CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 28-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7452 |
0.7480 |
0.0028 |
0.4% |
0.7527 |
High |
0.7475 |
0.7496 |
0.0021 |
0.3% |
0.7574 |
Low |
0.7420 |
0.7474 |
0.0054 |
0.7% |
0.7420 |
Close |
0.7463 |
0.7485 |
0.0022 |
0.3% |
0.7463 |
Range |
0.0055 |
0.0022 |
-0.0033 |
-60.0% |
0.0154 |
ATR |
0.0070 |
0.0067 |
-0.0003 |
-3.8% |
0.0000 |
Volume |
33 |
64 |
31 |
93.9% |
150 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7551 |
0.7540 |
0.7497 |
|
R3 |
0.7529 |
0.7518 |
0.7491 |
|
R2 |
0.7507 |
0.7507 |
0.7489 |
|
R1 |
0.7496 |
0.7496 |
0.7487 |
0.7502 |
PP |
0.7485 |
0.7485 |
0.7485 |
0.7488 |
S1 |
0.7474 |
0.7474 |
0.7483 |
0.7480 |
S2 |
0.7463 |
0.7463 |
0.7481 |
|
S3 |
0.7441 |
0.7452 |
0.7479 |
|
S4 |
0.7419 |
0.7430 |
0.7473 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7948 |
0.7859 |
0.7548 |
|
R3 |
0.7794 |
0.7705 |
0.7505 |
|
R2 |
0.7640 |
0.7640 |
0.7491 |
|
R1 |
0.7551 |
0.7551 |
0.7477 |
0.7519 |
PP |
0.7486 |
0.7486 |
0.7486 |
0.7469 |
S1 |
0.7397 |
0.7397 |
0.7449 |
0.7365 |
S2 |
0.7332 |
0.7332 |
0.7435 |
|
S3 |
0.7178 |
0.7243 |
0.7421 |
|
S4 |
0.7024 |
0.7089 |
0.7378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7574 |
0.7420 |
0.0154 |
2.1% |
0.0057 |
0.8% |
42% |
False |
False |
42 |
10 |
0.7589 |
0.7361 |
0.0228 |
3.0% |
0.0068 |
0.9% |
54% |
False |
False |
42 |
20 |
0.7589 |
0.7028 |
0.0561 |
7.5% |
0.0058 |
0.8% |
81% |
False |
False |
24 |
40 |
0.7589 |
0.6970 |
0.0619 |
8.3% |
0.0032 |
0.4% |
83% |
False |
False |
12 |
60 |
0.7589 |
0.6789 |
0.0800 |
10.7% |
0.0023 |
0.3% |
87% |
False |
False |
8 |
80 |
0.7589 |
0.6789 |
0.0800 |
10.7% |
0.0018 |
0.2% |
87% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7590 |
2.618 |
0.7554 |
1.618 |
0.7532 |
1.000 |
0.7518 |
0.618 |
0.7510 |
HIGH |
0.7496 |
0.618 |
0.7488 |
0.500 |
0.7485 |
0.382 |
0.7482 |
LOW |
0.7474 |
0.618 |
0.7460 |
1.000 |
0.7452 |
1.618 |
0.7438 |
2.618 |
0.7416 |
4.250 |
0.7381 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7485 |
0.7497 |
PP |
0.7485 |
0.7493 |
S1 |
0.7485 |
0.7489 |
|