CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6996 |
0.6916 |
-0.0080 |
-1.1% |
0.7269 |
| High |
0.7057 |
0.7014 |
-0.0043 |
-0.6% |
0.7275 |
| Low |
0.6929 |
0.6907 |
-0.0022 |
-0.3% |
0.6929 |
| Close |
0.6963 |
0.6961 |
-0.0002 |
0.0% |
0.6963 |
| Range |
0.0128 |
0.0107 |
-0.0021 |
-16.4% |
0.0346 |
| ATR |
0.0086 |
0.0088 |
0.0001 |
1.7% |
0.0000 |
| Volume |
136,190 |
111,344 |
-24,846 |
-18.2% |
551,420 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7282 |
0.7228 |
0.7020 |
|
| R3 |
0.7175 |
0.7121 |
0.6990 |
|
| R2 |
0.7068 |
0.7068 |
0.6981 |
|
| R1 |
0.7014 |
0.7014 |
0.6971 |
0.7041 |
| PP |
0.6961 |
0.6961 |
0.6961 |
0.6974 |
| S1 |
0.6907 |
0.6907 |
0.6951 |
0.6934 |
| S2 |
0.6854 |
0.6854 |
0.6941 |
|
| S3 |
0.6747 |
0.6800 |
0.6932 |
|
| S4 |
0.6640 |
0.6693 |
0.6902 |
|
|
| 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 |
0.7190 |
0.6907 |
0.0283 |
4.1% |
0.0109 |
1.6% |
19% |
False |
True |
113,829 |
| 10 |
0.7302 |
0.6907 |
0.0395 |
5.7% |
0.0087 |
1.3% |
14% |
False |
True |
80,385 |
| 20 |
0.7302 |
0.6907 |
0.0395 |
5.7% |
0.0086 |
1.2% |
14% |
False |
True |
71,463 |
| 40 |
0.7348 |
0.6907 |
0.0441 |
6.3% |
0.0081 |
1.2% |
12% |
False |
True |
40,783 |
| 60 |
0.7348 |
0.6907 |
0.0441 |
6.3% |
0.0076 |
1.1% |
12% |
False |
True |
27,264 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.7% |
0.0078 |
1.1% |
17% |
False |
False |
20,471 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.2% |
0.0075 |
1.1% |
22% |
False |
False |
16,379 |
| 120 |
0.7348 |
0.6850 |
0.0498 |
7.2% |
0.0071 |
1.0% |
22% |
False |
False |
13,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7469 |
|
2.618 |
0.7294 |
|
1.618 |
0.7187 |
|
1.000 |
0.7121 |
|
0.618 |
0.7080 |
|
HIGH |
0.7014 |
|
0.618 |
0.6973 |
|
0.500 |
0.6961 |
|
0.382 |
0.6948 |
|
LOW |
0.6907 |
|
0.618 |
0.6841 |
|
1.000 |
0.6800 |
|
1.618 |
0.6734 |
|
2.618 |
0.6627 |
|
4.250 |
0.6452 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6961 |
0.6986 |
| PP |
0.6961 |
0.6977 |
| S1 |
0.6961 |
0.6969 |
|