CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7043 |
0.7030 |
-0.0013 |
-0.2% |
0.7027 |
High |
0.7043 |
0.7030 |
-0.0013 |
-0.2% |
0.7131 |
Low |
0.7043 |
0.7030 |
-0.0013 |
-0.2% |
0.6977 |
Close |
0.7043 |
0.7030 |
-0.0013 |
-0.2% |
0.6996 |
Range |
|
|
|
|
|
ATR |
0.0050 |
0.0048 |
-0.0003 |
-5.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7030 |
0.7030 |
0.7030 |
|
R3 |
0.7030 |
0.7030 |
0.7030 |
|
R2 |
0.7030 |
0.7030 |
0.7030 |
|
R1 |
0.7030 |
0.7030 |
0.7030 |
0.7030 |
PP |
0.7030 |
0.7030 |
0.7030 |
0.7030 |
S1 |
0.7030 |
0.7030 |
0.7030 |
0.7030 |
S2 |
0.7030 |
0.7030 |
0.7030 |
|
S3 |
0.7030 |
0.7030 |
0.7030 |
|
S4 |
0.7030 |
0.7030 |
0.7030 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7497 |
0.7400 |
0.7081 |
|
R3 |
0.7343 |
0.7246 |
0.7038 |
|
R2 |
0.7189 |
0.7189 |
0.7024 |
|
R1 |
0.7092 |
0.7092 |
0.7010 |
0.7064 |
PP |
0.7035 |
0.7035 |
0.7035 |
0.7020 |
S1 |
0.6938 |
0.6938 |
0.6982 |
0.6910 |
S2 |
0.6881 |
0.6881 |
0.6968 |
|
S3 |
0.6727 |
0.6784 |
0.6954 |
|
S4 |
0.6573 |
0.6630 |
0.6911 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7030 |
2.618 |
0.7030 |
1.618 |
0.7030 |
1.000 |
0.7030 |
0.618 |
0.7030 |
HIGH |
0.7030 |
0.618 |
0.7030 |
0.500 |
0.7030 |
0.382 |
0.7030 |
LOW |
0.7030 |
0.618 |
0.7030 |
1.000 |
0.7030 |
1.618 |
0.7030 |
2.618 |
0.7030 |
4.250 |
0.7030 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7030 |
0.7022 |
PP |
0.7030 |
0.7014 |
S1 |
0.7030 |
0.7007 |
|