CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7104 |
0.7137 |
0.0033 |
0.5% |
0.7154 |
| High |
0.7104 |
0.7137 |
0.0033 |
0.5% |
0.7163 |
| Low |
0.7104 |
0.7137 |
0.0033 |
0.5% |
0.7024 |
| Close |
0.7104 |
0.7137 |
0.0033 |
0.5% |
0.7101 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7137 |
0.7137 |
0.7137 |
|
| R3 |
0.7137 |
0.7137 |
0.7137 |
|
| R2 |
0.7137 |
0.7137 |
0.7137 |
|
| R1 |
0.7137 |
0.7137 |
0.7137 |
0.7137 |
| PP |
0.7137 |
0.7137 |
0.7137 |
0.7137 |
| S1 |
0.7137 |
0.7137 |
0.7137 |
0.7137 |
| S2 |
0.7137 |
0.7137 |
0.7137 |
|
| S3 |
0.7137 |
0.7137 |
0.7137 |
|
| S4 |
0.7137 |
0.7137 |
0.7137 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7513 |
0.7446 |
0.7177 |
|
| R3 |
0.7374 |
0.7307 |
0.7139 |
|
| R2 |
0.7235 |
0.7235 |
0.7126 |
|
| R1 |
0.7168 |
0.7168 |
0.7114 |
0.7132 |
| PP |
0.7096 |
0.7096 |
0.7096 |
0.7078 |
| S1 |
0.7029 |
0.7029 |
0.7088 |
0.6993 |
| S2 |
0.6957 |
0.6957 |
0.7076 |
|
| S3 |
0.6818 |
0.6890 |
0.7063 |
|
| S4 |
0.6679 |
0.6751 |
0.7025 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7137 |
|
2.618 |
0.7137 |
|
1.618 |
0.7137 |
|
1.000 |
0.7137 |
|
0.618 |
0.7137 |
|
HIGH |
0.7137 |
|
0.618 |
0.7137 |
|
0.500 |
0.7137 |
|
0.382 |
0.7137 |
|
LOW |
0.7137 |
|
0.618 |
0.7137 |
|
1.000 |
0.7137 |
|
1.618 |
0.7137 |
|
2.618 |
0.7137 |
|
4.250 |
0.7137 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7137 |
0.7131 |
| PP |
0.7137 |
0.7125 |
| S1 |
0.7137 |
0.7119 |
|