CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6955 |
0.6935 |
-0.0020 |
-0.3% |
0.7269 |
| High |
0.7028 |
0.6978 |
-0.0050 |
-0.7% |
0.7275 |
| Low |
0.6929 |
0.6891 |
-0.0038 |
-0.5% |
0.6929 |
| Close |
0.6939 |
0.6977 |
0.0038 |
0.5% |
0.6963 |
| Range |
0.0099 |
0.0087 |
-0.0012 |
-12.1% |
0.0346 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
104,312 |
136,600 |
32,288 |
31.0% |
551,420 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7210 |
0.7180 |
0.7025 |
|
| R3 |
0.7123 |
0.7093 |
0.7001 |
|
| R2 |
0.7036 |
0.7036 |
0.6993 |
|
| R1 |
0.7006 |
0.7006 |
0.6985 |
0.7021 |
| PP |
0.6949 |
0.6949 |
0.6949 |
0.6956 |
| S1 |
0.6919 |
0.6919 |
0.6969 |
0.6934 |
| S2 |
0.6862 |
0.6862 |
0.6961 |
|
| S3 |
0.6775 |
0.6832 |
0.6953 |
|
| S4 |
0.6688 |
0.6745 |
0.6929 |
|
|
| 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 |
0.7057 |
0.6891 |
0.0166 |
2.4% |
0.0100 |
1.4% |
52% |
False |
True |
118,634 |
| 10 |
0.7302 |
0.6891 |
0.0411 |
5.9% |
0.0102 |
1.5% |
21% |
False |
True |
105,168 |
| 20 |
0.7302 |
0.6891 |
0.0411 |
5.9% |
0.0083 |
1.2% |
21% |
False |
True |
76,916 |
| 40 |
0.7348 |
0.6891 |
0.0457 |
6.6% |
0.0083 |
1.2% |
19% |
False |
True |
49,382 |
| 60 |
0.7348 |
0.6891 |
0.0457 |
6.6% |
0.0077 |
1.1% |
19% |
False |
True |
33,018 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.7% |
0.0078 |
1.1% |
21% |
False |
False |
24,790 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.1% |
0.0076 |
1.1% |
26% |
False |
False |
19,836 |
| 120 |
0.7348 |
0.6850 |
0.0498 |
7.1% |
0.0072 |
1.0% |
26% |
False |
False |
16,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7348 |
|
2.618 |
0.7206 |
|
1.618 |
0.7119 |
|
1.000 |
0.7065 |
|
0.618 |
0.7032 |
|
HIGH |
0.6978 |
|
0.618 |
0.6945 |
|
0.500 |
0.6935 |
|
0.382 |
0.6924 |
|
LOW |
0.6891 |
|
0.618 |
0.6837 |
|
1.000 |
0.6804 |
|
1.618 |
0.6750 |
|
2.618 |
0.6663 |
|
4.250 |
0.6521 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6963 |
0.6971 |
| PP |
0.6949 |
0.6965 |
| S1 |
0.6935 |
0.6960 |
|