CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7150 |
0.7064 |
-0.0086 |
-1.2% |
0.7165 |
High |
0.7176 |
0.7064 |
-0.0112 |
-1.6% |
0.7176 |
Low |
0.7150 |
0.7064 |
-0.0086 |
-1.2% |
0.7064 |
Close |
0.7176 |
0.7064 |
-0.0112 |
-1.6% |
0.7064 |
Range |
0.0026 |
0.0000 |
-0.0026 |
-100.0% |
0.0112 |
ATR |
0.0038 |
0.0043 |
0.0005 |
14.1% |
0.0000 |
Volume |
2 |
10 |
8 |
400.0% |
12 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7064 |
0.7064 |
0.7064 |
|
R3 |
0.7064 |
0.7064 |
0.7064 |
|
R2 |
0.7064 |
0.7064 |
0.7064 |
|
R1 |
0.7064 |
0.7064 |
0.7064 |
0.7064 |
PP |
0.7064 |
0.7064 |
0.7064 |
0.7064 |
S1 |
0.7064 |
0.7064 |
0.7064 |
0.7064 |
S2 |
0.7064 |
0.7064 |
0.7064 |
|
S3 |
0.7064 |
0.7064 |
0.7064 |
|
S4 |
0.7064 |
0.7064 |
0.7064 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7437 |
0.7363 |
0.7126 |
|
R3 |
0.7325 |
0.7251 |
0.7095 |
|
R2 |
0.7213 |
0.7213 |
0.7085 |
|
R1 |
0.7139 |
0.7139 |
0.7074 |
0.7120 |
PP |
0.7101 |
0.7101 |
0.7101 |
0.7092 |
S1 |
0.7027 |
0.7027 |
0.7054 |
0.7008 |
S2 |
0.6989 |
0.6989 |
0.7043 |
|
S3 |
0.6877 |
0.6915 |
0.7033 |
|
S4 |
0.6765 |
0.6803 |
0.7002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7176 |
0.7064 |
0.0112 |
1.6% |
0.0005 |
0.1% |
0% |
False |
True |
2 |
10 |
0.7176 |
0.7033 |
0.0143 |
2.0% |
0.0008 |
0.1% |
22% |
False |
False |
1 |
20 |
0.7176 |
0.6970 |
0.0206 |
2.9% |
0.0006 |
0.1% |
46% |
False |
False |
1 |
40 |
0.7209 |
0.6789 |
0.0420 |
5.9% |
0.0006 |
0.1% |
65% |
False |
False |
|
60 |
0.7255 |
0.6789 |
0.0466 |
6.6% |
0.0004 |
0.1% |
59% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7064 |
2.618 |
0.7064 |
1.618 |
0.7064 |
1.000 |
0.7064 |
0.618 |
0.7064 |
HIGH |
0.7064 |
0.618 |
0.7064 |
0.500 |
0.7064 |
0.382 |
0.7064 |
LOW |
0.7064 |
0.618 |
0.7064 |
1.000 |
0.7064 |
1.618 |
0.7064 |
2.618 |
0.7064 |
4.250 |
0.7064 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7064 |
0.7120 |
PP |
0.7064 |
0.7101 |
S1 |
0.7064 |
0.7083 |
|