CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6944 |
0.6808 |
-0.0136 |
-2.0% |
0.6896 |
| High |
0.6947 |
0.6909 |
-0.0038 |
-0.5% |
0.6998 |
| Low |
0.6800 |
0.6800 |
0.0000 |
0.0% |
0.6800 |
| Close |
0.6815 |
0.6861 |
0.0046 |
0.7% |
0.6815 |
| Range |
0.0147 |
0.0109 |
-0.0038 |
-25.9% |
0.0198 |
| ATR |
0.0078 |
0.0081 |
0.0002 |
2.8% |
0.0000 |
| Volume |
271 |
226 |
-45 |
-16.6% |
1,441 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7184 |
0.7131 |
0.6921 |
|
| R3 |
0.7075 |
0.7022 |
0.6891 |
|
| R2 |
0.6966 |
0.6966 |
0.6881 |
|
| R1 |
0.6913 |
0.6913 |
0.6871 |
0.6940 |
| PP |
0.6857 |
0.6857 |
0.6857 |
0.6870 |
| S1 |
0.6804 |
0.6804 |
0.6851 |
0.6831 |
| S2 |
0.6748 |
0.6748 |
0.6841 |
|
| S3 |
0.6639 |
0.6695 |
0.6831 |
|
| S4 |
0.6530 |
0.6586 |
0.6801 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7338 |
0.6924 |
|
| R3 |
0.7267 |
0.7140 |
0.6869 |
|
| R2 |
0.7069 |
0.7069 |
0.6851 |
|
| R1 |
0.6942 |
0.6942 |
0.6833 |
0.6907 |
| PP |
0.6871 |
0.6871 |
0.6871 |
0.6853 |
| S1 |
0.6744 |
0.6744 |
0.6797 |
0.6709 |
| S2 |
0.6673 |
0.6673 |
0.6779 |
|
| S3 |
0.6475 |
0.6546 |
0.6761 |
|
| S4 |
0.6277 |
0.6348 |
0.6706 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7372 |
|
2.618 |
0.7194 |
|
1.618 |
0.7085 |
|
1.000 |
0.7018 |
|
0.618 |
0.6976 |
|
HIGH |
0.6909 |
|
0.618 |
0.6867 |
|
0.500 |
0.6855 |
|
0.382 |
0.6842 |
|
LOW |
0.6800 |
|
0.618 |
0.6733 |
|
1.000 |
0.6691 |
|
1.618 |
0.6624 |
|
2.618 |
0.6515 |
|
4.250 |
0.6337 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6859 |
0.6875 |
| PP |
0.6857 |
0.6870 |
| S1 |
0.6855 |
0.6866 |
|