CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7249 |
0.7269 |
0.0020 |
0.3% |
0.7251 |
| High |
0.7302 |
0.7275 |
-0.0027 |
-0.4% |
0.7302 |
| Low |
0.7241 |
0.7131 |
-0.0110 |
-1.5% |
0.7221 |
| Close |
0.7266 |
0.7158 |
-0.0108 |
-1.5% |
0.7266 |
| Range |
0.0061 |
0.0144 |
0.0083 |
136.1% |
0.0081 |
| ATR |
0.0073 |
0.0078 |
0.0005 |
6.9% |
0.0000 |
| Volume |
43,277 |
93,618 |
50,341 |
116.3% |
141,094 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7533 |
0.7237 |
|
| R3 |
0.7476 |
0.7389 |
0.7198 |
|
| R2 |
0.7332 |
0.7332 |
0.7184 |
|
| R1 |
0.7245 |
0.7245 |
0.7171 |
0.7217 |
| PP |
0.7188 |
0.7188 |
0.7188 |
0.7174 |
| S1 |
0.7101 |
0.7101 |
0.7145 |
0.7073 |
| S2 |
0.7044 |
0.7044 |
0.7132 |
|
| S3 |
0.6900 |
0.6957 |
0.7118 |
|
| S4 |
0.6756 |
0.6813 |
0.7079 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7467 |
0.7311 |
|
| R3 |
0.7425 |
0.7386 |
0.7288 |
|
| R2 |
0.7344 |
0.7344 |
0.7281 |
|
| R1 |
0.7305 |
0.7305 |
0.7273 |
0.7325 |
| PP |
0.7263 |
0.7263 |
0.7263 |
0.7273 |
| S1 |
0.7224 |
0.7224 |
0.7259 |
0.7244 |
| S2 |
0.7182 |
0.7182 |
0.7251 |
|
| S3 |
0.7101 |
0.7143 |
0.7244 |
|
| S4 |
0.7020 |
0.7062 |
0.7221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7302 |
0.7131 |
0.0171 |
2.4% |
0.0065 |
0.9% |
16% |
False |
True |
46,942 |
| 10 |
0.7302 |
0.7081 |
0.0221 |
3.1% |
0.0062 |
0.9% |
35% |
False |
False |
45,244 |
| 20 |
0.7348 |
0.7065 |
0.0283 |
4.0% |
0.0081 |
1.1% |
33% |
False |
False |
51,688 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0075 |
1.0% |
49% |
False |
False |
26,578 |
| 60 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0076 |
1.1% |
49% |
False |
False |
17,791 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0076 |
1.1% |
59% |
False |
False |
13,359 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0072 |
1.0% |
62% |
False |
False |
10,688 |
| 120 |
0.7382 |
0.6850 |
0.0532 |
7.4% |
0.0069 |
1.0% |
58% |
False |
False |
8,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7887 |
|
2.618 |
0.7652 |
|
1.618 |
0.7508 |
|
1.000 |
0.7419 |
|
0.618 |
0.7364 |
|
HIGH |
0.7275 |
|
0.618 |
0.7220 |
|
0.500 |
0.7203 |
|
0.382 |
0.7186 |
|
LOW |
0.7131 |
|
0.618 |
0.7042 |
|
1.000 |
0.6987 |
|
1.618 |
0.6898 |
|
2.618 |
0.6754 |
|
4.250 |
0.6519 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7203 |
0.7217 |
| PP |
0.7188 |
0.7197 |
| S1 |
0.7173 |
0.7178 |
|