CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7105 |
0.7071 |
-0.0034 |
-0.5% |
0.7168 |
High |
0.7138 |
0.7139 |
0.0001 |
0.0% |
0.7203 |
Low |
0.7038 |
0.7065 |
0.0027 |
0.4% |
0.7038 |
Close |
0.7052 |
0.7129 |
0.0077 |
1.1% |
0.7129 |
Range |
0.0100 |
0.0074 |
-0.0026 |
-26.0% |
0.0165 |
ATR |
0.0067 |
0.0069 |
0.0001 |
2.1% |
0.0000 |
Volume |
93 |
29 |
-64 |
-68.8% |
569 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7333 |
0.7305 |
0.7170 |
|
R3 |
0.7259 |
0.7231 |
0.7149 |
|
R2 |
0.7185 |
0.7185 |
0.7143 |
|
R1 |
0.7157 |
0.7157 |
0.7136 |
0.7171 |
PP |
0.7111 |
0.7111 |
0.7111 |
0.7118 |
S1 |
0.7083 |
0.7083 |
0.7122 |
0.7097 |
S2 |
0.7037 |
0.7037 |
0.7115 |
|
S3 |
0.6963 |
0.7009 |
0.7109 |
|
S4 |
0.6889 |
0.6935 |
0.7088 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7618 |
0.7539 |
0.7220 |
|
R3 |
0.7453 |
0.7374 |
0.7174 |
|
R2 |
0.7288 |
0.7288 |
0.7159 |
|
R1 |
0.7209 |
0.7209 |
0.7144 |
0.7166 |
PP |
0.7123 |
0.7123 |
0.7123 |
0.7102 |
S1 |
0.7044 |
0.7044 |
0.7114 |
0.7001 |
S2 |
0.6958 |
0.6958 |
0.7099 |
|
S3 |
0.6793 |
0.6879 |
0.7084 |
|
S4 |
0.6628 |
0.6714 |
0.7038 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7453 |
2.618 |
0.7333 |
1.618 |
0.7259 |
1.000 |
0.7213 |
0.618 |
0.7185 |
HIGH |
0.7139 |
0.618 |
0.7111 |
0.500 |
0.7102 |
0.382 |
0.7093 |
LOW |
0.7065 |
0.618 |
0.7019 |
1.000 |
0.6991 |
1.618 |
0.6945 |
2.618 |
0.6871 |
4.250 |
0.6751 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7120 |
0.7126 |
PP |
0.7111 |
0.7123 |
S1 |
0.7102 |
0.7120 |
|