CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7924 |
0.7991 |
0.0067 |
0.8% |
0.7811 |
High |
0.7998 |
0.8050 |
0.0052 |
0.7% |
0.7970 |
Low |
0.7865 |
0.7944 |
0.0079 |
1.0% |
0.7773 |
Close |
0.7960 |
0.7955 |
-0.0005 |
-0.1% |
0.7903 |
Range |
0.0133 |
0.0106 |
-0.0027 |
-20.3% |
0.0197 |
ATR |
0.0067 |
0.0070 |
0.0003 |
4.1% |
0.0000 |
Volume |
738 |
290 |
-448 |
-60.7% |
1,238 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8301 |
0.8234 |
0.8013 |
|
R3 |
0.8195 |
0.8128 |
0.7984 |
|
R2 |
0.8089 |
0.8089 |
0.7974 |
|
R1 |
0.8022 |
0.8022 |
0.7965 |
0.8003 |
PP |
0.7983 |
0.7983 |
0.7983 |
0.7973 |
S1 |
0.7916 |
0.7916 |
0.7945 |
0.7896 |
S2 |
0.7877 |
0.7877 |
0.7936 |
|
S3 |
0.7771 |
0.7810 |
0.7926 |
|
S4 |
0.7665 |
0.7704 |
0.7897 |
|
|
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 |
0.8501 |
2.618 |
0.8328 |
1.618 |
0.8222 |
1.000 |
0.8156 |
0.618 |
0.8116 |
HIGH |
0.8050 |
0.618 |
0.8010 |
0.500 |
0.7997 |
0.382 |
0.7984 |
LOW |
0.7944 |
0.618 |
0.7878 |
1.000 |
0.7838 |
1.618 |
0.7772 |
2.618 |
0.7666 |
4.250 |
0.7493 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7997 |
0.7958 |
PP |
0.7983 |
0.7957 |
S1 |
0.7969 |
0.7956 |
|