CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7573 |
0.7585 |
0.0012 |
0.2% |
0.7527 |
High |
0.7648 |
0.7647 |
-0.0001 |
0.0% |
0.7574 |
Low |
0.7568 |
0.7585 |
0.0017 |
0.2% |
0.7420 |
Close |
0.7613 |
0.7618 |
0.0005 |
0.1% |
0.7463 |
Range |
0.0080 |
0.0062 |
-0.0018 |
-22.5% |
0.0154 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
47 |
84 |
37 |
78.7% |
150 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7803 |
0.7772 |
0.7652 |
|
R3 |
0.7741 |
0.7710 |
0.7635 |
|
R2 |
0.7679 |
0.7679 |
0.7629 |
|
R1 |
0.7648 |
0.7648 |
0.7624 |
0.7664 |
PP |
0.7617 |
0.7617 |
0.7617 |
0.7624 |
S1 |
0.7586 |
0.7586 |
0.7612 |
0.7602 |
S2 |
0.7555 |
0.7555 |
0.7607 |
|
S3 |
0.7493 |
0.7524 |
0.7601 |
|
S4 |
0.7431 |
0.7462 |
0.7584 |
|
|
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 |
0.7648 |
0.7420 |
0.0228 |
3.0% |
0.0067 |
0.9% |
87% |
False |
False |
54 |
10 |
0.7648 |
0.7420 |
0.0228 |
3.0% |
0.0070 |
0.9% |
87% |
False |
False |
47 |
20 |
0.7648 |
0.7225 |
0.0423 |
5.6% |
0.0069 |
0.9% |
93% |
False |
False |
32 |
40 |
0.7648 |
0.6970 |
0.0678 |
8.9% |
0.0039 |
0.5% |
96% |
False |
False |
16 |
60 |
0.7648 |
0.6789 |
0.0859 |
11.3% |
0.0028 |
0.4% |
97% |
False |
False |
11 |
80 |
0.7648 |
0.6789 |
0.0859 |
11.3% |
0.0021 |
0.3% |
97% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7911 |
2.618 |
0.7809 |
1.618 |
0.7747 |
1.000 |
0.7709 |
0.618 |
0.7685 |
HIGH |
0.7647 |
0.618 |
0.7623 |
0.500 |
0.7616 |
0.382 |
0.7609 |
LOW |
0.7585 |
0.618 |
0.7547 |
1.000 |
0.7523 |
1.618 |
0.7485 |
2.618 |
0.7423 |
4.250 |
0.7321 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7617 |
0.7597 |
PP |
0.7617 |
0.7576 |
S1 |
0.7616 |
0.7555 |
|