CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6864 |
0.6879 |
0.0015 |
0.2% |
0.6896 |
High |
0.6879 |
0.6968 |
0.0089 |
1.3% |
0.6998 |
Low |
0.6787 |
0.6849 |
0.0062 |
0.9% |
0.6800 |
Close |
0.6854 |
0.6945 |
0.0091 |
1.3% |
0.6815 |
Range |
0.0092 |
0.0119 |
0.0027 |
29.3% |
0.0198 |
ATR |
0.0081 |
0.0084 |
0.0003 |
3.3% |
0.0000 |
Volume |
451 |
250 |
-201 |
-44.6% |
1,441 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7278 |
0.7230 |
0.7010 |
|
R3 |
0.7159 |
0.7111 |
0.6978 |
|
R2 |
0.7040 |
0.7040 |
0.6967 |
|
R1 |
0.6992 |
0.6992 |
0.6956 |
0.7016 |
PP |
0.6921 |
0.6921 |
0.6921 |
0.6933 |
S1 |
0.6873 |
0.6873 |
0.6934 |
0.6897 |
S2 |
0.6802 |
0.6802 |
0.6923 |
|
S3 |
0.6683 |
0.6754 |
0.6912 |
|
S4 |
0.6564 |
0.6635 |
0.6880 |
|
|
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 |
0.7474 |
2.618 |
0.7280 |
1.618 |
0.7161 |
1.000 |
0.7087 |
0.618 |
0.7042 |
HIGH |
0.6968 |
0.618 |
0.6923 |
0.500 |
0.6909 |
0.382 |
0.6894 |
LOW |
0.6849 |
0.618 |
0.6775 |
1.000 |
0.6730 |
1.618 |
0.6656 |
2.618 |
0.6537 |
4.250 |
0.6343 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.6933 |
0.6923 |
PP |
0.6921 |
0.6900 |
S1 |
0.6909 |
0.6878 |
|