CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.7131 |
0.7112 |
-0.0019 |
-0.3% |
0.7228 |
High |
0.7155 |
0.7112 |
-0.0043 |
-0.6% |
0.7265 |
Low |
0.7085 |
0.6997 |
-0.0088 |
-1.2% |
0.7195 |
Close |
0.7099 |
0.7009 |
-0.0090 |
-1.3% |
0.7236 |
Range |
0.0070 |
0.0115 |
0.0045 |
64.3% |
0.0070 |
ATR |
0.0061 |
0.0064 |
0.0004 |
6.4% |
0.0000 |
Volume |
72 |
115 |
43 |
59.7% |
514 |
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7384 |
0.7312 |
0.7072 |
|
R3 |
0.7269 |
0.7197 |
0.7041 |
|
R2 |
0.7154 |
0.7154 |
0.7030 |
|
R1 |
0.7082 |
0.7082 |
0.7020 |
0.7061 |
PP |
0.7039 |
0.7039 |
0.7039 |
0.7029 |
S1 |
0.6967 |
0.6967 |
0.6998 |
0.6946 |
S2 |
0.6924 |
0.6924 |
0.6988 |
|
S3 |
0.6809 |
0.6852 |
0.6977 |
|
S4 |
0.6694 |
0.6737 |
0.6946 |
|
|
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 |
0.7601 |
2.618 |
0.7413 |
1.618 |
0.7298 |
1.000 |
0.7227 |
0.618 |
0.7183 |
HIGH |
0.7112 |
0.618 |
0.7068 |
0.500 |
0.7055 |
0.382 |
0.7041 |
LOW |
0.6997 |
0.618 |
0.6926 |
1.000 |
0.6882 |
1.618 |
0.6811 |
2.618 |
0.6696 |
4.250 |
0.6508 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7055 |
0.7112 |
PP |
0.7039 |
0.7078 |
S1 |
0.7024 |
0.7043 |
|