CME Australian Dollar Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jan-2016 | 
                    14-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.6885 | 
                        0.6923 | 
                        0.0038 | 
                        0.6% | 
                        0.7102 | 
                     
                    
                        | High | 
                        0.6885 | 
                        0.6923 | 
                        0.0038 | 
                        0.6% | 
                        0.7102 | 
                     
                    
                        | Low | 
                        0.6885 | 
                        0.6923 | 
                        0.0038 | 
                        0.6% | 
                        0.6908 | 
                     
                    
                        | Close | 
                        0.6885 | 
                        0.6923 | 
                        0.0038 | 
                        0.6% | 
                        0.6908 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0041 | 
                        0.0041 | 
                        0.0000 | 
                        -0.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
                 | 
             
            
                | R3 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
                 | 
             
            
                | R2 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
                 | 
             
            
                | R1 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
             
            
                | PP | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
             
            
                | S1 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
             
            
                | S2 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
                 | 
             
            
                | S3 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
                 | 
             
            
                | S4 | 
                0.6923 | 
                0.6923 | 
                0.6923 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7555 | 
                0.7425 | 
                0.7015 | 
                 | 
             
            
                | R3 | 
                0.7361 | 
                0.7231 | 
                0.6961 | 
                 | 
             
            
                | R2 | 
                0.7167 | 
                0.7167 | 
                0.6944 | 
                 | 
             
            
                | R1 | 
                0.7037 | 
                0.7037 | 
                0.6926 | 
                0.7005 | 
             
            
                | PP | 
                0.6973 | 
                0.6973 | 
                0.6973 | 
                0.6957 | 
             
            
                | S1 | 
                0.6843 | 
                0.6843 | 
                0.6890 | 
                0.6811 | 
             
            
                | S2 | 
                0.6779 | 
                0.6779 | 
                0.6872 | 
                 | 
             
            
                | S3 | 
                0.6585 | 
                0.6649 | 
                0.6855 | 
                 | 
             
            
                | S4 | 
                0.6391 | 
                0.6455 | 
                0.6801 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.6923 | 
         
        
            | 
2.618             | 
            0.6923 | 
         
        
            | 
1.618             | 
            0.6923 | 
         
        
            | 
1.000             | 
            0.6923 | 
         
        
            | 
0.618             | 
            0.6923 | 
         
        
            | 
HIGH             | 
            0.6923 | 
         
        
            | 
0.618             | 
            0.6923 | 
         
        
            | 
0.500             | 
            0.6923 | 
         
        
            | 
0.382             | 
            0.6923 | 
         
        
            | 
LOW             | 
            0.6923 | 
         
        
            | 
0.618             | 
            0.6923 | 
         
        
            | 
1.000             | 
            0.6923 | 
         
        
            | 
1.618             | 
            0.6923 | 
         
        
            | 
2.618             | 
            0.6923 | 
         
        
            | 
4.250             | 
            0.6923 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.6923 | 
                                0.6917 | 
                             
                            
                                | PP | 
                                0.6923 | 
                                0.6910 | 
                             
                            
                                | S1 | 
                                0.6923 | 
                                0.6904 | 
                             
             
         |