CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7101 |
0.7104 |
0.0003 |
0.0% |
0.7154 |
High |
0.7101 |
0.7104 |
0.0003 |
0.0% |
0.7163 |
Low |
0.7101 |
0.7104 |
0.0003 |
0.0% |
0.7024 |
Close |
0.7101 |
0.7104 |
0.0003 |
0.0% |
0.7101 |
Range |
|
|
|
|
|
ATR |
0.0059 |
0.0055 |
-0.0004 |
-6.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7104 |
0.7104 |
0.7104 |
|
R3 |
0.7104 |
0.7104 |
0.7104 |
|
R2 |
0.7104 |
0.7104 |
0.7104 |
|
R1 |
0.7104 |
0.7104 |
0.7104 |
0.7104 |
PP |
0.7104 |
0.7104 |
0.7104 |
0.7104 |
S1 |
0.7104 |
0.7104 |
0.7104 |
0.7104 |
S2 |
0.7104 |
0.7104 |
0.7104 |
|
S3 |
0.7104 |
0.7104 |
0.7104 |
|
S4 |
0.7104 |
0.7104 |
0.7104 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7513 |
0.7446 |
0.7177 |
|
R3 |
0.7374 |
0.7307 |
0.7139 |
|
R2 |
0.7235 |
0.7235 |
0.7126 |
|
R1 |
0.7168 |
0.7168 |
0.7114 |
0.7132 |
PP |
0.7096 |
0.7096 |
0.7096 |
0.7078 |
S1 |
0.7029 |
0.7029 |
0.7088 |
0.6993 |
S2 |
0.6957 |
0.6957 |
0.7076 |
|
S3 |
0.6818 |
0.6890 |
0.7063 |
|
S4 |
0.6679 |
0.6751 |
0.7025 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7104 |
2.618 |
0.7104 |
1.618 |
0.7104 |
1.000 |
0.7104 |
0.618 |
0.7104 |
HIGH |
0.7104 |
0.618 |
0.7104 |
0.500 |
0.7104 |
0.382 |
0.7104 |
LOW |
0.7104 |
0.618 |
0.7104 |
1.000 |
0.7104 |
1.618 |
0.7104 |
2.618 |
0.7104 |
4.250 |
0.7104 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7104 |
0.7091 |
PP |
0.7104 |
0.7077 |
S1 |
0.7104 |
0.7064 |
|