CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 31-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7953 |
0.7978 |
0.0025 |
0.3% |
0.7902 |
High |
0.7992 |
0.7989 |
-0.0003 |
0.0% |
0.8050 |
Low |
0.7923 |
0.7943 |
0.0020 |
0.3% |
0.7865 |
Close |
0.7980 |
0.7985 |
0.0005 |
0.1% |
0.7980 |
Range |
0.0069 |
0.0046 |
-0.0023 |
-33.3% |
0.0185 |
ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
164 |
112 |
-52 |
-31.7% |
1,893 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8110 |
0.8094 |
0.8010 |
|
R3 |
0.8064 |
0.8048 |
0.7998 |
|
R2 |
0.8018 |
0.8018 |
0.7993 |
|
R1 |
0.8002 |
0.8002 |
0.7989 |
0.8010 |
PP |
0.7972 |
0.7972 |
0.7972 |
0.7977 |
S1 |
0.7956 |
0.7956 |
0.7981 |
0.7964 |
S2 |
0.7926 |
0.7926 |
0.7977 |
|
S3 |
0.7880 |
0.7910 |
0.7972 |
|
S4 |
0.7834 |
0.7864 |
0.7960 |
|
|
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 |
0.8185 |
2.618 |
0.8109 |
1.618 |
0.8063 |
1.000 |
0.8035 |
0.618 |
0.8017 |
HIGH |
0.7989 |
0.618 |
0.7971 |
0.500 |
0.7966 |
0.382 |
0.7961 |
LOW |
0.7943 |
0.618 |
0.7915 |
1.000 |
0.7897 |
1.618 |
0.7869 |
2.618 |
0.7823 |
4.250 |
0.7747 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7979 |
0.7987 |
PP |
0.7972 |
0.7986 |
S1 |
0.7966 |
0.7986 |
|