CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.7072 |
0.6983 |
-0.0089 |
-1.3% |
0.7167 |
High |
0.7072 |
0.6983 |
-0.0089 |
-1.3% |
0.7217 |
Low |
0.7072 |
0.6983 |
-0.0089 |
-1.3% |
0.7167 |
Close |
0.7072 |
0.6983 |
-0.0089 |
-1.3% |
0.7209 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0049 |
0.0003 |
6.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6983 |
0.6983 |
0.6983 |
|
R3 |
0.6983 |
0.6983 |
0.6983 |
|
R2 |
0.6983 |
0.6983 |
0.6983 |
|
R1 |
0.6983 |
0.6983 |
0.6983 |
0.6983 |
PP |
0.6983 |
0.6983 |
0.6983 |
0.6983 |
S1 |
0.6983 |
0.6983 |
0.6983 |
0.6983 |
S2 |
0.6983 |
0.6983 |
0.6983 |
|
S3 |
0.6983 |
0.6983 |
0.6983 |
|
S4 |
0.6983 |
0.6983 |
0.6983 |
|
|
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 |
0.6983 |
2.618 |
0.6983 |
1.618 |
0.6983 |
1.000 |
0.6983 |
0.618 |
0.6983 |
HIGH |
0.6983 |
0.618 |
0.6983 |
0.500 |
0.6983 |
0.382 |
0.6983 |
LOW |
0.6983 |
0.618 |
0.6983 |
1.000 |
0.6983 |
1.618 |
0.6983 |
2.618 |
0.6983 |
4.250 |
0.6983 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.6983 |
0.7043 |
PP |
0.6983 |
0.7023 |
S1 |
0.6983 |
0.7003 |
|