CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7138 |
0.7114 |
-0.0024 |
-0.3% |
0.7079 |
High |
0.7138 |
0.7118 |
-0.0020 |
-0.3% |
0.7148 |
Low |
0.7097 |
0.7034 |
-0.0063 |
-0.9% |
0.7034 |
Close |
0.7121 |
0.7110 |
-0.0011 |
-0.2% |
0.7110 |
Range |
0.0041 |
0.0084 |
0.0043 |
104.9% |
0.0114 |
ATR |
0.0089 |
0.0089 |
0.0000 |
-0.1% |
0.0000 |
Volume |
414 |
698 |
284 |
68.6% |
2,190 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7339 |
0.7309 |
0.7156 |
|
R3 |
0.7255 |
0.7225 |
0.7133 |
|
R2 |
0.7171 |
0.7171 |
0.7125 |
|
R1 |
0.7141 |
0.7141 |
0.7118 |
0.7114 |
PP |
0.7087 |
0.7087 |
0.7087 |
0.7074 |
S1 |
0.7057 |
0.7057 |
0.7102 |
0.7030 |
S2 |
0.7003 |
0.7003 |
0.7095 |
|
S3 |
0.6919 |
0.6973 |
0.7087 |
|
S4 |
0.6835 |
0.6889 |
0.7064 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7439 |
0.7389 |
0.7173 |
|
R3 |
0.7325 |
0.7275 |
0.7141 |
|
R2 |
0.7211 |
0.7211 |
0.7131 |
|
R1 |
0.7161 |
0.7161 |
0.7120 |
0.7186 |
PP |
0.7097 |
0.7097 |
0.7097 |
0.7110 |
S1 |
0.7047 |
0.7047 |
0.7100 |
0.7072 |
S2 |
0.6983 |
0.6983 |
0.7089 |
|
S3 |
0.6869 |
0.6933 |
0.7079 |
|
S4 |
0.6755 |
0.6819 |
0.7047 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7148 |
0.7028 |
0.0120 |
1.7% |
0.0077 |
1.1% |
68% |
False |
False |
506 |
10 |
0.7166 |
0.6936 |
0.0230 |
3.2% |
0.0093 |
1.3% |
76% |
False |
False |
431 |
20 |
0.7198 |
0.6880 |
0.0318 |
4.5% |
0.0089 |
1.3% |
72% |
False |
False |
373 |
40 |
0.7265 |
0.6787 |
0.0478 |
6.7% |
0.0083 |
1.2% |
68% |
False |
False |
289 |
60 |
0.7300 |
0.6787 |
0.0513 |
7.2% |
0.0065 |
0.9% |
63% |
False |
False |
203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7475 |
2.618 |
0.7338 |
1.618 |
0.7254 |
1.000 |
0.7202 |
0.618 |
0.7170 |
HIGH |
0.7118 |
0.618 |
0.7086 |
0.500 |
0.7076 |
0.382 |
0.7066 |
LOW |
0.7034 |
0.618 |
0.6982 |
1.000 |
0.6950 |
1.618 |
0.6898 |
2.618 |
0.6814 |
4.250 |
0.6677 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7099 |
0.7104 |
PP |
0.7087 |
0.7097 |
S1 |
0.7076 |
0.7091 |
|