CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6901 |
0.6992 |
0.0091 |
1.3% |
0.6808 |
High |
0.6972 |
0.7034 |
0.0062 |
0.9% |
0.7000 |
Low |
0.6880 |
0.6977 |
0.0097 |
1.4% |
0.6787 |
Close |
0.6972 |
0.6986 |
0.0014 |
0.2% |
0.6962 |
Range |
0.0092 |
0.0057 |
-0.0035 |
-38.0% |
0.0213 |
ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
112 |
273 |
161 |
143.8% |
1,110 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7170 |
0.7135 |
0.7017 |
|
R3 |
0.7113 |
0.7078 |
0.7002 |
|
R2 |
0.7056 |
0.7056 |
0.6996 |
|
R1 |
0.7021 |
0.7021 |
0.6991 |
0.7010 |
PP |
0.6999 |
0.6999 |
0.6999 |
0.6994 |
S1 |
0.6964 |
0.6964 |
0.6981 |
0.6953 |
S2 |
0.6942 |
0.6942 |
0.6976 |
|
S3 |
0.6885 |
0.6907 |
0.6970 |
|
S4 |
0.6828 |
0.6850 |
0.6955 |
|
|
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 |
0.7276 |
2.618 |
0.7183 |
1.618 |
0.7126 |
1.000 |
0.7091 |
0.618 |
0.7069 |
HIGH |
0.7034 |
0.618 |
0.7012 |
0.500 |
0.7006 |
0.382 |
0.6999 |
LOW |
0.6977 |
0.618 |
0.6942 |
1.000 |
0.6920 |
1.618 |
0.6885 |
2.618 |
0.6828 |
4.250 |
0.6735 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7006 |
0.6976 |
PP |
0.6999 |
0.6967 |
S1 |
0.6993 |
0.6957 |
|