CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7251 |
0.7226 |
-0.0025 |
-0.3% |
0.7140 |
| High |
0.7257 |
0.7277 |
0.0020 |
0.3% |
0.7260 |
| Low |
0.7221 |
0.7223 |
0.0002 |
0.0% |
0.7125 |
| Close |
0.7225 |
0.7275 |
0.0050 |
0.7% |
0.7247 |
| Range |
0.0036 |
0.0054 |
0.0018 |
50.0% |
0.0135 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
23,923 |
38,415 |
14,492 |
60.6% |
145,277 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7420 |
0.7402 |
0.7305 |
|
| R3 |
0.7366 |
0.7348 |
0.7290 |
|
| R2 |
0.7312 |
0.7312 |
0.7285 |
|
| R1 |
0.7294 |
0.7294 |
0.7280 |
0.7303 |
| PP |
0.7258 |
0.7258 |
0.7258 |
0.7263 |
| S1 |
0.7240 |
0.7240 |
0.7270 |
0.7249 |
| S2 |
0.7204 |
0.7204 |
0.7265 |
|
| S3 |
0.7150 |
0.7186 |
0.7260 |
|
| S4 |
0.7096 |
0.7132 |
0.7245 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7616 |
0.7566 |
0.7321 |
|
| R3 |
0.7481 |
0.7431 |
0.7284 |
|
| R2 |
0.7346 |
0.7346 |
0.7272 |
|
| R1 |
0.7296 |
0.7296 |
0.7259 |
0.7321 |
| PP |
0.7211 |
0.7211 |
0.7211 |
0.7223 |
| S1 |
0.7161 |
0.7161 |
0.7235 |
0.7186 |
| S2 |
0.7076 |
0.7076 |
0.7222 |
|
| S3 |
0.6941 |
0.7026 |
0.7210 |
|
| S4 |
0.6806 |
0.6891 |
0.7173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7277 |
0.7153 |
0.0124 |
1.7% |
0.0051 |
0.7% |
98% |
True |
False |
33,029 |
| 10 |
0.7277 |
0.7065 |
0.0212 |
2.9% |
0.0073 |
1.0% |
99% |
True |
False |
52,823 |
| 20 |
0.7348 |
0.7065 |
0.0283 |
3.9% |
0.0081 |
1.1% |
74% |
False |
False |
43,964 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0074 |
1.0% |
81% |
False |
False |
22,289 |
| 60 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0076 |
1.0% |
81% |
False |
False |
14,922 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
6.8% |
0.0075 |
1.0% |
85% |
False |
False |
11,204 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
6.8% |
0.0071 |
1.0% |
85% |
False |
False |
8,964 |
| 120 |
0.7382 |
0.6850 |
0.0532 |
7.3% |
0.0068 |
0.9% |
80% |
False |
False |
7,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7507 |
|
2.618 |
0.7418 |
|
1.618 |
0.7364 |
|
1.000 |
0.7331 |
|
0.618 |
0.7310 |
|
HIGH |
0.7277 |
|
0.618 |
0.7256 |
|
0.500 |
0.7250 |
|
0.382 |
0.7244 |
|
LOW |
0.7223 |
|
0.618 |
0.7190 |
|
1.000 |
0.7169 |
|
1.618 |
0.7136 |
|
2.618 |
0.7082 |
|
4.250 |
0.6994 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7267 |
0.7263 |
| PP |
0.7258 |
0.7251 |
| S1 |
0.7250 |
0.7239 |
|