CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6946 |
0.6960 |
0.0014 |
0.2% |
0.6835 |
High |
0.6946 |
0.6960 |
0.0014 |
0.2% |
0.6950 |
Low |
0.6946 |
0.6960 |
0.0014 |
0.2% |
0.6828 |
Close |
0.6946 |
0.6960 |
0.0014 |
0.2% |
0.6935 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0044 |
-0.0002 |
-5.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6960 |
0.6960 |
0.6960 |
|
R3 |
0.6960 |
0.6960 |
0.6960 |
|
R2 |
0.6960 |
0.6960 |
0.6960 |
|
R1 |
0.6960 |
0.6960 |
0.6960 |
0.6960 |
PP |
0.6960 |
0.6960 |
0.6960 |
0.6960 |
S1 |
0.6960 |
0.6960 |
0.6960 |
0.6960 |
S2 |
0.6960 |
0.6960 |
0.6960 |
|
S3 |
0.6960 |
0.6960 |
0.6960 |
|
S4 |
0.6960 |
0.6960 |
0.6960 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7270 |
0.7225 |
0.7002 |
|
R3 |
0.7148 |
0.7103 |
0.6969 |
|
R2 |
0.7026 |
0.7026 |
0.6957 |
|
R1 |
0.6981 |
0.6981 |
0.6946 |
0.7004 |
PP |
0.6904 |
0.6904 |
0.6904 |
0.6916 |
S1 |
0.6859 |
0.6859 |
0.6924 |
0.6882 |
S2 |
0.6782 |
0.6782 |
0.6913 |
|
S3 |
0.6660 |
0.6737 |
0.6901 |
|
S4 |
0.6538 |
0.6615 |
0.6868 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6960 |
2.618 |
0.6960 |
1.618 |
0.6960 |
1.000 |
0.6960 |
0.618 |
0.6960 |
HIGH |
0.6960 |
0.618 |
0.6960 |
0.500 |
0.6960 |
0.382 |
0.6960 |
LOW |
0.6960 |
0.618 |
0.6960 |
1.000 |
0.6960 |
1.618 |
0.6960 |
2.618 |
0.6960 |
4.250 |
0.6960 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.6960 |
0.6950 |
PP |
0.6960 |
0.6940 |
S1 |
0.6960 |
0.6930 |
|