CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7130 |
0.6996 |
-0.0134 |
-1.9% |
0.7027 |
| High |
0.7131 |
0.6996 |
-0.0135 |
-1.9% |
0.7131 |
| Low |
0.7130 |
0.6996 |
-0.0134 |
-1.9% |
0.6977 |
| Close |
0.7131 |
0.6996 |
-0.0135 |
-1.9% |
0.6996 |
| Range |
0.0001 |
0.0000 |
-0.0001 |
-100.0% |
0.0154 |
| ATR |
0.0046 |
0.0052 |
0.0006 |
13.8% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
3 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6996 |
0.6996 |
0.6996 |
|
| R3 |
0.6996 |
0.6996 |
0.6996 |
|
| R2 |
0.6996 |
0.6996 |
0.6996 |
|
| R1 |
0.6996 |
0.6996 |
0.6996 |
0.6996 |
| PP |
0.6996 |
0.6996 |
0.6996 |
0.6996 |
| S1 |
0.6996 |
0.6996 |
0.6996 |
0.6996 |
| S2 |
0.6996 |
0.6996 |
0.6996 |
|
| S3 |
0.6996 |
0.6996 |
0.6996 |
|
| S4 |
0.6996 |
0.6996 |
0.6996 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7497 |
0.7400 |
0.7081 |
|
| R3 |
0.7343 |
0.7246 |
0.7038 |
|
| R2 |
0.7189 |
0.7189 |
0.7024 |
|
| R1 |
0.7092 |
0.7092 |
0.7010 |
0.7064 |
| PP |
0.7035 |
0.7035 |
0.7035 |
0.7020 |
| S1 |
0.6938 |
0.6938 |
0.6982 |
0.6910 |
| S2 |
0.6881 |
0.6881 |
0.6968 |
|
| S3 |
0.6727 |
0.6784 |
0.6954 |
|
| S4 |
0.6573 |
0.6630 |
0.6911 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6996 |
|
2.618 |
0.6996 |
|
1.618 |
0.6996 |
|
1.000 |
0.6996 |
|
0.618 |
0.6996 |
|
HIGH |
0.6996 |
|
0.618 |
0.6996 |
|
0.500 |
0.6996 |
|
0.382 |
0.6996 |
|
LOW |
0.6996 |
|
0.618 |
0.6996 |
|
1.000 |
0.6996 |
|
1.618 |
0.6996 |
|
2.618 |
0.6996 |
|
4.250 |
0.6996 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6996 |
0.7064 |
| PP |
0.6996 |
0.7041 |
| S1 |
0.6996 |
0.7019 |
|