CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7338 |
0.7519 |
0.0181 |
2.5% |
0.7325 |
| High |
0.7443 |
0.7562 |
0.0119 |
1.6% |
0.7484 |
| Low |
0.7338 |
0.7519 |
0.0181 |
2.5% |
0.7325 |
| Close |
0.7443 |
0.7562 |
0.0119 |
1.6% |
0.7484 |
| Range |
0.0105 |
0.0043 |
-0.0062 |
-59.0% |
0.0159 |
| ATR |
|
|
|
|
|
| Volume |
2 |
2 |
0 |
0.0% |
3 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7677 |
0.7662 |
0.7586 |
|
| R3 |
0.7634 |
0.7619 |
0.7574 |
|
| R2 |
0.7591 |
0.7591 |
0.7570 |
|
| R1 |
0.7576 |
0.7576 |
0.7566 |
0.7584 |
| PP |
0.7548 |
0.7548 |
0.7548 |
0.7551 |
| S1 |
0.7533 |
0.7533 |
0.7558 |
0.7541 |
| S2 |
0.7505 |
0.7505 |
0.7554 |
|
| S3 |
0.7462 |
0.7490 |
0.7550 |
|
| S4 |
0.7419 |
0.7447 |
0.7538 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7908 |
0.7855 |
0.7571 |
|
| R3 |
0.7749 |
0.7696 |
0.7528 |
|
| R2 |
0.7590 |
0.7590 |
0.7513 |
|
| R1 |
0.7537 |
0.7537 |
0.7499 |
0.7564 |
| PP |
0.7431 |
0.7431 |
0.7431 |
0.7444 |
| S1 |
0.7378 |
0.7378 |
0.7469 |
0.7405 |
| S2 |
0.7272 |
0.7272 |
0.7455 |
|
| S3 |
0.7113 |
0.7219 |
0.7440 |
|
| S4 |
0.6954 |
0.7060 |
0.7397 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7745 |
|
2.618 |
0.7675 |
|
1.618 |
0.7632 |
|
1.000 |
0.7605 |
|
0.618 |
0.7589 |
|
HIGH |
0.7562 |
|
0.618 |
0.7546 |
|
0.500 |
0.7541 |
|
0.382 |
0.7535 |
|
LOW |
0.7519 |
|
0.618 |
0.7492 |
|
1.000 |
0.7476 |
|
1.618 |
0.7449 |
|
2.618 |
0.7406 |
|
4.250 |
0.7336 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7555 |
0.7525 |
| PP |
0.7548 |
0.7487 |
| S1 |
0.7541 |
0.7450 |
|