CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7116 |
0.7177 |
0.0061 |
0.9% |
0.7030 |
High |
0.7116 |
0.7177 |
0.0061 |
0.9% |
0.7170 |
Low |
0.7116 |
0.7177 |
0.0061 |
0.9% |
0.7020 |
Close |
0.7116 |
0.7177 |
0.0061 |
0.9% |
0.7170 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0042 |
0.0001 |
3.5% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7177 |
0.7177 |
0.7177 |
|
R3 |
0.7177 |
0.7177 |
0.7177 |
|
R2 |
0.7177 |
0.7177 |
0.7177 |
|
R1 |
0.7177 |
0.7177 |
0.7177 |
0.7177 |
PP |
0.7177 |
0.7177 |
0.7177 |
0.7177 |
S1 |
0.7177 |
0.7177 |
0.7177 |
0.7177 |
S2 |
0.7177 |
0.7177 |
0.7177 |
|
S3 |
0.7177 |
0.7177 |
0.7177 |
|
S4 |
0.7177 |
0.7177 |
0.7177 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7570 |
0.7520 |
0.7253 |
|
R3 |
0.7420 |
0.7370 |
0.7211 |
|
R2 |
0.7270 |
0.7270 |
0.7198 |
|
R1 |
0.7220 |
0.7220 |
0.7184 |
0.7245 |
PP |
0.7120 |
0.7120 |
0.7120 |
0.7133 |
S1 |
0.7070 |
0.7070 |
0.7156 |
0.7095 |
S2 |
0.6970 |
0.6970 |
0.7143 |
|
S3 |
0.6820 |
0.6920 |
0.7129 |
|
S4 |
0.6670 |
0.6770 |
0.7088 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7177 |
2.618 |
0.7177 |
1.618 |
0.7177 |
1.000 |
0.7177 |
0.618 |
0.7177 |
HIGH |
0.7177 |
0.618 |
0.7177 |
0.500 |
0.7177 |
0.382 |
0.7177 |
LOW |
0.7177 |
0.618 |
0.7177 |
1.000 |
0.7177 |
1.618 |
0.7177 |
2.618 |
0.7177 |
4.250 |
0.7177 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7177 |
0.7165 |
PP |
0.7177 |
0.7153 |
S1 |
0.7177 |
0.7142 |
|