CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6977 |
0.7031 |
0.0054 |
0.8% |
0.6966 |
High |
0.7084 |
0.7079 |
-0.0005 |
-0.1% |
0.7084 |
Low |
0.6976 |
0.7010 |
0.0034 |
0.5% |
0.6880 |
Close |
0.7033 |
0.7024 |
-0.0009 |
-0.1% |
0.7024 |
Range |
0.0108 |
0.0069 |
-0.0039 |
-36.1% |
0.0204 |
ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
290 |
487 |
197 |
67.9% |
1,404 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7245 |
0.7203 |
0.7062 |
|
R3 |
0.7176 |
0.7134 |
0.7043 |
|
R2 |
0.7107 |
0.7107 |
0.7037 |
|
R1 |
0.7065 |
0.7065 |
0.7030 |
0.7052 |
PP |
0.7038 |
0.7038 |
0.7038 |
0.7031 |
S1 |
0.6996 |
0.6996 |
0.7018 |
0.6983 |
S2 |
0.6969 |
0.6969 |
0.7011 |
|
S3 |
0.6900 |
0.6927 |
0.7005 |
|
S4 |
0.6831 |
0.6858 |
0.6986 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7608 |
0.7520 |
0.7136 |
|
R3 |
0.7404 |
0.7316 |
0.7080 |
|
R2 |
0.7200 |
0.7200 |
0.7061 |
|
R1 |
0.7112 |
0.7112 |
0.7043 |
0.7156 |
PP |
0.6996 |
0.6996 |
0.6996 |
0.7018 |
S1 |
0.6908 |
0.6908 |
0.7005 |
0.6952 |
S2 |
0.6792 |
0.6792 |
0.6987 |
|
S3 |
0.6588 |
0.6704 |
0.6968 |
|
S4 |
0.6384 |
0.6500 |
0.6912 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7372 |
2.618 |
0.7260 |
1.618 |
0.7191 |
1.000 |
0.7148 |
0.618 |
0.7122 |
HIGH |
0.7079 |
0.618 |
0.7053 |
0.500 |
0.7045 |
0.382 |
0.7036 |
LOW |
0.7010 |
0.618 |
0.6967 |
1.000 |
0.6941 |
1.618 |
0.6898 |
2.618 |
0.6829 |
4.250 |
0.6717 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7045 |
0.7030 |
PP |
0.7038 |
0.7028 |
S1 |
0.7031 |
0.7026 |
|