CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7188 |
0.7140 |
-0.0048 |
-0.7% |
0.7200 |
High |
0.7200 |
0.7202 |
0.0002 |
0.0% |
0.7250 |
Low |
0.7103 |
0.7118 |
0.0015 |
0.2% |
0.7125 |
Close |
0.7131 |
0.7192 |
0.0061 |
0.9% |
0.7125 |
Range |
0.0097 |
0.0084 |
-0.0013 |
-13.4% |
0.0125 |
ATR |
0.0059 |
0.0060 |
0.0002 |
3.1% |
0.0000 |
Volume |
178 |
253 |
75 |
42.1% |
49 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7423 |
0.7391 |
0.7238 |
|
R3 |
0.7339 |
0.7307 |
0.7215 |
|
R2 |
0.7255 |
0.7255 |
0.7207 |
|
R1 |
0.7223 |
0.7223 |
0.7200 |
0.7239 |
PP |
0.7171 |
0.7171 |
0.7171 |
0.7179 |
S1 |
0.7139 |
0.7139 |
0.7184 |
0.7155 |
S2 |
0.7087 |
0.7087 |
0.7177 |
|
S3 |
0.7003 |
0.7055 |
0.7169 |
|
S4 |
0.6919 |
0.6971 |
0.7146 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7542 |
0.7458 |
0.7194 |
|
R3 |
0.7417 |
0.7333 |
0.7159 |
|
R2 |
0.7292 |
0.7292 |
0.7148 |
|
R1 |
0.7208 |
0.7208 |
0.7136 |
0.7188 |
PP |
0.7167 |
0.7167 |
0.7167 |
0.7156 |
S1 |
0.7083 |
0.7083 |
0.7114 |
0.7063 |
S2 |
0.7042 |
0.7042 |
0.7102 |
|
S3 |
0.6917 |
0.6958 |
0.7091 |
|
S4 |
0.6792 |
0.6833 |
0.7056 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7559 |
2.618 |
0.7422 |
1.618 |
0.7338 |
1.000 |
0.7286 |
0.618 |
0.7254 |
HIGH |
0.7202 |
0.618 |
0.7170 |
0.500 |
0.7160 |
0.382 |
0.7150 |
LOW |
0.7118 |
0.618 |
0.7066 |
1.000 |
0.7034 |
1.618 |
0.6982 |
2.618 |
0.6898 |
4.250 |
0.6761 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7181 |
0.7179 |
PP |
0.7171 |
0.7166 |
S1 |
0.7160 |
0.7153 |
|