CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7040 |
0.6996 |
-0.0044 |
-0.6% |
0.7269 |
| High |
0.7064 |
0.7057 |
-0.0007 |
-0.1% |
0.7275 |
| Low |
0.6958 |
0.6929 |
-0.0029 |
-0.4% |
0.6929 |
| Close |
0.6973 |
0.6963 |
-0.0010 |
-0.1% |
0.6963 |
| Range |
0.0106 |
0.0128 |
0.0022 |
20.8% |
0.0346 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.8% |
0.0000 |
| Volume |
137,811 |
136,190 |
-1,621 |
-1.2% |
551,420 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7367 |
0.7293 |
0.7033 |
|
| R3 |
0.7239 |
0.7165 |
0.6998 |
|
| R2 |
0.7111 |
0.7111 |
0.6986 |
|
| R1 |
0.7037 |
0.7037 |
0.6975 |
0.7010 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6970 |
| S1 |
0.6909 |
0.6909 |
0.6951 |
0.6882 |
| S2 |
0.6855 |
0.6855 |
0.6940 |
|
| S3 |
0.6727 |
0.6781 |
0.6928 |
|
| S4 |
0.6599 |
0.6653 |
0.6893 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8094 |
0.7874 |
0.7153 |
|
| R3 |
0.7748 |
0.7528 |
0.7058 |
|
| R2 |
0.7402 |
0.7402 |
0.7026 |
|
| R1 |
0.7182 |
0.7182 |
0.6995 |
0.7119 |
| PP |
0.7056 |
0.7056 |
0.7056 |
0.7024 |
| S1 |
0.6836 |
0.6836 |
0.6931 |
0.6773 |
| S2 |
0.6710 |
0.6710 |
0.6900 |
|
| S3 |
0.6364 |
0.6490 |
0.6868 |
|
| S4 |
0.6018 |
0.6144 |
0.6773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7275 |
0.6929 |
0.0346 |
5.0% |
0.0116 |
1.7% |
10% |
False |
True |
110,284 |
| 10 |
0.7302 |
0.6929 |
0.0373 |
5.4% |
0.0083 |
1.2% |
9% |
False |
True |
71,852 |
| 20 |
0.7302 |
0.6929 |
0.0373 |
5.4% |
0.0086 |
1.2% |
9% |
False |
True |
68,241 |
| 40 |
0.7348 |
0.6929 |
0.0419 |
6.0% |
0.0079 |
1.1% |
8% |
False |
True |
38,004 |
| 60 |
0.7348 |
0.6929 |
0.0419 |
6.0% |
0.0076 |
1.1% |
8% |
False |
True |
25,410 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.7% |
0.0077 |
1.1% |
18% |
False |
False |
19,080 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.2% |
0.0074 |
1.1% |
23% |
False |
False |
15,266 |
| 120 |
0.7354 |
0.6850 |
0.0504 |
7.2% |
0.0070 |
1.0% |
22% |
False |
False |
12,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7601 |
|
2.618 |
0.7392 |
|
1.618 |
0.7264 |
|
1.000 |
0.7185 |
|
0.618 |
0.7136 |
|
HIGH |
0.7057 |
|
0.618 |
0.7008 |
|
0.500 |
0.6993 |
|
0.382 |
0.6978 |
|
LOW |
0.6929 |
|
0.618 |
0.6850 |
|
1.000 |
0.6801 |
|
1.618 |
0.6722 |
|
2.618 |
0.6594 |
|
4.250 |
0.6385 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6993 |
0.7039 |
| PP |
0.6983 |
0.7013 |
| S1 |
0.6973 |
0.6988 |
|