CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7052 |
0.6990 |
-0.0062 |
-0.9% |
0.6966 |
| High |
0.7085 |
0.7140 |
0.0055 |
0.8% |
0.7084 |
| Low |
0.6998 |
0.6966 |
-0.0032 |
-0.5% |
0.6880 |
| Close |
0.7006 |
0.7136 |
0.0130 |
1.9% |
0.7024 |
| Range |
0.0087 |
0.0174 |
0.0087 |
100.0% |
0.0204 |
| ATR |
0.0081 |
0.0087 |
0.0007 |
8.2% |
0.0000 |
| Volume |
298 |
570 |
272 |
91.3% |
1,404 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7603 |
0.7543 |
0.7232 |
|
| R3 |
0.7429 |
0.7369 |
0.7184 |
|
| R2 |
0.7255 |
0.7255 |
0.7168 |
|
| R1 |
0.7195 |
0.7195 |
0.7152 |
0.7225 |
| PP |
0.7081 |
0.7081 |
0.7081 |
0.7096 |
| S1 |
0.7021 |
0.7021 |
0.7120 |
0.7051 |
| S2 |
0.6907 |
0.6907 |
0.7104 |
|
| S3 |
0.6733 |
0.6847 |
0.7088 |
|
| S4 |
0.6559 |
0.6673 |
0.7040 |
|
|
| 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 |
0.7140 |
0.6966 |
0.0174 |
2.4% |
0.0101 |
1.4% |
98% |
True |
True |
393 |
| 10 |
0.7140 |
0.6849 |
0.0291 |
4.1% |
0.0090 |
1.3% |
99% |
True |
False |
302 |
| 20 |
0.7140 |
0.6787 |
0.0353 |
4.9% |
0.0095 |
1.3% |
99% |
True |
False |
281 |
| 40 |
0.7265 |
0.6787 |
0.0478 |
6.7% |
0.0071 |
1.0% |
73% |
False |
False |
187 |
| 60 |
0.7300 |
0.6787 |
0.0513 |
7.2% |
0.0050 |
0.7% |
68% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7596 |
|
1.618 |
0.7422 |
|
1.000 |
0.7314 |
|
0.618 |
0.7248 |
|
HIGH |
0.7140 |
|
0.618 |
0.7074 |
|
0.500 |
0.7053 |
|
0.382 |
0.7032 |
|
LOW |
0.6966 |
|
0.618 |
0.6858 |
|
1.000 |
0.6792 |
|
1.618 |
0.6684 |
|
2.618 |
0.6510 |
|
4.250 |
0.6227 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7108 |
0.7108 |
| PP |
0.7081 |
0.7081 |
| S1 |
0.7053 |
0.7053 |
|