CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 11-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6967 |
0.6896 |
-0.0071 |
-1.0% |
0.7227 |
High |
0.7014 |
0.6973 |
-0.0041 |
-0.6% |
0.7227 |
Low |
0.6905 |
0.6889 |
-0.0016 |
-0.2% |
0.6905 |
Close |
0.6935 |
0.6933 |
-0.0002 |
0.0% |
0.6935 |
Range |
0.0109 |
0.0084 |
-0.0025 |
-22.9% |
0.0322 |
ATR |
0.0070 |
0.0071 |
0.0001 |
1.5% |
0.0000 |
Volume |
179 |
131 |
-48 |
-26.8% |
1,160 |
|
Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7184 |
0.7142 |
0.6979 |
|
R3 |
0.7100 |
0.7058 |
0.6956 |
|
R2 |
0.7016 |
0.7016 |
0.6948 |
|
R1 |
0.6974 |
0.6974 |
0.6941 |
0.6995 |
PP |
0.6932 |
0.6932 |
0.6932 |
0.6942 |
S1 |
0.6890 |
0.6890 |
0.6925 |
0.6911 |
S2 |
0.6848 |
0.6848 |
0.6918 |
|
S3 |
0.6764 |
0.6806 |
0.6910 |
|
S4 |
0.6680 |
0.6722 |
0.6887 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7988 |
0.7784 |
0.7112 |
|
R3 |
0.7666 |
0.7462 |
0.7024 |
|
R2 |
0.7344 |
0.7344 |
0.6994 |
|
R1 |
0.7140 |
0.7140 |
0.6965 |
0.7081 |
PP |
0.7022 |
0.7022 |
0.7022 |
0.6993 |
S1 |
0.6818 |
0.6818 |
0.6905 |
0.6759 |
S2 |
0.6700 |
0.6700 |
0.6876 |
|
S3 |
0.6378 |
0.6496 |
0.6846 |
|
S4 |
0.6056 |
0.6174 |
0.6758 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7330 |
2.618 |
0.7193 |
1.618 |
0.7109 |
1.000 |
0.7057 |
0.618 |
0.7025 |
HIGH |
0.6973 |
0.618 |
0.6941 |
0.500 |
0.6931 |
0.382 |
0.6921 |
LOW |
0.6889 |
0.618 |
0.6837 |
1.000 |
0.6805 |
1.618 |
0.6753 |
2.618 |
0.6669 |
4.250 |
0.6532 |
|
|
Fisher Pivots for day following 11-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.6932 |
0.6959 |
PP |
0.6932 |
0.6950 |
S1 |
0.6931 |
0.6942 |
|