CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.7883 |
0.7838 |
-0.0045 |
-0.6% |
0.7917 |
High |
0.7904 |
0.7863 |
-0.0041 |
-0.5% |
0.7935 |
Low |
0.7832 |
0.7796 |
-0.0036 |
-0.5% |
0.7827 |
Close |
0.7846 |
0.7806 |
-0.0040 |
-0.5% |
0.7883 |
Range |
0.0072 |
0.0067 |
-0.0005 |
-6.9% |
0.0108 |
ATR |
0.0064 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
Volume |
399 |
1,669 |
1,270 |
318.3% |
3,610 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8023 |
0.7981 |
0.7843 |
|
R3 |
0.7956 |
0.7914 |
0.7824 |
|
R2 |
0.7889 |
0.7889 |
0.7818 |
|
R1 |
0.7847 |
0.7847 |
0.7812 |
0.7835 |
PP |
0.7822 |
0.7822 |
0.7822 |
0.7815 |
S1 |
0.7780 |
0.7780 |
0.7800 |
0.7768 |
S2 |
0.7755 |
0.7755 |
0.7794 |
|
S3 |
0.7688 |
0.7713 |
0.7788 |
|
S4 |
0.7621 |
0.7646 |
0.7769 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8206 |
0.8152 |
0.7942 |
|
R3 |
0.8098 |
0.8044 |
0.7913 |
|
R2 |
0.7990 |
0.7990 |
0.7903 |
|
R1 |
0.7936 |
0.7936 |
0.7893 |
0.7909 |
PP |
0.7882 |
0.7882 |
0.7882 |
0.7868 |
S1 |
0.7828 |
0.7828 |
0.7873 |
0.7801 |
S2 |
0.7774 |
0.7774 |
0.7863 |
|
S3 |
0.7666 |
0.7720 |
0.7853 |
|
S4 |
0.7558 |
0.7612 |
0.7824 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8148 |
2.618 |
0.8038 |
1.618 |
0.7971 |
1.000 |
0.7930 |
0.618 |
0.7904 |
HIGH |
0.7863 |
0.618 |
0.7837 |
0.500 |
0.7830 |
0.382 |
0.7822 |
LOW |
0.7796 |
0.618 |
0.7755 |
1.000 |
0.7729 |
1.618 |
0.7688 |
2.618 |
0.7621 |
4.250 |
0.7511 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7830 |
0.7850 |
PP |
0.7822 |
0.7835 |
S1 |
0.7814 |
0.7821 |
|