CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7189 |
0.7167 |
-0.0022 |
-0.3% |
0.7104 |
| High |
0.7189 |
0.7167 |
-0.0022 |
-0.3% |
0.7189 |
| Low |
0.7189 |
0.7167 |
-0.0022 |
-0.3% |
0.7104 |
| Close |
0.7189 |
0.7167 |
-0.0022 |
-0.3% |
0.7189 |
| Range |
|
|
|
|
|
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7167 |
0.7167 |
0.7167 |
|
| R3 |
0.7167 |
0.7167 |
0.7167 |
|
| R2 |
0.7167 |
0.7167 |
0.7167 |
|
| R1 |
0.7167 |
0.7167 |
0.7167 |
0.7167 |
| PP |
0.7167 |
0.7167 |
0.7167 |
0.7167 |
| S1 |
0.7167 |
0.7167 |
0.7167 |
0.7167 |
| S2 |
0.7167 |
0.7167 |
0.7167 |
|
| S3 |
0.7167 |
0.7167 |
0.7167 |
|
| S4 |
0.7167 |
0.7167 |
0.7167 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7416 |
0.7387 |
0.7236 |
|
| R3 |
0.7331 |
0.7302 |
0.7212 |
|
| R2 |
0.7246 |
0.7246 |
0.7205 |
|
| R1 |
0.7217 |
0.7217 |
0.7197 |
0.7232 |
| PP |
0.7161 |
0.7161 |
0.7161 |
0.7168 |
| S1 |
0.7132 |
0.7132 |
0.7181 |
0.7147 |
| S2 |
0.7076 |
0.7076 |
0.7173 |
|
| S3 |
0.6991 |
0.7047 |
0.7166 |
|
| S4 |
0.6906 |
0.6962 |
0.7142 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7167 |
|
2.618 |
0.7167 |
|
1.618 |
0.7167 |
|
1.000 |
0.7167 |
|
0.618 |
0.7167 |
|
HIGH |
0.7167 |
|
0.618 |
0.7167 |
|
0.500 |
0.7167 |
|
0.382 |
0.7167 |
|
LOW |
0.7167 |
|
0.618 |
0.7167 |
|
1.000 |
0.7167 |
|
1.618 |
0.7167 |
|
2.618 |
0.7167 |
|
4.250 |
0.7167 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7167 |
0.7172 |
| PP |
0.7167 |
0.7170 |
| S1 |
0.7167 |
0.7169 |
|