CME Australian Dollar Future December 2017
Trading Metrics calculated at close of trading on 21-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.7877 |
0.7918 |
0.0041 |
0.5% |
0.7883 |
High |
0.7931 |
0.7938 |
0.0007 |
0.1% |
0.7949 |
Low |
0.7857 |
0.7900 |
0.0043 |
0.5% |
0.7796 |
Close |
0.7921 |
0.7923 |
0.0002 |
0.0% |
0.7921 |
Range |
0.0074 |
0.0038 |
-0.0036 |
-48.6% |
0.0153 |
ATR |
0.0070 |
0.0067 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
478 |
394 |
-84 |
-17.6% |
4,816 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8034 |
0.8017 |
0.7944 |
|
R3 |
0.7996 |
0.7979 |
0.7933 |
|
R2 |
0.7958 |
0.7958 |
0.7930 |
|
R1 |
0.7941 |
0.7941 |
0.7926 |
0.7950 |
PP |
0.7920 |
0.7920 |
0.7920 |
0.7925 |
S1 |
0.7903 |
0.7903 |
0.7920 |
0.7912 |
S2 |
0.7882 |
0.7882 |
0.7916 |
|
S3 |
0.7844 |
0.7865 |
0.7913 |
|
S4 |
0.7806 |
0.7827 |
0.7902 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8348 |
0.8287 |
0.8005 |
|
R3 |
0.8195 |
0.8134 |
0.7963 |
|
R2 |
0.8042 |
0.8042 |
0.7949 |
|
R1 |
0.7981 |
0.7981 |
0.7935 |
0.8012 |
PP |
0.7889 |
0.7889 |
0.7889 |
0.7904 |
S1 |
0.7828 |
0.7828 |
0.7907 |
0.7859 |
S2 |
0.7736 |
0.7736 |
0.7893 |
|
S3 |
0.7583 |
0.7675 |
0.7879 |
|
S4 |
0.7430 |
0.7522 |
0.7837 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8100 |
2.618 |
0.8037 |
1.618 |
0.7999 |
1.000 |
0.7976 |
0.618 |
0.7961 |
HIGH |
0.7938 |
0.618 |
0.7923 |
0.500 |
0.7919 |
0.382 |
0.7915 |
LOW |
0.7900 |
0.618 |
0.7877 |
1.000 |
0.7862 |
1.618 |
0.7839 |
2.618 |
0.7801 |
4.250 |
0.7739 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7922 |
0.7916 |
PP |
0.7920 |
0.7910 |
S1 |
0.7919 |
0.7903 |
|