CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7218 |
0.7265 |
0.0047 |
0.7% |
0.7106 |
| High |
0.7237 |
0.7265 |
0.0028 |
0.4% |
0.7217 |
| Low |
0.7218 |
0.7222 |
0.0004 |
0.1% |
0.7102 |
| Close |
0.7234 |
0.7236 |
0.0002 |
0.0% |
0.7217 |
| Range |
0.0019 |
0.0043 |
0.0024 |
126.3% |
0.0115 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
34 |
25 |
-9 |
-26.5% |
76 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7370 |
0.7346 |
0.7260 |
|
| R3 |
0.7327 |
0.7303 |
0.7248 |
|
| R2 |
0.7284 |
0.7284 |
0.7244 |
|
| R1 |
0.7260 |
0.7260 |
0.7240 |
0.7251 |
| PP |
0.7241 |
0.7241 |
0.7241 |
0.7236 |
| S1 |
0.7217 |
0.7217 |
0.7232 |
0.7208 |
| S2 |
0.7198 |
0.7198 |
0.7228 |
|
| S3 |
0.7155 |
0.7174 |
0.7224 |
|
| S4 |
0.7112 |
0.7131 |
0.7212 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7524 |
0.7485 |
0.7280 |
|
| R3 |
0.7409 |
0.7370 |
0.7249 |
|
| R2 |
0.7294 |
0.7294 |
0.7238 |
|
| R1 |
0.7255 |
0.7255 |
0.7228 |
0.7275 |
| PP |
0.7179 |
0.7179 |
0.7179 |
0.7188 |
| S1 |
0.7140 |
0.7140 |
0.7206 |
0.7160 |
| S2 |
0.7064 |
0.7064 |
0.7196 |
|
| S3 |
0.6949 |
0.7025 |
0.7185 |
|
| S4 |
0.6834 |
0.6910 |
0.7154 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7448 |
|
2.618 |
0.7378 |
|
1.618 |
0.7335 |
|
1.000 |
0.7308 |
|
0.618 |
0.7292 |
|
HIGH |
0.7265 |
|
0.618 |
0.7249 |
|
0.500 |
0.7244 |
|
0.382 |
0.7238 |
|
LOW |
0.7222 |
|
0.618 |
0.7195 |
|
1.000 |
0.7179 |
|
1.618 |
0.7152 |
|
2.618 |
0.7109 |
|
4.250 |
0.7039 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7244 |
0.7237 |
| PP |
0.7241 |
0.7237 |
| S1 |
0.7239 |
0.7236 |
|