CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.7959 |
0.7940 |
-0.0019 |
-0.2% |
0.7902 |
High |
0.7978 |
0.7945 |
-0.0033 |
-0.4% |
0.8050 |
Low |
0.7929 |
0.7902 |
-0.0027 |
-0.3% |
0.7865 |
Close |
0.7956 |
0.7930 |
-0.0026 |
-0.3% |
0.7980 |
Range |
0.0049 |
0.0043 |
-0.0006 |
-12.2% |
0.0185 |
ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
160 |
256 |
96 |
60.0% |
1,893 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8055 |
0.8035 |
0.7954 |
|
R3 |
0.8012 |
0.7992 |
0.7942 |
|
R2 |
0.7969 |
0.7969 |
0.7938 |
|
R1 |
0.7949 |
0.7949 |
0.7934 |
0.7938 |
PP |
0.7926 |
0.7926 |
0.7926 |
0.7920 |
S1 |
0.7906 |
0.7906 |
0.7926 |
0.7895 |
S2 |
0.7883 |
0.7883 |
0.7922 |
|
S3 |
0.7840 |
0.7863 |
0.7918 |
|
S4 |
0.7797 |
0.7820 |
0.7906 |
|
|
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 |
0.8128 |
2.618 |
0.8058 |
1.618 |
0.8015 |
1.000 |
0.7988 |
0.618 |
0.7972 |
HIGH |
0.7945 |
0.618 |
0.7929 |
0.500 |
0.7924 |
0.382 |
0.7918 |
LOW |
0.7902 |
0.618 |
0.7875 |
1.000 |
0.7859 |
1.618 |
0.7832 |
2.618 |
0.7789 |
4.250 |
0.7719 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7928 |
0.7965 |
PP |
0.7926 |
0.7953 |
S1 |
0.7924 |
0.7942 |
|