CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6961 |
0.6902 |
-0.0059 |
-0.8% |
0.7227 |
| High |
0.6998 |
0.6949 |
-0.0049 |
-0.7% |
0.7227 |
| Low |
0.6906 |
0.6865 |
-0.0041 |
-0.6% |
0.6905 |
| Close |
0.6911 |
0.6949 |
0.0038 |
0.5% |
0.6935 |
| Range |
0.0092 |
0.0084 |
-0.0008 |
-8.7% |
0.0322 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.2% |
0.0000 |
| Volume |
442 |
300 |
-142 |
-32.1% |
1,160 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7173 |
0.7145 |
0.6995 |
|
| R3 |
0.7089 |
0.7061 |
0.6972 |
|
| R2 |
0.7005 |
0.7005 |
0.6964 |
|
| R1 |
0.6977 |
0.6977 |
0.6957 |
0.6991 |
| PP |
0.6921 |
0.6921 |
0.6921 |
0.6928 |
| S1 |
0.6893 |
0.6893 |
0.6941 |
0.6907 |
| S2 |
0.6837 |
0.6837 |
0.6934 |
|
| S3 |
0.6753 |
0.6809 |
0.6926 |
|
| S4 |
0.6669 |
0.6725 |
0.6903 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7784 |
0.7112 |
|
| R3 |
0.7666 |
0.7462 |
0.7024 |
|
| R2 |
0.7344 |
0.7344 |
0.6994 |
|
| R1 |
0.7140 |
0.7140 |
0.6965 |
0.7081 |
| PP |
0.7022 |
0.7022 |
0.7022 |
0.6993 |
| S1 |
0.6818 |
0.6818 |
0.6905 |
0.6759 |
| S2 |
0.6700 |
0.6700 |
0.6876 |
|
| S3 |
0.6378 |
0.6496 |
0.6846 |
|
| S4 |
0.6056 |
0.6174 |
0.6758 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7306 |
|
2.618 |
0.7169 |
|
1.618 |
0.7085 |
|
1.000 |
0.7033 |
|
0.618 |
0.7001 |
|
HIGH |
0.6949 |
|
0.618 |
0.6917 |
|
0.500 |
0.6907 |
|
0.382 |
0.6897 |
|
LOW |
0.6865 |
|
0.618 |
0.6813 |
|
1.000 |
0.6781 |
|
1.618 |
0.6729 |
|
2.618 |
0.6645 |
|
4.250 |
0.6508 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6935 |
0.6943 |
| PP |
0.6921 |
0.6937 |
| S1 |
0.6907 |
0.6932 |
|