CME Australian Dollar Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jan-2016 | 
                    27-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.6946 | 
                        0.6960 | 
                        0.0014 | 
                        0.2% | 
                        0.6835 | 
                     
                    
                        | High | 
                        0.6946 | 
                        0.6960 | 
                        0.0014 | 
                        0.2% | 
                        0.6950 | 
                     
                    
                        | Low | 
                        0.6946 | 
                        0.6960 | 
                        0.0014 | 
                        0.2% | 
                        0.6828 | 
                     
                    
                        | Close | 
                        0.6946 | 
                        0.6960 | 
                        0.0014 | 
                        0.2% | 
                        0.6935 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0046 | 
                        0.0044 | 
                        -0.0002 | 
                        -5.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
                 | 
             
            
                | R3 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
                 | 
             
            
                | R2 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
                 | 
             
            
                | R1 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
             
            
                | PP | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
             
            
                | S1 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
             
            
                | S2 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
                 | 
             
            
                | S3 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
                 | 
             
            
                | S4 | 
                0.6960 | 
                0.6960 | 
                0.6960 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7270 | 
                0.7225 | 
                0.7002 | 
                 | 
             
            
                | R3 | 
                0.7148 | 
                0.7103 | 
                0.6969 | 
                 | 
             
            
                | R2 | 
                0.7026 | 
                0.7026 | 
                0.6957 | 
                 | 
             
            
                | R1 | 
                0.6981 | 
                0.6981 | 
                0.6946 | 
                0.7004 | 
             
            
                | PP | 
                0.6904 | 
                0.6904 | 
                0.6904 | 
                0.6916 | 
             
            
                | S1 | 
                0.6859 | 
                0.6859 | 
                0.6924 | 
                0.6882 | 
             
            
                | S2 | 
                0.6782 | 
                0.6782 | 
                0.6913 | 
                 | 
             
            
                | S3 | 
                0.6660 | 
                0.6737 | 
                0.6901 | 
                 | 
             
            
                | S4 | 
                0.6538 | 
                0.6615 | 
                0.6868 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.6960 | 
         
        
            | 
2.618             | 
            0.6960 | 
         
        
            | 
1.618             | 
            0.6960 | 
         
        
            | 
1.000             | 
            0.6960 | 
         
        
            | 
0.618             | 
            0.6960 | 
         
        
            | 
HIGH             | 
            0.6960 | 
         
        
            | 
0.618             | 
            0.6960 | 
         
        
            | 
0.500             | 
            0.6960 | 
         
        
            | 
0.382             | 
            0.6960 | 
         
        
            | 
LOW             | 
            0.6960 | 
         
        
            | 
0.618             | 
            0.6960 | 
         
        
            | 
1.000             | 
            0.6960 | 
         
        
            | 
1.618             | 
            0.6960 | 
         
        
            | 
2.618             | 
            0.6960 | 
         
        
            | 
4.250             | 
            0.6960 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.6960 | 
                                0.6950 | 
                             
                            
                                | PP | 
                                0.6960 | 
                                0.6940 | 
                             
                            
                                | S1 | 
                                0.6960 | 
                                0.6930 | 
                             
             
         |