CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7226 |
0.7264 |
0.0038 |
0.5% |
0.7140 |
| High |
0.7277 |
0.7278 |
0.0001 |
0.0% |
0.7260 |
| Low |
0.7223 |
0.7246 |
0.0023 |
0.3% |
0.7125 |
| Close |
0.7275 |
0.7264 |
-0.0011 |
-0.2% |
0.7247 |
| Range |
0.0054 |
0.0032 |
-0.0022 |
-40.7% |
0.0135 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
38,415 |
35,479 |
-2,936 |
-7.6% |
145,277 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7359 |
0.7343 |
0.7282 |
|
| R3 |
0.7327 |
0.7311 |
0.7273 |
|
| R2 |
0.7295 |
0.7295 |
0.7270 |
|
| R1 |
0.7279 |
0.7279 |
0.7267 |
0.7280 |
| PP |
0.7263 |
0.7263 |
0.7263 |
0.7263 |
| S1 |
0.7247 |
0.7247 |
0.7261 |
0.7248 |
| S2 |
0.7231 |
0.7231 |
0.7258 |
|
| S3 |
0.7199 |
0.7215 |
0.7255 |
|
| S4 |
0.7167 |
0.7183 |
0.7246 |
|
|
| 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 |
0.7278 |
0.7181 |
0.0097 |
1.3% |
0.0044 |
0.6% |
86% |
True |
False |
31,395 |
| 10 |
0.7278 |
0.7065 |
0.0213 |
2.9% |
0.0064 |
0.9% |
93% |
True |
False |
48,665 |
| 20 |
0.7348 |
0.7065 |
0.0283 |
3.9% |
0.0077 |
1.1% |
70% |
False |
False |
45,478 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0074 |
1.0% |
78% |
False |
False |
23,174 |
| 60 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0075 |
1.0% |
78% |
False |
False |
15,512 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.4% |
0.0075 |
1.0% |
82% |
False |
False |
11,648 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0072 |
1.0% |
83% |
False |
False |
9,319 |
| 120 |
0.7382 |
0.6850 |
0.0532 |
7.3% |
0.0068 |
0.9% |
78% |
False |
False |
7,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7414 |
|
2.618 |
0.7362 |
|
1.618 |
0.7330 |
|
1.000 |
0.7310 |
|
0.618 |
0.7298 |
|
HIGH |
0.7278 |
|
0.618 |
0.7266 |
|
0.500 |
0.7262 |
|
0.382 |
0.7258 |
|
LOW |
0.7246 |
|
0.618 |
0.7226 |
|
1.000 |
0.7214 |
|
1.618 |
0.7194 |
|
2.618 |
0.7162 |
|
4.250 |
0.7110 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7263 |
0.7259 |
| PP |
0.7263 |
0.7254 |
| S1 |
0.7262 |
0.7250 |
|