CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 02-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.7984 |
0.7959 |
-0.0025 |
-0.3% |
0.7902 |
High |
0.8028 |
0.7978 |
-0.0050 |
-0.6% |
0.8050 |
Low |
0.7948 |
0.7929 |
-0.0019 |
-0.2% |
0.7865 |
Close |
0.7956 |
0.7956 |
0.0000 |
0.0% |
0.7980 |
Range |
0.0080 |
0.0049 |
-0.0031 |
-38.8% |
0.0185 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
200 |
160 |
-40 |
-20.0% |
1,893 |
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8101 |
0.8078 |
0.7983 |
|
R3 |
0.8052 |
0.8029 |
0.7969 |
|
R2 |
0.8003 |
0.8003 |
0.7965 |
|
R1 |
0.7980 |
0.7980 |
0.7960 |
0.7967 |
PP |
0.7954 |
0.7954 |
0.7954 |
0.7948 |
S1 |
0.7931 |
0.7931 |
0.7952 |
0.7918 |
S2 |
0.7905 |
0.7905 |
0.7947 |
|
S3 |
0.7856 |
0.7882 |
0.7943 |
|
S4 |
0.7807 |
0.7833 |
0.7929 |
|
|
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 |
0.8186 |
2.618 |
0.8106 |
1.618 |
0.8057 |
1.000 |
0.8027 |
0.618 |
0.8008 |
HIGH |
0.7978 |
0.618 |
0.7959 |
0.500 |
0.7954 |
0.382 |
0.7948 |
LOW |
0.7929 |
0.618 |
0.7899 |
1.000 |
0.7880 |
1.618 |
0.7850 |
2.618 |
0.7801 |
4.250 |
0.7721 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7955 |
0.7979 |
PP |
0.7954 |
0.7971 |
S1 |
0.7954 |
0.7964 |
|