CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7106 |
0.7116 |
0.0010 |
0.1% |
0.7030 |
| High |
0.7170 |
0.7116 |
-0.0054 |
-0.8% |
0.7170 |
| Low |
0.7106 |
0.7116 |
0.0010 |
0.1% |
0.7020 |
| Close |
0.7170 |
0.7116 |
-0.0054 |
-0.8% |
0.7170 |
| Range |
0.0064 |
0.0000 |
-0.0064 |
-100.0% |
0.0150 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
2.6% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
6 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7116 |
0.7116 |
0.7116 |
|
| R3 |
0.7116 |
0.7116 |
0.7116 |
|
| R2 |
0.7116 |
0.7116 |
0.7116 |
|
| R1 |
0.7116 |
0.7116 |
0.7116 |
0.7116 |
| PP |
0.7116 |
0.7116 |
0.7116 |
0.7116 |
| S1 |
0.7116 |
0.7116 |
0.7116 |
0.7116 |
| S2 |
0.7116 |
0.7116 |
0.7116 |
|
| S3 |
0.7116 |
0.7116 |
0.7116 |
|
| S4 |
0.7116 |
0.7116 |
0.7116 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7570 |
0.7520 |
0.7253 |
|
| R3 |
0.7420 |
0.7370 |
0.7211 |
|
| R2 |
0.7270 |
0.7270 |
0.7198 |
|
| R1 |
0.7220 |
0.7220 |
0.7184 |
0.7245 |
| PP |
0.7120 |
0.7120 |
0.7120 |
0.7133 |
| S1 |
0.7070 |
0.7070 |
0.7156 |
0.7095 |
| S2 |
0.6970 |
0.6970 |
0.7143 |
|
| S3 |
0.6820 |
0.6920 |
0.7129 |
|
| S4 |
0.6670 |
0.6770 |
0.7088 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7116 |
|
2.618 |
0.7116 |
|
1.618 |
0.7116 |
|
1.000 |
0.7116 |
|
0.618 |
0.7116 |
|
HIGH |
0.7116 |
|
0.618 |
0.7116 |
|
0.500 |
0.7116 |
|
0.382 |
0.7116 |
|
LOW |
0.7116 |
|
0.618 |
0.7116 |
|
1.000 |
0.7116 |
|
1.618 |
0.7116 |
|
2.618 |
0.7116 |
|
4.250 |
0.7116 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7116 |
0.7138 |
| PP |
0.7116 |
0.7131 |
| S1 |
0.7116 |
0.7123 |
|