CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7480 |
0.7505 |
0.0025 |
0.3% |
0.7527 |
High |
0.7496 |
0.7579 |
0.0083 |
1.1% |
0.7574 |
Low |
0.7474 |
0.7461 |
-0.0013 |
-0.2% |
0.7420 |
Close |
0.7485 |
0.7579 |
0.0094 |
1.3% |
0.7463 |
Range |
0.0022 |
0.0118 |
0.0096 |
436.4% |
0.0154 |
ATR |
0.0067 |
0.0071 |
0.0004 |
5.4% |
0.0000 |
Volume |
64 |
42 |
-22 |
-34.4% |
150 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7894 |
0.7854 |
0.7644 |
|
R3 |
0.7776 |
0.7736 |
0.7611 |
|
R2 |
0.7658 |
0.7658 |
0.7601 |
|
R1 |
0.7618 |
0.7618 |
0.7590 |
0.7638 |
PP |
0.7540 |
0.7540 |
0.7540 |
0.7550 |
S1 |
0.7500 |
0.7500 |
0.7568 |
0.7520 |
S2 |
0.7422 |
0.7422 |
0.7557 |
|
S3 |
0.7304 |
0.7382 |
0.7547 |
|
S4 |
0.7186 |
0.7264 |
0.7514 |
|
|
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 |
0.7579 |
0.7420 |
0.0159 |
2.1% |
0.0074 |
1.0% |
100% |
True |
False |
45 |
10 |
0.7589 |
0.7361 |
0.0228 |
3.0% |
0.0072 |
0.9% |
96% |
False |
False |
36 |
20 |
0.7589 |
0.7114 |
0.0475 |
6.3% |
0.0062 |
0.8% |
98% |
False |
False |
26 |
40 |
0.7589 |
0.6970 |
0.0619 |
8.2% |
0.0035 |
0.5% |
98% |
False |
False |
13 |
60 |
0.7589 |
0.6789 |
0.0800 |
10.6% |
0.0025 |
0.3% |
99% |
False |
False |
9 |
80 |
0.7589 |
0.6789 |
0.0800 |
10.6% |
0.0019 |
0.3% |
99% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8081 |
2.618 |
0.7888 |
1.618 |
0.7770 |
1.000 |
0.7697 |
0.618 |
0.7652 |
HIGH |
0.7579 |
0.618 |
0.7534 |
0.500 |
0.7520 |
0.382 |
0.7506 |
LOW |
0.7461 |
0.618 |
0.7388 |
1.000 |
0.7343 |
1.618 |
0.7270 |
2.618 |
0.7152 |
4.250 |
0.6959 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7559 |
0.7553 |
PP |
0.7540 |
0.7526 |
S1 |
0.7520 |
0.7500 |
|