CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7941 |
0.7902 |
-0.0039 |
-0.5% |
0.7811 |
High |
0.7941 |
0.7951 |
0.0010 |
0.1% |
0.7970 |
Low |
0.7861 |
0.7891 |
0.0030 |
0.4% |
0.7773 |
Close |
0.7903 |
0.7911 |
0.0008 |
0.1% |
0.7903 |
Range |
0.0080 |
0.0060 |
-0.0020 |
-25.0% |
0.0197 |
ATR |
0.0062 |
0.0062 |
0.0000 |
-0.3% |
0.0000 |
Volume |
233 |
360 |
127 |
54.5% |
1,238 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8098 |
0.8064 |
0.7944 |
|
R3 |
0.8038 |
0.8004 |
0.7928 |
|
R2 |
0.7978 |
0.7978 |
0.7922 |
|
R1 |
0.7944 |
0.7944 |
0.7917 |
0.7961 |
PP |
0.7918 |
0.7918 |
0.7918 |
0.7926 |
S1 |
0.7884 |
0.7884 |
0.7906 |
0.7901 |
S2 |
0.7858 |
0.7858 |
0.7900 |
|
S3 |
0.7798 |
0.7824 |
0.7895 |
|
S4 |
0.7738 |
0.7764 |
0.7878 |
|
|
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 |
0.8206 |
2.618 |
0.8108 |
1.618 |
0.8048 |
1.000 |
0.8011 |
0.618 |
0.7988 |
HIGH |
0.7951 |
0.618 |
0.7928 |
0.500 |
0.7921 |
0.382 |
0.7914 |
LOW |
0.7891 |
0.618 |
0.7854 |
1.000 |
0.7831 |
1.618 |
0.7794 |
2.618 |
0.7734 |
4.250 |
0.7636 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7921 |
0.7916 |
PP |
0.7918 |
0.7914 |
S1 |
0.7914 |
0.7913 |
|