CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.7209 |
0.7102 |
-0.0107 |
-1.5% |
0.7167 |
High |
0.7209 |
0.7102 |
-0.0107 |
-1.5% |
0.7217 |
Low |
0.7209 |
0.7102 |
-0.0107 |
-1.5% |
0.7167 |
Close |
0.7209 |
0.7102 |
-0.0107 |
-1.5% |
0.7209 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0047 |
0.0005 |
11.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7102 |
0.7102 |
0.7102 |
|
R3 |
0.7102 |
0.7102 |
0.7102 |
|
R2 |
0.7102 |
0.7102 |
0.7102 |
|
R1 |
0.7102 |
0.7102 |
0.7102 |
0.7102 |
PP |
0.7102 |
0.7102 |
0.7102 |
0.7102 |
S1 |
0.7102 |
0.7102 |
0.7102 |
0.7102 |
S2 |
0.7102 |
0.7102 |
0.7102 |
|
S3 |
0.7102 |
0.7102 |
0.7102 |
|
S4 |
0.7102 |
0.7102 |
0.7102 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7348 |
0.7328 |
0.7237 |
|
R3 |
0.7298 |
0.7278 |
0.7223 |
|
R2 |
0.7248 |
0.7248 |
0.7218 |
|
R1 |
0.7228 |
0.7228 |
0.7214 |
0.7238 |
PP |
0.7198 |
0.7198 |
0.7198 |
0.7203 |
S1 |
0.7178 |
0.7178 |
0.7204 |
0.7188 |
S2 |
0.7148 |
0.7148 |
0.7200 |
|
S3 |
0.7098 |
0.7128 |
0.7195 |
|
S4 |
0.7048 |
0.7078 |
0.7182 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7102 |
2.618 |
0.7102 |
1.618 |
0.7102 |
1.000 |
0.7102 |
0.618 |
0.7102 |
HIGH |
0.7102 |
0.618 |
0.7102 |
0.500 |
0.7102 |
0.382 |
0.7102 |
LOW |
0.7102 |
0.618 |
0.7102 |
1.000 |
0.7102 |
1.618 |
0.7102 |
2.618 |
0.7102 |
4.250 |
0.7102 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7102 |
0.7156 |
PP |
0.7102 |
0.7138 |
S1 |
0.7102 |
0.7120 |
|