CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.6995 |
0.7027 |
0.0032 |
0.5% |
0.6900 |
High |
0.6995 |
0.7027 |
0.0032 |
0.5% |
0.7006 |
Low |
0.6995 |
0.7027 |
0.0032 |
0.5% |
0.6900 |
Close |
0.6995 |
0.7027 |
0.0032 |
0.5% |
0.6995 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7027 |
0.7027 |
0.7027 |
|
R3 |
0.7027 |
0.7027 |
0.7027 |
|
R2 |
0.7027 |
0.7027 |
0.7027 |
|
R1 |
0.7027 |
0.7027 |
0.7027 |
0.7027 |
PP |
0.7027 |
0.7027 |
0.7027 |
0.7027 |
S1 |
0.7027 |
0.7027 |
0.7027 |
0.7027 |
S2 |
0.7027 |
0.7027 |
0.7027 |
|
S3 |
0.7027 |
0.7027 |
0.7027 |
|
S4 |
0.7027 |
0.7027 |
0.7027 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7285 |
0.7246 |
0.7053 |
|
R3 |
0.7179 |
0.7140 |
0.7024 |
|
R2 |
0.7073 |
0.7073 |
0.7014 |
|
R1 |
0.7034 |
0.7034 |
0.7005 |
0.7053 |
PP |
0.6967 |
0.6967 |
0.6967 |
0.6977 |
S1 |
0.6928 |
0.6928 |
0.6985 |
0.6948 |
S2 |
0.6861 |
0.6861 |
0.6976 |
|
S3 |
0.6755 |
0.6822 |
0.6966 |
|
S4 |
0.6649 |
0.6716 |
0.6937 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7027 |
2.618 |
0.7027 |
1.618 |
0.7027 |
1.000 |
0.7027 |
0.618 |
0.7027 |
HIGH |
0.7027 |
0.618 |
0.7027 |
0.500 |
0.7027 |
0.382 |
0.7027 |
LOW |
0.7027 |
0.618 |
0.7027 |
1.000 |
0.7027 |
1.618 |
0.7027 |
2.618 |
0.7027 |
4.250 |
0.7027 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7027 |
0.7022 |
PP |
0.7027 |
0.7016 |
S1 |
0.7027 |
0.7011 |
|