CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7351 |
0.7415 |
0.0064 |
0.9% |
0.7028 |
High |
0.7451 |
0.7415 |
-0.0036 |
-0.5% |
0.7360 |
Low |
0.7350 |
0.7370 |
0.0020 |
0.3% |
0.7028 |
Close |
0.7451 |
0.7391 |
-0.0060 |
-0.8% |
0.7360 |
Range |
0.0101 |
0.0045 |
-0.0056 |
-55.4% |
0.0332 |
ATR |
0.0056 |
0.0058 |
0.0002 |
3.2% |
0.0000 |
Volume |
14 |
5 |
-9 |
-64.3% |
10 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7527 |
0.7504 |
0.7416 |
|
R3 |
0.7482 |
0.7459 |
0.7403 |
|
R2 |
0.7437 |
0.7437 |
0.7399 |
|
R1 |
0.7414 |
0.7414 |
0.7395 |
0.7403 |
PP |
0.7392 |
0.7392 |
0.7392 |
0.7387 |
S1 |
0.7369 |
0.7369 |
0.7387 |
0.7358 |
S2 |
0.7347 |
0.7347 |
0.7383 |
|
S3 |
0.7302 |
0.7324 |
0.7379 |
|
S4 |
0.7257 |
0.7279 |
0.7366 |
|
|
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 |
0.7451 |
0.7315 |
0.0136 |
1.8% |
0.0056 |
0.8% |
56% |
False |
False |
6 |
10 |
0.7451 |
0.7028 |
0.0423 |
5.7% |
0.0040 |
0.5% |
86% |
False |
False |
4 |
20 |
0.7451 |
0.7028 |
0.0423 |
5.7% |
0.0024 |
0.3% |
86% |
False |
False |
2 |
40 |
0.7451 |
0.6789 |
0.0662 |
9.0% |
0.0015 |
0.2% |
91% |
False |
False |
1 |
60 |
0.7451 |
0.6789 |
0.0662 |
9.0% |
0.0010 |
0.1% |
91% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7606 |
2.618 |
0.7533 |
1.618 |
0.7488 |
1.000 |
0.7460 |
0.618 |
0.7443 |
HIGH |
0.7415 |
0.618 |
0.7398 |
0.500 |
0.7393 |
0.382 |
0.7387 |
LOW |
0.7370 |
0.618 |
0.7342 |
1.000 |
0.7325 |
1.618 |
0.7297 |
2.618 |
0.7252 |
4.250 |
0.7179 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7393 |
0.7395 |
PP |
0.7392 |
0.7394 |
S1 |
0.7392 |
0.7392 |
|