CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.7112 |
0.7027 |
-0.0085 |
-1.2% |
0.7228 |
High |
0.7112 |
0.7029 |
-0.0083 |
-1.2% |
0.7265 |
Low |
0.6997 |
0.6933 |
-0.0064 |
-0.9% |
0.7195 |
Close |
0.7009 |
0.6945 |
-0.0064 |
-0.9% |
0.7236 |
Range |
0.0115 |
0.0096 |
-0.0019 |
-16.5% |
0.0070 |
ATR |
0.0064 |
0.0067 |
0.0002 |
3.5% |
0.0000 |
Volume |
115 |
198 |
83 |
72.2% |
514 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7257 |
0.7197 |
0.6998 |
|
R3 |
0.7161 |
0.7101 |
0.6971 |
|
R2 |
0.7065 |
0.7065 |
0.6963 |
|
R1 |
0.7005 |
0.7005 |
0.6954 |
0.6987 |
PP |
0.6969 |
0.6969 |
0.6969 |
0.6960 |
S1 |
0.6909 |
0.6909 |
0.6936 |
0.6891 |
S2 |
0.6873 |
0.6873 |
0.6927 |
|
S3 |
0.6777 |
0.6813 |
0.6919 |
|
S4 |
0.6681 |
0.6717 |
0.6892 |
|
|
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 |
0.7437 |
2.618 |
0.7280 |
1.618 |
0.7184 |
1.000 |
0.7125 |
0.618 |
0.7088 |
HIGH |
0.7029 |
0.618 |
0.6992 |
0.500 |
0.6981 |
0.382 |
0.6970 |
LOW |
0.6933 |
0.618 |
0.6874 |
1.000 |
0.6837 |
1.618 |
0.6778 |
2.618 |
0.6682 |
4.250 |
0.6525 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.6981 |
0.7044 |
PP |
0.6969 |
0.7011 |
S1 |
0.6957 |
0.6978 |
|