CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6960 |
0.7006 |
0.0046 |
0.7% |
0.6835 |
| High |
0.6960 |
0.7006 |
0.0046 |
0.7% |
0.6950 |
| Low |
0.6960 |
0.7006 |
0.0046 |
0.7% |
0.6828 |
| Close |
0.6960 |
0.7006 |
0.0046 |
0.7% |
0.6935 |
| Range |
|
|
|
|
|
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7006 |
0.7006 |
0.7006 |
|
| R3 |
0.7006 |
0.7006 |
0.7006 |
|
| R2 |
0.7006 |
0.7006 |
0.7006 |
|
| R1 |
0.7006 |
0.7006 |
0.7006 |
0.7006 |
| PP |
0.7006 |
0.7006 |
0.7006 |
0.7006 |
| S1 |
0.7006 |
0.7006 |
0.7006 |
0.7006 |
| S2 |
0.7006 |
0.7006 |
0.7006 |
|
| S3 |
0.7006 |
0.7006 |
0.7006 |
|
| S4 |
0.7006 |
0.7006 |
0.7006 |
|
|
| 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 |
0.7006 |
|
2.618 |
0.7006 |
|
1.618 |
0.7006 |
|
1.000 |
0.7006 |
|
0.618 |
0.7006 |
|
HIGH |
0.7006 |
|
0.618 |
0.7006 |
|
0.500 |
0.7006 |
|
0.382 |
0.7006 |
|
LOW |
0.7006 |
|
0.618 |
0.7006 |
|
1.000 |
0.7006 |
|
1.618 |
0.7006 |
|
2.618 |
0.7006 |
|
4.250 |
0.7006 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7006 |
0.6996 |
| PP |
0.7006 |
0.6986 |
| S1 |
0.7006 |
0.6976 |
|