CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7264 |
0.7249 |
-0.0015 |
-0.2% |
0.7140 |
| High |
0.7278 |
0.7302 |
0.0024 |
0.3% |
0.7260 |
| Low |
0.7246 |
0.7241 |
-0.0005 |
-0.1% |
0.7125 |
| Close |
0.7264 |
0.7266 |
0.0002 |
0.0% |
0.7247 |
| Range |
0.0032 |
0.0061 |
0.0029 |
90.6% |
0.0135 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
35,479 |
43,277 |
7,798 |
22.0% |
145,277 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7453 |
0.7420 |
0.7300 |
|
| R3 |
0.7392 |
0.7359 |
0.7283 |
|
| R2 |
0.7331 |
0.7331 |
0.7277 |
|
| R1 |
0.7298 |
0.7298 |
0.7272 |
0.7315 |
| PP |
0.7270 |
0.7270 |
0.7270 |
0.7278 |
| S1 |
0.7237 |
0.7237 |
0.7260 |
0.7254 |
| S2 |
0.7209 |
0.7209 |
0.7255 |
|
| S3 |
0.7148 |
0.7176 |
0.7249 |
|
| S4 |
0.7087 |
0.7115 |
0.7232 |
|
|
| 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 |
0.7302 |
0.7200 |
0.0102 |
1.4% |
0.0049 |
0.7% |
65% |
True |
False |
33,420 |
| 10 |
0.7302 |
0.7065 |
0.0237 |
3.3% |
0.0060 |
0.8% |
85% |
True |
False |
44,742 |
| 20 |
0.7348 |
0.7065 |
0.0283 |
3.9% |
0.0078 |
1.1% |
71% |
False |
False |
47,410 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0073 |
1.0% |
78% |
False |
False |
24,244 |
| 60 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0075 |
1.0% |
78% |
False |
False |
16,232 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.4% |
0.0075 |
1.0% |
82% |
False |
False |
12,189 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0072 |
1.0% |
84% |
False |
False |
9,752 |
| 120 |
0.7382 |
0.6850 |
0.0532 |
7.3% |
0.0068 |
0.9% |
78% |
False |
False |
8,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7561 |
|
2.618 |
0.7462 |
|
1.618 |
0.7401 |
|
1.000 |
0.7363 |
|
0.618 |
0.7340 |
|
HIGH |
0.7302 |
|
0.618 |
0.7279 |
|
0.500 |
0.7272 |
|
0.382 |
0.7264 |
|
LOW |
0.7241 |
|
0.618 |
0.7203 |
|
1.000 |
0.7180 |
|
1.618 |
0.7142 |
|
2.618 |
0.7081 |
|
4.250 |
0.6982 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7272 |
0.7265 |
| PP |
0.7270 |
0.7264 |
| S1 |
0.7268 |
0.7263 |
|