CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6971 |
0.6955 |
-0.0016 |
-0.2% |
0.7269 |
| High |
0.7000 |
0.7028 |
0.0028 |
0.4% |
0.7275 |
| Low |
0.6919 |
0.6929 |
0.0010 |
0.1% |
0.6929 |
| Close |
0.6964 |
0.6939 |
-0.0025 |
-0.4% |
0.6963 |
| Range |
0.0081 |
0.0099 |
0.0018 |
22.2% |
0.0346 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.9% |
0.0000 |
| Volume |
104,727 |
104,312 |
-415 |
-0.4% |
551,420 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7262 |
0.7200 |
0.6993 |
|
| R3 |
0.7163 |
0.7101 |
0.6966 |
|
| R2 |
0.7064 |
0.7064 |
0.6957 |
|
| R1 |
0.7002 |
0.7002 |
0.6948 |
0.6984 |
| PP |
0.6965 |
0.6965 |
0.6965 |
0.6956 |
| S1 |
0.6903 |
0.6903 |
0.6930 |
0.6885 |
| S2 |
0.6866 |
0.6866 |
0.6921 |
|
| S3 |
0.6767 |
0.6804 |
0.6912 |
|
| S4 |
0.6668 |
0.6705 |
0.6885 |
|
|
| 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 |
0.7064 |
0.6907 |
0.0157 |
2.3% |
0.0104 |
1.5% |
20% |
False |
False |
118,876 |
| 10 |
0.7302 |
0.6907 |
0.0395 |
5.7% |
0.0096 |
1.4% |
8% |
False |
False |
95,055 |
| 20 |
0.7302 |
0.6907 |
0.0395 |
5.7% |
0.0085 |
1.2% |
8% |
False |
False |
73,939 |
| 40 |
0.7348 |
0.6907 |
0.0441 |
6.4% |
0.0082 |
1.2% |
7% |
False |
False |
45,978 |
| 60 |
0.7348 |
0.6907 |
0.0441 |
6.4% |
0.0077 |
1.1% |
7% |
False |
False |
30,745 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.7% |
0.0077 |
1.1% |
13% |
False |
False |
23,083 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.2% |
0.0076 |
1.1% |
18% |
False |
False |
18,470 |
| 120 |
0.7348 |
0.6850 |
0.0498 |
7.2% |
0.0071 |
1.0% |
18% |
False |
False |
15,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7449 |
|
2.618 |
0.7287 |
|
1.618 |
0.7188 |
|
1.000 |
0.7127 |
|
0.618 |
0.7089 |
|
HIGH |
0.7028 |
|
0.618 |
0.6990 |
|
0.500 |
0.6979 |
|
0.382 |
0.6967 |
|
LOW |
0.6929 |
|
0.618 |
0.6868 |
|
1.000 |
0.6830 |
|
1.618 |
0.6769 |
|
2.618 |
0.6670 |
|
4.250 |
0.6508 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6979 |
0.6968 |
| PP |
0.6965 |
0.6958 |
| S1 |
0.6952 |
0.6949 |
|