CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7031 |
0.7010 |
-0.0021 |
-0.3% |
0.6966 |
| High |
0.7079 |
0.7075 |
-0.0004 |
-0.1% |
0.7084 |
| Low |
0.7010 |
0.7007 |
-0.0003 |
0.0% |
0.6880 |
| Close |
0.7024 |
0.7056 |
0.0032 |
0.5% |
0.7024 |
| Range |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0204 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
487 |
322 |
-165 |
-33.9% |
1,404 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7250 |
0.7221 |
0.7093 |
|
| R3 |
0.7182 |
0.7153 |
0.7075 |
|
| R2 |
0.7114 |
0.7114 |
0.7068 |
|
| R1 |
0.7085 |
0.7085 |
0.7062 |
0.7100 |
| PP |
0.7046 |
0.7046 |
0.7046 |
0.7053 |
| S1 |
0.7017 |
0.7017 |
0.7050 |
0.7032 |
| S2 |
0.6978 |
0.6978 |
0.7044 |
|
| S3 |
0.6910 |
0.6949 |
0.7037 |
|
| S4 |
0.6842 |
0.6881 |
0.7019 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7084 |
0.6880 |
0.0204 |
2.9% |
0.0079 |
1.1% |
86% |
False |
False |
296 |
| 10 |
0.7084 |
0.6787 |
0.0297 |
4.2% |
0.0084 |
1.2% |
91% |
False |
False |
283 |
| 20 |
0.7227 |
0.6787 |
0.0440 |
6.2% |
0.0091 |
1.3% |
61% |
False |
False |
271 |
| 40 |
0.7300 |
0.6787 |
0.0513 |
7.3% |
0.0065 |
0.9% |
52% |
False |
False |
166 |
| 60 |
0.7300 |
0.6787 |
0.0513 |
7.3% |
0.0046 |
0.6% |
52% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7364 |
|
2.618 |
0.7253 |
|
1.618 |
0.7185 |
|
1.000 |
0.7143 |
|
0.618 |
0.7117 |
|
HIGH |
0.7075 |
|
0.618 |
0.7049 |
|
0.500 |
0.7041 |
|
0.382 |
0.7033 |
|
LOW |
0.7007 |
|
0.618 |
0.6965 |
|
1.000 |
0.6939 |
|
1.618 |
0.6897 |
|
2.618 |
0.6829 |
|
4.250 |
0.6718 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7051 |
0.7047 |
| PP |
0.7046 |
0.7039 |
| S1 |
0.7041 |
0.7030 |
|