CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 07-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.7940 |
0.7917 |
-0.0023 |
-0.3% |
0.7978 |
High |
0.7966 |
0.7935 |
-0.0031 |
-0.4% |
0.8028 |
Low |
0.7879 |
0.7886 |
0.0007 |
0.1% |
0.7879 |
Close |
0.7912 |
0.7899 |
-0.0013 |
-0.2% |
0.7912 |
Range |
0.0087 |
0.0049 |
-0.0038 |
-43.7% |
0.0149 |
ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
632 |
428 |
-204 |
-32.3% |
1,360 |
|
Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8054 |
0.8025 |
0.7926 |
|
R3 |
0.8005 |
0.7976 |
0.7912 |
|
R2 |
0.7956 |
0.7956 |
0.7908 |
|
R1 |
0.7927 |
0.7927 |
0.7903 |
0.7917 |
PP |
0.7907 |
0.7907 |
0.7907 |
0.7902 |
S1 |
0.7878 |
0.7878 |
0.7895 |
0.7868 |
S2 |
0.7858 |
0.7858 |
0.7890 |
|
S3 |
0.7809 |
0.7829 |
0.7886 |
|
S4 |
0.7760 |
0.7780 |
0.7872 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8387 |
0.8298 |
0.7994 |
|
R3 |
0.8238 |
0.8149 |
0.7953 |
|
R2 |
0.8089 |
0.8089 |
0.7939 |
|
R1 |
0.8000 |
0.8000 |
0.7926 |
0.7970 |
PP |
0.7940 |
0.7940 |
0.7940 |
0.7925 |
S1 |
0.7851 |
0.7851 |
0.7898 |
0.7821 |
S2 |
0.7791 |
0.7791 |
0.7885 |
|
S3 |
0.7642 |
0.7702 |
0.7871 |
|
S4 |
0.7493 |
0.7553 |
0.7830 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8143 |
2.618 |
0.8063 |
1.618 |
0.8014 |
1.000 |
0.7984 |
0.618 |
0.7965 |
HIGH |
0.7935 |
0.618 |
0.7916 |
0.500 |
0.7911 |
0.382 |
0.7905 |
LOW |
0.7886 |
0.618 |
0.7856 |
1.000 |
0.7837 |
1.618 |
0.7807 |
2.618 |
0.7758 |
4.250 |
0.7678 |
|
|
Fisher Pivots for day following 07-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7911 |
0.7923 |
PP |
0.7907 |
0.7915 |
S1 |
0.7903 |
0.7907 |
|