CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7942 |
0.7941 |
-0.0001 |
0.0% |
0.7811 |
High |
0.7970 |
0.7941 |
-0.0029 |
-0.4% |
0.7970 |
Low |
0.7881 |
0.7861 |
-0.0020 |
-0.3% |
0.7773 |
Close |
0.7945 |
0.7903 |
-0.0042 |
-0.5% |
0.7903 |
Range |
0.0089 |
0.0080 |
-0.0009 |
-10.1% |
0.0197 |
ATR |
0.0061 |
0.0062 |
0.0002 |
2.7% |
0.0000 |
Volume |
504 |
233 |
-271 |
-53.8% |
1,238 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8142 |
0.8102 |
0.7947 |
|
R3 |
0.8062 |
0.8022 |
0.7925 |
|
R2 |
0.7982 |
0.7982 |
0.7918 |
|
R1 |
0.7942 |
0.7942 |
0.7910 |
0.7922 |
PP |
0.7902 |
0.7902 |
0.7902 |
0.7892 |
S1 |
0.7862 |
0.7862 |
0.7896 |
0.7842 |
S2 |
0.7822 |
0.7822 |
0.7888 |
|
S3 |
0.7742 |
0.7782 |
0.7881 |
|
S4 |
0.7662 |
0.7702 |
0.7859 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8473 |
0.8385 |
0.8011 |
|
R3 |
0.8276 |
0.8188 |
0.7957 |
|
R2 |
0.8079 |
0.8079 |
0.7939 |
|
R1 |
0.7991 |
0.7991 |
0.7921 |
0.8035 |
PP |
0.7882 |
0.7882 |
0.7882 |
0.7904 |
S1 |
0.7794 |
0.7794 |
0.7885 |
0.7838 |
S2 |
0.7685 |
0.7685 |
0.7867 |
|
S3 |
0.7488 |
0.7597 |
0.7849 |
|
S4 |
0.7291 |
0.7400 |
0.7795 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8281 |
2.618 |
0.8150 |
1.618 |
0.8070 |
1.000 |
0.8021 |
0.618 |
0.7990 |
HIGH |
0.7941 |
0.618 |
0.7910 |
0.500 |
0.7901 |
0.382 |
0.7892 |
LOW |
0.7861 |
0.618 |
0.7812 |
1.000 |
0.7781 |
1.618 |
0.7732 |
2.618 |
0.7652 |
4.250 |
0.7521 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7902 |
0.7916 |
PP |
0.7902 |
0.7911 |
S1 |
0.7901 |
0.7907 |
|