CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6916 |
0.6971 |
0.0055 |
0.8% |
0.7269 |
| High |
0.7014 |
0.7000 |
-0.0014 |
-0.2% |
0.7275 |
| Low |
0.6907 |
0.6919 |
0.0012 |
0.2% |
0.6929 |
| Close |
0.6961 |
0.6964 |
0.0003 |
0.0% |
0.6963 |
| Range |
0.0107 |
0.0081 |
-0.0026 |
-24.3% |
0.0346 |
| ATR |
0.0088 |
0.0087 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
111,344 |
104,727 |
-6,617 |
-5.9% |
551,420 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7204 |
0.7165 |
0.7009 |
|
| R3 |
0.7123 |
0.7084 |
0.6986 |
|
| R2 |
0.7042 |
0.7042 |
0.6979 |
|
| R1 |
0.7003 |
0.7003 |
0.6971 |
0.6982 |
| PP |
0.6961 |
0.6961 |
0.6961 |
0.6951 |
| S1 |
0.6922 |
0.6922 |
0.6957 |
0.6901 |
| S2 |
0.6880 |
0.6880 |
0.6949 |
|
| S3 |
0.6799 |
0.6841 |
0.6942 |
|
| S4 |
0.6718 |
0.6760 |
0.6919 |
|
|
| 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 |
0.7148 |
0.6907 |
0.0241 |
3.5% |
0.0109 |
1.6% |
24% |
False |
False |
120,044 |
| 10 |
0.7302 |
0.6907 |
0.0395 |
5.7% |
0.0092 |
1.3% |
14% |
False |
False |
88,466 |
| 20 |
0.7302 |
0.6907 |
0.0395 |
5.7% |
0.0085 |
1.2% |
14% |
False |
False |
72,578 |
| 40 |
0.7348 |
0.6907 |
0.0441 |
6.3% |
0.0080 |
1.2% |
13% |
False |
False |
43,379 |
| 60 |
0.7348 |
0.6907 |
0.0441 |
6.3% |
0.0076 |
1.1% |
13% |
False |
False |
29,008 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.7% |
0.0077 |
1.1% |
18% |
False |
False |
21,779 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.2% |
0.0076 |
1.1% |
23% |
False |
False |
17,427 |
| 120 |
0.7348 |
0.6850 |
0.0498 |
7.2% |
0.0071 |
1.0% |
23% |
False |
False |
14,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7344 |
|
2.618 |
0.7212 |
|
1.618 |
0.7131 |
|
1.000 |
0.7081 |
|
0.618 |
0.7050 |
|
HIGH |
0.7000 |
|
0.618 |
0.6969 |
|
0.500 |
0.6960 |
|
0.382 |
0.6950 |
|
LOW |
0.6919 |
|
0.618 |
0.6869 |
|
1.000 |
0.6838 |
|
1.618 |
0.6788 |
|
2.618 |
0.6707 |
|
4.250 |
0.6575 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6963 |
0.6982 |
| PP |
0.6961 |
0.6976 |
| S1 |
0.6960 |
0.6970 |
|