CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.6990 |
0.7121 |
0.0131 |
1.9% |
0.6966 |
High |
0.7140 |
0.7198 |
0.0058 |
0.8% |
0.7084 |
Low |
0.6966 |
0.7121 |
0.0155 |
2.2% |
0.6880 |
Close |
0.7136 |
0.7161 |
0.0025 |
0.4% |
0.7024 |
Range |
0.0174 |
0.0077 |
-0.0097 |
-55.7% |
0.0204 |
ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
570 |
371 |
-199 |
-34.9% |
1,404 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7391 |
0.7353 |
0.7203 |
|
R3 |
0.7314 |
0.7276 |
0.7182 |
|
R2 |
0.7237 |
0.7237 |
0.7175 |
|
R1 |
0.7199 |
0.7199 |
0.7168 |
0.7218 |
PP |
0.7160 |
0.7160 |
0.7160 |
0.7170 |
S1 |
0.7122 |
0.7122 |
0.7154 |
0.7141 |
S2 |
0.7083 |
0.7083 |
0.7147 |
|
S3 |
0.7006 |
0.7045 |
0.7140 |
|
S4 |
0.6929 |
0.6968 |
0.7119 |
|
|
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 |
0.7198 |
0.6966 |
0.0232 |
3.2% |
0.0095 |
1.3% |
84% |
True |
False |
409 |
10 |
0.7198 |
0.6880 |
0.0318 |
4.4% |
0.0085 |
1.2% |
88% |
True |
False |
314 |
20 |
0.7198 |
0.6787 |
0.0411 |
5.7% |
0.0093 |
1.3% |
91% |
True |
False |
294 |
40 |
0.7265 |
0.6787 |
0.0478 |
6.7% |
0.0073 |
1.0% |
78% |
False |
False |
197 |
60 |
0.7300 |
0.6787 |
0.0513 |
7.2% |
0.0051 |
0.7% |
73% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7525 |
2.618 |
0.7400 |
1.618 |
0.7323 |
1.000 |
0.7275 |
0.618 |
0.7246 |
HIGH |
0.7198 |
0.618 |
0.7169 |
0.500 |
0.7160 |
0.382 |
0.7150 |
LOW |
0.7121 |
0.618 |
0.7073 |
1.000 |
0.7044 |
1.618 |
0.6996 |
2.618 |
0.6919 |
4.250 |
0.6794 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7161 |
0.7135 |
PP |
0.7160 |
0.7108 |
S1 |
0.7160 |
0.7082 |
|