CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.7345 |
0.7312 |
-0.0033 |
-0.4% |
0.7340 |
High |
0.7372 |
0.7312 |
-0.0060 |
-0.8% |
0.7429 |
Low |
0.7332 |
0.7281 |
-0.0051 |
-0.7% |
0.7318 |
Close |
0.7339 |
0.7309 |
-0.0030 |
-0.4% |
0.7329 |
Range |
0.0040 |
0.0031 |
-0.0009 |
-22.5% |
0.0111 |
ATR |
0.0047 |
0.0048 |
0.0001 |
1.6% |
0.0000 |
Volume |
15 |
181 |
166 |
1,106.7% |
318 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7394 |
0.7382 |
0.7326 |
|
R3 |
0.7363 |
0.7351 |
0.7318 |
|
R2 |
0.7332 |
0.7332 |
0.7315 |
|
R1 |
0.7320 |
0.7320 |
0.7312 |
0.7311 |
PP |
0.7301 |
0.7301 |
0.7301 |
0.7296 |
S1 |
0.7289 |
0.7289 |
0.7306 |
0.7280 |
S2 |
0.7270 |
0.7270 |
0.7303 |
|
S3 |
0.7239 |
0.7258 |
0.7300 |
|
S4 |
0.7208 |
0.7227 |
0.7292 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7692 |
0.7621 |
0.7390 |
|
R3 |
0.7581 |
0.7510 |
0.7360 |
|
R2 |
0.7470 |
0.7470 |
0.7349 |
|
R1 |
0.7399 |
0.7399 |
0.7339 |
0.7379 |
PP |
0.7359 |
0.7359 |
0.7359 |
0.7349 |
S1 |
0.7288 |
0.7288 |
0.7319 |
0.7268 |
S2 |
0.7248 |
0.7248 |
0.7309 |
|
S3 |
0.7137 |
0.7177 |
0.7298 |
|
S4 |
0.7026 |
0.7066 |
0.7268 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7429 |
0.7281 |
0.0148 |
2.0% |
0.0035 |
0.5% |
19% |
False |
True |
78 |
10 |
0.7429 |
0.7160 |
0.0269 |
3.7% |
0.0034 |
0.5% |
55% |
False |
False |
52 |
20 |
0.7429 |
0.7121 |
0.0308 |
4.2% |
0.0019 |
0.3% |
61% |
False |
False |
33 |
40 |
0.7738 |
0.7121 |
0.0617 |
8.4% |
0.0014 |
0.2% |
30% |
False |
False |
17 |
60 |
0.7738 |
0.7121 |
0.0617 |
8.4% |
0.0012 |
0.2% |
30% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7444 |
2.618 |
0.7393 |
1.618 |
0.7362 |
1.000 |
0.7343 |
0.618 |
0.7331 |
HIGH |
0.7312 |
0.618 |
0.7300 |
0.500 |
0.7297 |
0.382 |
0.7293 |
LOW |
0.7281 |
0.618 |
0.7262 |
1.000 |
0.7250 |
1.618 |
0.7231 |
2.618 |
0.7200 |
4.250 |
0.7149 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7305 |
0.7327 |
PP |
0.7301 |
0.7321 |
S1 |
0.7297 |
0.7315 |
|