CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7136 |
0.7040 |
-0.0096 |
-1.3% |
0.7251 |
| High |
0.7148 |
0.7064 |
-0.0084 |
-1.2% |
0.7302 |
| Low |
0.7025 |
0.6958 |
-0.0067 |
-1.0% |
0.7221 |
| Close |
0.7037 |
0.6973 |
-0.0064 |
-0.9% |
0.7266 |
| Range |
0.0123 |
0.0106 |
-0.0017 |
-13.8% |
0.0081 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.2% |
0.0000 |
| Volume |
110,149 |
137,811 |
27,662 |
25.1% |
141,094 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7316 |
0.7251 |
0.7031 |
|
| R3 |
0.7210 |
0.7145 |
0.7002 |
|
| R2 |
0.7104 |
0.7104 |
0.6992 |
|
| R1 |
0.7039 |
0.7039 |
0.6983 |
0.7019 |
| PP |
0.6998 |
0.6998 |
0.6998 |
0.6988 |
| S1 |
0.6933 |
0.6933 |
0.6963 |
0.6913 |
| S2 |
0.6892 |
0.6892 |
0.6954 |
|
| S3 |
0.6786 |
0.6827 |
0.6944 |
|
| S4 |
0.6680 |
0.6721 |
0.6915 |
|
|
| 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 |
0.6958 |
0.0344 |
4.9% |
0.0103 |
1.5% |
4% |
False |
True |
91,701 |
| 10 |
0.7302 |
0.6958 |
0.0344 |
4.9% |
0.0074 |
1.1% |
4% |
False |
True |
61,548 |
| 20 |
0.7302 |
0.6958 |
0.0344 |
4.9% |
0.0083 |
1.2% |
4% |
False |
True |
64,834 |
| 40 |
0.7348 |
0.6958 |
0.0390 |
5.6% |
0.0077 |
1.1% |
4% |
False |
True |
34,602 |
| 60 |
0.7348 |
0.6958 |
0.0390 |
5.6% |
0.0076 |
1.1% |
4% |
False |
True |
23,145 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.7% |
0.0077 |
1.1% |
20% |
False |
False |
17,378 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.1% |
0.0073 |
1.0% |
25% |
False |
False |
13,904 |
| 120 |
0.7354 |
0.6850 |
0.0504 |
7.2% |
0.0070 |
1.0% |
24% |
False |
False |
11,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7515 |
|
2.618 |
0.7342 |
|
1.618 |
0.7236 |
|
1.000 |
0.7170 |
|
0.618 |
0.7130 |
|
HIGH |
0.7064 |
|
0.618 |
0.7024 |
|
0.500 |
0.7011 |
|
0.382 |
0.6998 |
|
LOW |
0.6958 |
|
0.618 |
0.6892 |
|
1.000 |
0.6852 |
|
1.618 |
0.6786 |
|
2.618 |
0.6680 |
|
4.250 |
0.6508 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7011 |
0.7074 |
| PP |
0.6998 |
0.7040 |
| S1 |
0.6986 |
0.7007 |
|