CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6808 |
0.6864 |
0.0056 |
0.8% |
0.6896 |
High |
0.6909 |
0.6879 |
-0.0030 |
-0.4% |
0.6998 |
Low |
0.6800 |
0.6787 |
-0.0013 |
-0.2% |
0.6800 |
Close |
0.6861 |
0.6854 |
-0.0007 |
-0.1% |
0.6815 |
Range |
0.0109 |
0.0092 |
-0.0017 |
-15.6% |
0.0198 |
ATR |
0.0081 |
0.0081 |
0.0001 |
1.0% |
0.0000 |
Volume |
226 |
451 |
225 |
99.6% |
1,441 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7116 |
0.7077 |
0.6905 |
|
R3 |
0.7024 |
0.6985 |
0.6879 |
|
R2 |
0.6932 |
0.6932 |
0.6871 |
|
R1 |
0.6893 |
0.6893 |
0.6862 |
0.6867 |
PP |
0.6840 |
0.6840 |
0.6840 |
0.6827 |
S1 |
0.6801 |
0.6801 |
0.6846 |
0.6775 |
S2 |
0.6748 |
0.6748 |
0.6837 |
|
S3 |
0.6656 |
0.6709 |
0.6829 |
|
S4 |
0.6564 |
0.6617 |
0.6803 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7465 |
0.7338 |
0.6924 |
|
R3 |
0.7267 |
0.7140 |
0.6869 |
|
R2 |
0.7069 |
0.7069 |
0.6851 |
|
R1 |
0.6942 |
0.6942 |
0.6833 |
0.6907 |
PP |
0.6871 |
0.6871 |
0.6871 |
0.6853 |
S1 |
0.6744 |
0.6744 |
0.6797 |
0.6709 |
S2 |
0.6673 |
0.6673 |
0.6779 |
|
S3 |
0.6475 |
0.6546 |
0.6761 |
|
S4 |
0.6277 |
0.6348 |
0.6706 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7270 |
2.618 |
0.7120 |
1.618 |
0.7028 |
1.000 |
0.6971 |
0.618 |
0.6936 |
HIGH |
0.6879 |
0.618 |
0.6844 |
0.500 |
0.6833 |
0.382 |
0.6822 |
LOW |
0.6787 |
0.618 |
0.6730 |
1.000 |
0.6695 |
1.618 |
0.6638 |
2.618 |
0.6546 |
4.250 |
0.6396 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.6847 |
0.6867 |
PP |
0.6840 |
0.6863 |
S1 |
0.6833 |
0.6858 |
|