CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7152 |
0.7046 |
-0.0106 |
-1.5% |
0.7010 |
| High |
0.7166 |
0.7080 |
-0.0086 |
-1.2% |
0.7198 |
| Low |
0.7025 |
0.7020 |
-0.0005 |
-0.1% |
0.6966 |
| Close |
0.7025 |
0.7043 |
0.0018 |
0.3% |
0.7025 |
| Range |
0.0141 |
0.0060 |
-0.0081 |
-57.4% |
0.0232 |
| ATR |
0.0091 |
0.0088 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
375 |
287 |
-88 |
-23.5% |
1,936 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7228 |
0.7195 |
0.7076 |
|
| R3 |
0.7168 |
0.7135 |
0.7060 |
|
| R2 |
0.7108 |
0.7108 |
0.7054 |
|
| R1 |
0.7075 |
0.7075 |
0.7049 |
0.7062 |
| PP |
0.7048 |
0.7048 |
0.7048 |
0.7041 |
| S1 |
0.7015 |
0.7015 |
0.7038 |
0.7002 |
| S2 |
0.6988 |
0.6988 |
0.7032 |
|
| S3 |
0.6928 |
0.6955 |
0.7027 |
|
| S4 |
0.6868 |
0.6895 |
0.7010 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7759 |
0.7624 |
0.7153 |
|
| R3 |
0.7527 |
0.7392 |
0.7089 |
|
| R2 |
0.7295 |
0.7295 |
0.7068 |
|
| R1 |
0.7160 |
0.7160 |
0.7046 |
0.7228 |
| PP |
0.7063 |
0.7063 |
0.7063 |
0.7097 |
| S1 |
0.6928 |
0.6928 |
0.7004 |
0.6996 |
| S2 |
0.6831 |
0.6831 |
0.6982 |
|
| S3 |
0.6599 |
0.6696 |
0.6961 |
|
| S4 |
0.6367 |
0.6464 |
0.6897 |
|
|
| 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 |
3.3% |
0.0108 |
1.5% |
33% |
False |
False |
380 |
| 10 |
0.7198 |
0.6880 |
0.0318 |
4.5% |
0.0093 |
1.3% |
51% |
False |
False |
338 |
| 20 |
0.7198 |
0.6787 |
0.0411 |
5.8% |
0.0092 |
1.3% |
62% |
False |
False |
308 |
| 40 |
0.7265 |
0.6787 |
0.0478 |
6.8% |
0.0076 |
1.1% |
54% |
False |
False |
212 |
| 60 |
0.7300 |
0.6787 |
0.0513 |
7.3% |
0.0055 |
0.8% |
50% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7335 |
|
2.618 |
0.7237 |
|
1.618 |
0.7177 |
|
1.000 |
0.7140 |
|
0.618 |
0.7117 |
|
HIGH |
0.7080 |
|
0.618 |
0.7057 |
|
0.500 |
0.7050 |
|
0.382 |
0.7043 |
|
LOW |
0.7020 |
|
0.618 |
0.6983 |
|
1.000 |
0.6960 |
|
1.618 |
0.6923 |
|
2.618 |
0.6863 |
|
4.250 |
0.6765 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7050 |
0.7109 |
| PP |
0.7048 |
0.7087 |
| S1 |
0.7045 |
0.7065 |
|