CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7071 |
0.7106 |
0.0035 |
0.5% |
0.7168 |
High |
0.7139 |
0.7132 |
-0.0007 |
-0.1% |
0.7203 |
Low |
0.7065 |
0.7102 |
0.0037 |
0.5% |
0.7038 |
Close |
0.7129 |
0.7132 |
0.0003 |
0.0% |
0.7129 |
Range |
0.0074 |
0.0030 |
-0.0044 |
-59.5% |
0.0165 |
ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.0% |
0.0000 |
Volume |
29 |
9 |
-20 |
-69.0% |
569 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7212 |
0.7202 |
0.7148 |
|
R3 |
0.7182 |
0.7172 |
0.7140 |
|
R2 |
0.7152 |
0.7152 |
0.7137 |
|
R1 |
0.7142 |
0.7142 |
0.7135 |
0.7147 |
PP |
0.7122 |
0.7122 |
0.7122 |
0.7125 |
S1 |
0.7112 |
0.7112 |
0.7129 |
0.7117 |
S2 |
0.7092 |
0.7092 |
0.7127 |
|
S3 |
0.7062 |
0.7082 |
0.7124 |
|
S4 |
0.7032 |
0.7052 |
0.7116 |
|
|
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 |
0.7259 |
2.618 |
0.7211 |
1.618 |
0.7181 |
1.000 |
0.7162 |
0.618 |
0.7151 |
HIGH |
0.7132 |
0.618 |
0.7121 |
0.500 |
0.7117 |
0.382 |
0.7113 |
LOW |
0.7102 |
0.618 |
0.7083 |
1.000 |
0.7072 |
1.618 |
0.7053 |
2.618 |
0.7023 |
4.250 |
0.6975 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7127 |
0.7118 |
PP |
0.7122 |
0.7103 |
S1 |
0.7117 |
0.7089 |
|