CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7443 |
0.7415 |
-0.0028 |
-0.4% |
0.7500 |
| High |
0.7443 |
0.7436 |
-0.0007 |
-0.1% |
0.7562 |
| Low |
0.7443 |
0.7415 |
-0.0028 |
-0.4% |
0.7338 |
| Close |
0.7443 |
0.7436 |
-0.0007 |
-0.1% |
0.7512 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0224 |
| ATR |
0.0066 |
0.0063 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
20 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7492 |
0.7485 |
0.7448 |
|
| R3 |
0.7471 |
0.7464 |
0.7442 |
|
| R2 |
0.7450 |
0.7450 |
0.7440 |
|
| R1 |
0.7443 |
0.7443 |
0.7438 |
0.7447 |
| PP |
0.7429 |
0.7429 |
0.7429 |
0.7431 |
| S1 |
0.7422 |
0.7422 |
0.7434 |
0.7426 |
| S2 |
0.7408 |
0.7408 |
0.7432 |
|
| S3 |
0.7387 |
0.7401 |
0.7430 |
|
| S4 |
0.7366 |
0.7380 |
0.7424 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8051 |
0.7635 |
|
| R3 |
0.7919 |
0.7827 |
0.7574 |
|
| R2 |
0.7695 |
0.7695 |
0.7553 |
|
| R1 |
0.7603 |
0.7603 |
0.7533 |
0.7649 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7494 |
| S1 |
0.7379 |
0.7379 |
0.7491 |
0.7425 |
| S2 |
0.7247 |
0.7247 |
0.7471 |
|
| S3 |
0.7023 |
0.7155 |
0.7450 |
|
| S4 |
0.6799 |
0.6931 |
0.7389 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7525 |
|
2.618 |
0.7491 |
|
1.618 |
0.7470 |
|
1.000 |
0.7457 |
|
0.618 |
0.7449 |
|
HIGH |
0.7436 |
|
0.618 |
0.7428 |
|
0.500 |
0.7426 |
|
0.382 |
0.7423 |
|
LOW |
0.7415 |
|
0.618 |
0.7402 |
|
1.000 |
0.7394 |
|
1.618 |
0.7381 |
|
2.618 |
0.7360 |
|
4.250 |
0.7326 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7433 |
0.7472 |
| PP |
0.7429 |
0.7460 |
| S1 |
0.7426 |
0.7448 |
|