CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 26-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7914 |
0.7924 |
0.0010 |
0.1% |
0.7811 |
High |
0.7956 |
0.7998 |
0.0042 |
0.5% |
0.7970 |
Low |
0.7891 |
0.7865 |
-0.0026 |
-0.3% |
0.7773 |
Close |
0.7925 |
0.7960 |
0.0035 |
0.4% |
0.7903 |
Range |
0.0065 |
0.0133 |
0.0068 |
104.6% |
0.0197 |
ATR |
0.0062 |
0.0067 |
0.0005 |
8.1% |
0.0000 |
Volume |
341 |
738 |
397 |
116.4% |
1,238 |
|
Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8340 |
0.8283 |
0.8033 |
|
R3 |
0.8207 |
0.8150 |
0.7997 |
|
R2 |
0.8074 |
0.8074 |
0.7984 |
|
R1 |
0.8017 |
0.8017 |
0.7972 |
0.8046 |
PP |
0.7941 |
0.7941 |
0.7941 |
0.7955 |
S1 |
0.7884 |
0.7884 |
0.7948 |
0.7913 |
S2 |
0.7808 |
0.7808 |
0.7936 |
|
S3 |
0.7675 |
0.7751 |
0.7923 |
|
S4 |
0.7542 |
0.7618 |
0.7887 |
|
|
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 |
0.8563 |
2.618 |
0.8346 |
1.618 |
0.8213 |
1.000 |
0.8131 |
0.618 |
0.8080 |
HIGH |
0.7998 |
0.618 |
0.7947 |
0.500 |
0.7932 |
0.382 |
0.7916 |
LOW |
0.7865 |
0.618 |
0.7783 |
1.000 |
0.7732 |
1.618 |
0.7650 |
2.618 |
0.7517 |
4.250 |
0.7300 |
|
|
Fisher Pivots for day following 26-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7951 |
0.7951 |
PP |
0.7941 |
0.7941 |
S1 |
0.7932 |
0.7932 |
|