CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7991 |
0.7953 |
-0.0038 |
-0.5% |
0.7902 |
High |
0.8050 |
0.7992 |
-0.0058 |
-0.7% |
0.8050 |
Low |
0.7944 |
0.7923 |
-0.0021 |
-0.3% |
0.7865 |
Close |
0.7955 |
0.7980 |
0.0025 |
0.3% |
0.7980 |
Range |
0.0106 |
0.0069 |
-0.0037 |
-34.9% |
0.0185 |
ATR |
0.0070 |
0.0070 |
0.0000 |
-0.1% |
0.0000 |
Volume |
290 |
164 |
-126 |
-43.4% |
1,893 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8172 |
0.8145 |
0.8018 |
|
R3 |
0.8103 |
0.8076 |
0.7999 |
|
R2 |
0.8034 |
0.8034 |
0.7993 |
|
R1 |
0.8007 |
0.8007 |
0.7986 |
0.8021 |
PP |
0.7965 |
0.7965 |
0.7965 |
0.7972 |
S1 |
0.7938 |
0.7938 |
0.7974 |
0.7952 |
S2 |
0.7896 |
0.7896 |
0.7967 |
|
S3 |
0.7827 |
0.7869 |
0.7961 |
|
S4 |
0.7758 |
0.7800 |
0.7942 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8520 |
0.8435 |
0.8082 |
|
R3 |
0.8335 |
0.8250 |
0.8031 |
|
R2 |
0.8150 |
0.8150 |
0.8014 |
|
R1 |
0.8065 |
0.8065 |
0.7997 |
0.8108 |
PP |
0.7965 |
0.7965 |
0.7965 |
0.7986 |
S1 |
0.7880 |
0.7880 |
0.7963 |
0.7923 |
S2 |
0.7780 |
0.7780 |
0.7946 |
|
S3 |
0.7595 |
0.7695 |
0.7929 |
|
S4 |
0.7410 |
0.7510 |
0.7878 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8285 |
2.618 |
0.8173 |
1.618 |
0.8104 |
1.000 |
0.8061 |
0.618 |
0.8035 |
HIGH |
0.7992 |
0.618 |
0.7966 |
0.500 |
0.7958 |
0.382 |
0.7949 |
LOW |
0.7923 |
0.618 |
0.7880 |
1.000 |
0.7854 |
1.618 |
0.7811 |
2.618 |
0.7742 |
4.250 |
0.7630 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7973 |
0.7973 |
PP |
0.7965 |
0.7965 |
S1 |
0.7958 |
0.7958 |
|