CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6840 |
0.6835 |
-0.0005 |
-0.1% |
0.6906 |
| High |
0.6840 |
0.6835 |
-0.0005 |
-0.1% |
0.6923 |
| Low |
0.6789 |
0.6835 |
0.0046 |
0.7% |
0.6789 |
| Close |
0.6789 |
0.6835 |
0.0046 |
0.7% |
0.6789 |
| Range |
0.0051 |
0.0000 |
-0.0051 |
-100.0% |
0.0134 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
1 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6835 |
0.6835 |
0.6835 |
|
| R3 |
0.6835 |
0.6835 |
0.6835 |
|
| R2 |
0.6835 |
0.6835 |
0.6835 |
|
| R1 |
0.6835 |
0.6835 |
0.6835 |
0.6835 |
| PP |
0.6835 |
0.6835 |
0.6835 |
0.6835 |
| S1 |
0.6835 |
0.6835 |
0.6835 |
0.6835 |
| S2 |
0.6835 |
0.6835 |
0.6835 |
|
| S3 |
0.6835 |
0.6835 |
0.6835 |
|
| S4 |
0.6835 |
0.6835 |
0.6835 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7236 |
0.7146 |
0.6863 |
|
| R3 |
0.7102 |
0.7012 |
0.6826 |
|
| R2 |
0.6968 |
0.6968 |
0.6814 |
|
| R1 |
0.6878 |
0.6878 |
0.6801 |
0.6856 |
| PP |
0.6834 |
0.6834 |
0.6834 |
0.6823 |
| S1 |
0.6744 |
0.6744 |
0.6777 |
0.6722 |
| S2 |
0.6700 |
0.6700 |
0.6764 |
|
| S3 |
0.6566 |
0.6610 |
0.6752 |
|
| S4 |
0.6432 |
0.6476 |
0.6715 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6835 |
|
2.618 |
0.6835 |
|
1.618 |
0.6835 |
|
1.000 |
0.6835 |
|
0.618 |
0.6835 |
|
HIGH |
0.6835 |
|
0.618 |
0.6835 |
|
0.500 |
0.6835 |
|
0.382 |
0.6835 |
|
LOW |
0.6835 |
|
0.618 |
0.6835 |
|
1.000 |
0.6835 |
|
1.618 |
0.6835 |
|
2.618 |
0.6835 |
|
4.250 |
0.6835 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6835 |
0.6856 |
| PP |
0.6835 |
0.6849 |
| S1 |
0.6835 |
0.6842 |
|