CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7225 |
0.7315 |
0.0090 |
1.2% |
0.7028 |
High |
0.7300 |
0.7360 |
0.0060 |
0.8% |
0.7360 |
Low |
0.7225 |
0.7315 |
0.0090 |
1.2% |
0.7028 |
Close |
0.7292 |
0.7360 |
0.0068 |
0.9% |
0.7360 |
Range |
0.0075 |
0.0045 |
-0.0030 |
-40.0% |
0.0332 |
ATR |
0.0050 |
0.0052 |
0.0001 |
2.5% |
0.0000 |
Volume |
6 |
3 |
-3 |
-50.0% |
10 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7480 |
0.7465 |
0.7385 |
|
R3 |
0.7435 |
0.7420 |
0.7372 |
|
R2 |
0.7390 |
0.7390 |
0.7368 |
|
R1 |
0.7375 |
0.7375 |
0.7364 |
0.7383 |
PP |
0.7345 |
0.7345 |
0.7345 |
0.7349 |
S1 |
0.7330 |
0.7330 |
0.7356 |
0.7338 |
S2 |
0.7300 |
0.7300 |
0.7352 |
|
S3 |
0.7255 |
0.7285 |
0.7348 |
|
S4 |
0.7210 |
0.7240 |
0.7335 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8245 |
0.8135 |
0.7543 |
|
R3 |
0.7913 |
0.7803 |
0.7451 |
|
R2 |
0.7581 |
0.7581 |
0.7421 |
|
R1 |
0.7471 |
0.7471 |
0.7390 |
0.7526 |
PP |
0.7249 |
0.7249 |
0.7249 |
0.7277 |
S1 |
0.7139 |
0.7139 |
0.7330 |
0.7194 |
S2 |
0.6917 |
0.6917 |
0.7299 |
|
S3 |
0.6585 |
0.6807 |
0.7269 |
|
S4 |
0.6253 |
0.6475 |
0.7177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7360 |
0.7028 |
0.0332 |
4.5% |
0.0033 |
0.5% |
100% |
True |
False |
2 |
10 |
0.7360 |
0.7028 |
0.0332 |
4.5% |
0.0019 |
0.3% |
100% |
True |
False |
2 |
20 |
0.7360 |
0.6970 |
0.0390 |
5.3% |
0.0014 |
0.2% |
100% |
True |
False |
1 |
40 |
0.7360 |
0.6789 |
0.0571 |
7.8% |
0.0010 |
0.1% |
100% |
True |
False |
|
60 |
0.7360 |
0.6789 |
0.0571 |
7.8% |
0.0007 |
0.1% |
100% |
True |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7551 |
2.618 |
0.7478 |
1.618 |
0.7433 |
1.000 |
0.7405 |
0.618 |
0.7388 |
HIGH |
0.7360 |
0.618 |
0.7343 |
0.500 |
0.7338 |
0.382 |
0.7332 |
LOW |
0.7315 |
0.618 |
0.7287 |
1.000 |
0.7270 |
1.618 |
0.7242 |
2.618 |
0.7197 |
4.250 |
0.7124 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7353 |
0.7338 |
PP |
0.7345 |
0.7315 |
S1 |
0.7338 |
0.7293 |
|