CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6992 |
0.6977 |
-0.0015 |
-0.2% |
0.6808 |
High |
0.7034 |
0.7084 |
0.0050 |
0.7% |
0.7000 |
Low |
0.6977 |
0.6976 |
-0.0001 |
0.0% |
0.6787 |
Close |
0.6986 |
0.7033 |
0.0047 |
0.7% |
0.6962 |
Range |
0.0057 |
0.0108 |
0.0051 |
89.5% |
0.0213 |
ATR |
0.0080 |
0.0082 |
0.0002 |
2.5% |
0.0000 |
Volume |
273 |
290 |
17 |
6.2% |
1,110 |
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7355 |
0.7302 |
0.7092 |
|
R3 |
0.7247 |
0.7194 |
0.7063 |
|
R2 |
0.7139 |
0.7139 |
0.7053 |
|
R1 |
0.7086 |
0.7086 |
0.7043 |
0.7113 |
PP |
0.7031 |
0.7031 |
0.7031 |
0.7044 |
S1 |
0.6978 |
0.6978 |
0.7023 |
0.7005 |
S2 |
0.6923 |
0.6923 |
0.7013 |
|
S3 |
0.6815 |
0.6870 |
0.7003 |
|
S4 |
0.6707 |
0.6762 |
0.6974 |
|
|
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 |
0.7543 |
2.618 |
0.7367 |
1.618 |
0.7259 |
1.000 |
0.7192 |
0.618 |
0.7151 |
HIGH |
0.7084 |
0.618 |
0.7043 |
0.500 |
0.7030 |
0.382 |
0.7017 |
LOW |
0.6976 |
0.618 |
0.6909 |
1.000 |
0.6868 |
1.618 |
0.6801 |
2.618 |
0.6693 |
4.250 |
0.6517 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7032 |
0.7016 |
PP |
0.7031 |
0.6999 |
S1 |
0.7030 |
0.6982 |
|