CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7027 |
0.6977 |
-0.0050 |
-0.7% |
0.6900 |
| High |
0.7027 |
0.6977 |
-0.0050 |
-0.7% |
0.7006 |
| Low |
0.7027 |
0.6977 |
-0.0050 |
-0.7% |
0.6900 |
| Close |
0.7027 |
0.6977 |
-0.0050 |
-0.7% |
0.6995 |
| Range |
|
|
|
|
|
| ATR |
0.0041 |
0.0041 |
0.0001 |
1.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6977 |
0.6977 |
0.6977 |
|
| R3 |
0.6977 |
0.6977 |
0.6977 |
|
| R2 |
0.6977 |
0.6977 |
0.6977 |
|
| R1 |
0.6977 |
0.6977 |
0.6977 |
0.6977 |
| PP |
0.6977 |
0.6977 |
0.6977 |
0.6977 |
| S1 |
0.6977 |
0.6977 |
0.6977 |
0.6977 |
| S2 |
0.6977 |
0.6977 |
0.6977 |
|
| S3 |
0.6977 |
0.6977 |
0.6977 |
|
| S4 |
0.6977 |
0.6977 |
0.6977 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7285 |
0.7246 |
0.7053 |
|
| R3 |
0.7179 |
0.7140 |
0.7024 |
|
| R2 |
0.7073 |
0.7073 |
0.7014 |
|
| R1 |
0.7034 |
0.7034 |
0.7005 |
0.7053 |
| PP |
0.6967 |
0.6967 |
0.6967 |
0.6977 |
| S1 |
0.6928 |
0.6928 |
0.6985 |
0.6948 |
| S2 |
0.6861 |
0.6861 |
0.6976 |
|
| S3 |
0.6755 |
0.6822 |
0.6966 |
|
| S4 |
0.6649 |
0.6716 |
0.6937 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6977 |
|
2.618 |
0.6977 |
|
1.618 |
0.6977 |
|
1.000 |
0.6977 |
|
0.618 |
0.6977 |
|
HIGH |
0.6977 |
|
0.618 |
0.6977 |
|
0.500 |
0.6977 |
|
0.382 |
0.6977 |
|
LOW |
0.6977 |
|
0.618 |
0.6977 |
|
1.000 |
0.6977 |
|
1.618 |
0.6977 |
|
2.618 |
0.6977 |
|
4.250 |
0.6977 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6977 |
0.7002 |
| PP |
0.6977 |
0.6994 |
| S1 |
0.6977 |
0.6985 |
|