CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 12-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6896 |
0.6942 |
0.0046 |
0.7% |
0.7227 |
High |
0.6973 |
0.6960 |
-0.0013 |
-0.2% |
0.7227 |
Low |
0.6889 |
0.6892 |
0.0003 |
0.0% |
0.6905 |
Close |
0.6933 |
0.6936 |
0.0003 |
0.0% |
0.6935 |
Range |
0.0084 |
0.0068 |
-0.0016 |
-19.0% |
0.0322 |
ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
Volume |
131 |
297 |
166 |
126.7% |
1,160 |
|
Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7133 |
0.7103 |
0.6973 |
|
R3 |
0.7065 |
0.7035 |
0.6955 |
|
R2 |
0.6997 |
0.6997 |
0.6948 |
|
R1 |
0.6967 |
0.6967 |
0.6942 |
0.6948 |
PP |
0.6929 |
0.6929 |
0.6929 |
0.6920 |
S1 |
0.6899 |
0.6899 |
0.6930 |
0.6880 |
S2 |
0.6861 |
0.6861 |
0.6924 |
|
S3 |
0.6793 |
0.6831 |
0.6917 |
|
S4 |
0.6725 |
0.6763 |
0.6899 |
|
|
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 |
0.7249 |
2.618 |
0.7138 |
1.618 |
0.7070 |
1.000 |
0.7028 |
0.618 |
0.7002 |
HIGH |
0.6960 |
0.618 |
0.6934 |
0.500 |
0.6926 |
0.382 |
0.6918 |
LOW |
0.6892 |
0.618 |
0.6850 |
1.000 |
0.6824 |
1.618 |
0.6782 |
2.618 |
0.6714 |
4.250 |
0.6603 |
|
|
Fisher Pivots for day following 12-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.6933 |
0.6952 |
PP |
0.6929 |
0.6946 |
S1 |
0.6926 |
0.6941 |
|