CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7065 |
0.7089 |
0.0024 |
0.3% |
0.7046 |
| High |
0.7110 |
0.7089 |
-0.0021 |
-0.3% |
0.7110 |
| Low |
0.6959 |
0.7028 |
0.0069 |
1.0% |
0.6936 |
| Close |
0.7059 |
0.7063 |
0.0004 |
0.1% |
0.7063 |
| Range |
0.0151 |
0.0061 |
-0.0090 |
-59.6% |
0.0174 |
| ATR |
0.0094 |
0.0091 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
336 |
343 |
7 |
2.1% |
1,749 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7243 |
0.7214 |
0.7097 |
|
| R3 |
0.7182 |
0.7153 |
0.7080 |
|
| R2 |
0.7121 |
0.7121 |
0.7074 |
|
| R1 |
0.7092 |
0.7092 |
0.7069 |
0.7076 |
| PP |
0.7060 |
0.7060 |
0.7060 |
0.7052 |
| S1 |
0.7031 |
0.7031 |
0.7057 |
0.7015 |
| S2 |
0.6999 |
0.6999 |
0.7052 |
|
| S3 |
0.6938 |
0.6970 |
0.7046 |
|
| S4 |
0.6877 |
0.6909 |
0.7029 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7558 |
0.7485 |
0.7159 |
|
| R3 |
0.7384 |
0.7311 |
0.7111 |
|
| R2 |
0.7210 |
0.7210 |
0.7095 |
|
| R1 |
0.7137 |
0.7137 |
0.7079 |
0.7174 |
| PP |
0.7036 |
0.7036 |
0.7036 |
0.7055 |
| S1 |
0.6963 |
0.6963 |
0.7047 |
0.7000 |
| S2 |
0.6862 |
0.6862 |
0.7031 |
|
| S3 |
0.6688 |
0.6789 |
0.7015 |
|
| S4 |
0.6514 |
0.6615 |
0.6967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7110 |
0.6936 |
0.0174 |
2.5% |
0.0093 |
1.3% |
73% |
False |
False |
349 |
| 10 |
0.7198 |
0.6936 |
0.0262 |
3.7% |
0.0101 |
1.4% |
48% |
False |
False |
368 |
| 20 |
0.7198 |
0.6787 |
0.0411 |
5.8% |
0.0096 |
1.4% |
67% |
False |
False |
323 |
| 40 |
0.7265 |
0.6787 |
0.0478 |
6.8% |
0.0082 |
1.2% |
58% |
False |
False |
244 |
| 60 |
0.7300 |
0.6787 |
0.0513 |
7.3% |
0.0061 |
0.9% |
54% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7348 |
|
2.618 |
0.7249 |
|
1.618 |
0.7188 |
|
1.000 |
0.7150 |
|
0.618 |
0.7127 |
|
HIGH |
0.7089 |
|
0.618 |
0.7066 |
|
0.500 |
0.7059 |
|
0.382 |
0.7051 |
|
LOW |
0.7028 |
|
0.618 |
0.6990 |
|
1.000 |
0.6967 |
|
1.618 |
0.6929 |
|
2.618 |
0.6868 |
|
4.250 |
0.6769 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7062 |
0.7054 |
| PP |
0.7060 |
0.7044 |
| S1 |
0.7059 |
0.7035 |
|