CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7079 |
0.7042 |
-0.0037 |
-0.5% |
0.7046 |
High |
0.7138 |
0.7148 |
0.0010 |
0.1% |
0.7110 |
Low |
0.7045 |
0.7042 |
-0.0003 |
0.0% |
0.6936 |
Close |
0.7061 |
0.7129 |
0.0068 |
1.0% |
0.7063 |
Range |
0.0093 |
0.0106 |
0.0013 |
14.0% |
0.0174 |
ATR |
0.0092 |
0.0093 |
0.0001 |
1.1% |
0.0000 |
Volume |
689 |
389 |
-300 |
-43.5% |
1,749 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7424 |
0.7383 |
0.7187 |
|
R3 |
0.7318 |
0.7277 |
0.7158 |
|
R2 |
0.7212 |
0.7212 |
0.7148 |
|
R1 |
0.7171 |
0.7171 |
0.7139 |
0.7192 |
PP |
0.7106 |
0.7106 |
0.7106 |
0.7117 |
S1 |
0.7065 |
0.7065 |
0.7119 |
0.7086 |
S2 |
0.7000 |
0.7000 |
0.7110 |
|
S3 |
0.6894 |
0.6959 |
0.7100 |
|
S4 |
0.6788 |
0.6853 |
0.7071 |
|
|
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 |
0.7148 |
0.6959 |
0.0189 |
2.7% |
0.0097 |
1.4% |
90% |
True |
False |
416 |
10 |
0.7198 |
0.6936 |
0.0262 |
3.7% |
0.0105 |
1.5% |
74% |
False |
False |
414 |
20 |
0.7198 |
0.6787 |
0.0411 |
5.8% |
0.0093 |
1.3% |
83% |
False |
False |
352 |
40 |
0.7265 |
0.6787 |
0.0478 |
6.7% |
0.0082 |
1.2% |
72% |
False |
False |
262 |
60 |
0.7300 |
0.6787 |
0.0513 |
7.2% |
0.0064 |
0.9% |
67% |
False |
False |
185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7599 |
2.618 |
0.7426 |
1.618 |
0.7320 |
1.000 |
0.7254 |
0.618 |
0.7214 |
HIGH |
0.7148 |
0.618 |
0.7108 |
0.500 |
0.7095 |
0.382 |
0.7082 |
LOW |
0.7042 |
0.618 |
0.6976 |
1.000 |
0.6936 |
1.618 |
0.6870 |
2.618 |
0.6764 |
4.250 |
0.6592 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7118 |
0.7115 |
PP |
0.7106 |
0.7102 |
S1 |
0.7095 |
0.7088 |
|