CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 13-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6909 |
0.6885 |
-0.0024 |
-0.3% |
0.7102 |
High |
0.6909 |
0.6885 |
-0.0024 |
-0.3% |
0.7102 |
Low |
0.6909 |
0.6885 |
-0.0024 |
-0.3% |
0.6908 |
Close |
0.6909 |
0.6885 |
-0.0024 |
-0.3% |
0.6908 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0041 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6885 |
0.6885 |
0.6885 |
|
R3 |
0.6885 |
0.6885 |
0.6885 |
|
R2 |
0.6885 |
0.6885 |
0.6885 |
|
R1 |
0.6885 |
0.6885 |
0.6885 |
0.6885 |
PP |
0.6885 |
0.6885 |
0.6885 |
0.6885 |
S1 |
0.6885 |
0.6885 |
0.6885 |
0.6885 |
S2 |
0.6885 |
0.6885 |
0.6885 |
|
S3 |
0.6885 |
0.6885 |
0.6885 |
|
S4 |
0.6885 |
0.6885 |
0.6885 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7555 |
0.7425 |
0.7015 |
|
R3 |
0.7361 |
0.7231 |
0.6961 |
|
R2 |
0.7167 |
0.7167 |
0.6944 |
|
R1 |
0.7037 |
0.7037 |
0.6926 |
0.7005 |
PP |
0.6973 |
0.6973 |
0.6973 |
0.6957 |
S1 |
0.6843 |
0.6843 |
0.6890 |
0.6811 |
S2 |
0.6779 |
0.6779 |
0.6872 |
|
S3 |
0.6585 |
0.6649 |
0.6855 |
|
S4 |
0.6391 |
0.6455 |
0.6801 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6885 |
2.618 |
0.6885 |
1.618 |
0.6885 |
1.000 |
0.6885 |
0.618 |
0.6885 |
HIGH |
0.6885 |
0.618 |
0.6885 |
0.500 |
0.6885 |
0.382 |
0.6885 |
LOW |
0.6885 |
0.618 |
0.6885 |
1.000 |
0.6885 |
1.618 |
0.6885 |
2.618 |
0.6885 |
4.250 |
0.6885 |
|
|
Fisher Pivots for day following 13-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.6885 |
0.6897 |
PP |
0.6885 |
0.6893 |
S1 |
0.6885 |
0.6889 |
|