CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7140 |
0.7105 |
-0.0035 |
-0.5% |
0.7200 |
High |
0.7202 |
0.7138 |
-0.0064 |
-0.9% |
0.7250 |
Low |
0.7118 |
0.7038 |
-0.0080 |
-1.1% |
0.7125 |
Close |
0.7192 |
0.7052 |
-0.0140 |
-1.9% |
0.7125 |
Range |
0.0084 |
0.0100 |
0.0016 |
19.0% |
0.0125 |
ATR |
0.0060 |
0.0067 |
0.0007 |
11.1% |
0.0000 |
Volume |
253 |
93 |
-160 |
-63.2% |
49 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7376 |
0.7314 |
0.7107 |
|
R3 |
0.7276 |
0.7214 |
0.7080 |
|
R2 |
0.7176 |
0.7176 |
0.7070 |
|
R1 |
0.7114 |
0.7114 |
0.7061 |
0.7095 |
PP |
0.7076 |
0.7076 |
0.7076 |
0.7067 |
S1 |
0.7014 |
0.7014 |
0.7043 |
0.6995 |
S2 |
0.6976 |
0.6976 |
0.7034 |
|
S3 |
0.6876 |
0.6914 |
0.7025 |
|
S4 |
0.6776 |
0.6814 |
0.6997 |
|
|
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 |
0.7563 |
2.618 |
0.7400 |
1.618 |
0.7300 |
1.000 |
0.7238 |
0.618 |
0.7200 |
HIGH |
0.7138 |
0.618 |
0.7100 |
0.500 |
0.7088 |
0.382 |
0.7076 |
LOW |
0.7038 |
0.618 |
0.6976 |
1.000 |
0.6938 |
1.618 |
0.6876 |
2.618 |
0.6776 |
4.250 |
0.6613 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7088 |
0.7120 |
PP |
0.7076 |
0.7097 |
S1 |
0.7064 |
0.7075 |
|