CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6983 |
0.6918 |
-0.0065 |
-0.9% |
0.7167 |
| High |
0.6983 |
0.6918 |
-0.0065 |
-0.9% |
0.7217 |
| Low |
0.6983 |
0.6918 |
-0.0065 |
-0.9% |
0.7167 |
| Close |
0.6983 |
0.6918 |
-0.0065 |
-0.9% |
0.7209 |
| Range |
|
|
|
|
|
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6918 |
0.6918 |
0.6918 |
|
| R3 |
0.6918 |
0.6918 |
0.6918 |
|
| R2 |
0.6918 |
0.6918 |
0.6918 |
|
| R1 |
0.6918 |
0.6918 |
0.6918 |
0.6918 |
| PP |
0.6918 |
0.6918 |
0.6918 |
0.6918 |
| S1 |
0.6918 |
0.6918 |
0.6918 |
0.6918 |
| S2 |
0.6918 |
0.6918 |
0.6918 |
|
| S3 |
0.6918 |
0.6918 |
0.6918 |
|
| S4 |
0.6918 |
0.6918 |
0.6918 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7348 |
0.7328 |
0.7237 |
|
| R3 |
0.7298 |
0.7278 |
0.7223 |
|
| R2 |
0.7248 |
0.7248 |
0.7218 |
|
| R1 |
0.7228 |
0.7228 |
0.7214 |
0.7238 |
| PP |
0.7198 |
0.7198 |
0.7198 |
0.7203 |
| S1 |
0.7178 |
0.7178 |
0.7204 |
0.7188 |
| S2 |
0.7148 |
0.7148 |
0.7200 |
|
| S3 |
0.7098 |
0.7128 |
0.7195 |
|
| S4 |
0.7048 |
0.7078 |
0.7182 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6918 |
|
2.618 |
0.6918 |
|
1.618 |
0.6918 |
|
1.000 |
0.6918 |
|
0.618 |
0.6918 |
|
HIGH |
0.6918 |
|
0.618 |
0.6918 |
|
0.500 |
0.6918 |
|
0.382 |
0.6918 |
|
LOW |
0.6918 |
|
0.618 |
0.6918 |
|
1.000 |
0.6918 |
|
1.618 |
0.6918 |
|
2.618 |
0.6918 |
|
4.250 |
0.6918 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6918 |
0.6995 |
| PP |
0.6918 |
0.6969 |
| S1 |
0.6918 |
0.6944 |
|