CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.7227 |
0.7131 |
-0.0096 |
-1.3% |
0.7228 |
High |
0.7227 |
0.7155 |
-0.0072 |
-1.0% |
0.7265 |
Low |
0.7110 |
0.7085 |
-0.0025 |
-0.4% |
0.7195 |
Close |
0.7129 |
0.7099 |
-0.0030 |
-0.4% |
0.7236 |
Range |
0.0117 |
0.0070 |
-0.0047 |
-40.2% |
0.0070 |
ATR |
0.0060 |
0.0061 |
0.0001 |
1.2% |
0.0000 |
Volume |
596 |
72 |
-524 |
-87.9% |
514 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7323 |
0.7281 |
0.7138 |
|
R3 |
0.7253 |
0.7211 |
0.7118 |
|
R2 |
0.7183 |
0.7183 |
0.7112 |
|
R1 |
0.7141 |
0.7141 |
0.7105 |
0.7127 |
PP |
0.7113 |
0.7113 |
0.7113 |
0.7106 |
S1 |
0.7071 |
0.7071 |
0.7093 |
0.7057 |
S2 |
0.7043 |
0.7043 |
0.7086 |
|
S3 |
0.6973 |
0.7001 |
0.7080 |
|
S4 |
0.6903 |
0.6931 |
0.7061 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7442 |
0.7409 |
0.7275 |
|
R3 |
0.7372 |
0.7339 |
0.7255 |
|
R2 |
0.7302 |
0.7302 |
0.7249 |
|
R1 |
0.7269 |
0.7269 |
0.7242 |
0.7286 |
PP |
0.7232 |
0.7232 |
0.7232 |
0.7240 |
S1 |
0.7199 |
0.7199 |
0.7230 |
0.7216 |
S2 |
0.7162 |
0.7162 |
0.7223 |
|
S3 |
0.7092 |
0.7129 |
0.7217 |
|
S4 |
0.7022 |
0.7059 |
0.7198 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7453 |
2.618 |
0.7338 |
1.618 |
0.7268 |
1.000 |
0.7225 |
0.618 |
0.7198 |
HIGH |
0.7155 |
0.618 |
0.7128 |
0.500 |
0.7120 |
0.382 |
0.7112 |
LOW |
0.7085 |
0.618 |
0.7042 |
1.000 |
0.7015 |
1.618 |
0.6972 |
2.618 |
0.6902 |
4.250 |
0.6787 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7120 |
0.7175 |
PP |
0.7113 |
0.7150 |
S1 |
0.7106 |
0.7124 |
|