CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6879 |
0.6967 |
0.0088 |
1.3% |
0.6808 |
High |
0.6968 |
0.7000 |
0.0032 |
0.5% |
0.7000 |
Low |
0.6849 |
0.6943 |
0.0094 |
1.4% |
0.6787 |
Close |
0.6945 |
0.6962 |
0.0017 |
0.2% |
0.6962 |
Range |
0.0119 |
0.0057 |
-0.0062 |
-52.1% |
0.0213 |
ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
250 |
183 |
-67 |
-26.8% |
1,110 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7139 |
0.7108 |
0.6993 |
|
R3 |
0.7082 |
0.7051 |
0.6978 |
|
R2 |
0.7025 |
0.7025 |
0.6972 |
|
R1 |
0.6994 |
0.6994 |
0.6967 |
0.6981 |
PP |
0.6968 |
0.6968 |
0.6968 |
0.6962 |
S1 |
0.6937 |
0.6937 |
0.6957 |
0.6924 |
S2 |
0.6911 |
0.6911 |
0.6952 |
|
S3 |
0.6854 |
0.6880 |
0.6946 |
|
S4 |
0.6797 |
0.6823 |
0.6931 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7555 |
0.7472 |
0.7079 |
|
R3 |
0.7342 |
0.7259 |
0.7021 |
|
R2 |
0.7129 |
0.7129 |
0.7001 |
|
R1 |
0.7046 |
0.7046 |
0.6982 |
0.7088 |
PP |
0.6916 |
0.6916 |
0.6916 |
0.6937 |
S1 |
0.6833 |
0.6833 |
0.6942 |
0.6875 |
S2 |
0.6703 |
0.6703 |
0.6923 |
|
S3 |
0.6490 |
0.6620 |
0.6903 |
|
S4 |
0.6277 |
0.6407 |
0.6845 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7242 |
2.618 |
0.7149 |
1.618 |
0.7092 |
1.000 |
0.7057 |
0.618 |
0.7035 |
HIGH |
0.7000 |
0.618 |
0.6978 |
0.500 |
0.6972 |
0.382 |
0.6965 |
LOW |
0.6943 |
0.618 |
0.6908 |
1.000 |
0.6886 |
1.618 |
0.6851 |
2.618 |
0.6794 |
4.250 |
0.6701 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.6972 |
0.6939 |
PP |
0.6968 |
0.6916 |
S1 |
0.6965 |
0.6894 |
|