CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6965 |
0.6839 |
-0.0126 |
-1.8% |
0.6916 |
| High |
0.6982 |
0.6939 |
-0.0043 |
-0.6% |
0.7028 |
| Low |
0.6809 |
0.6820 |
0.0011 |
0.2% |
0.6809 |
| Close |
0.6842 |
0.6889 |
0.0047 |
0.7% |
0.6842 |
| Range |
0.0173 |
0.0119 |
-0.0054 |
-31.2% |
0.0219 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.9% |
0.0000 |
| Volume |
162,529 |
198,487 |
35,958 |
22.1% |
619,512 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7240 |
0.7183 |
0.6954 |
|
| R3 |
0.7121 |
0.7064 |
0.6922 |
|
| R2 |
0.7002 |
0.7002 |
0.6911 |
|
| R1 |
0.6945 |
0.6945 |
0.6900 |
0.6974 |
| PP |
0.6883 |
0.6883 |
0.6883 |
0.6897 |
| S1 |
0.6826 |
0.6826 |
0.6878 |
0.6855 |
| S2 |
0.6764 |
0.6764 |
0.6867 |
|
| S3 |
0.6645 |
0.6707 |
0.6856 |
|
| S4 |
0.6526 |
0.6588 |
0.6824 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7415 |
0.6962 |
|
| R3 |
0.7331 |
0.7196 |
0.6902 |
|
| R2 |
0.7112 |
0.7112 |
0.6882 |
|
| R1 |
0.6977 |
0.6977 |
0.6862 |
0.6935 |
| PP |
0.6893 |
0.6893 |
0.6893 |
0.6872 |
| S1 |
0.6758 |
0.6758 |
0.6822 |
0.6716 |
| S2 |
0.6674 |
0.6674 |
0.6802 |
|
| S3 |
0.6455 |
0.6539 |
0.6782 |
|
| S4 |
0.6236 |
0.6320 |
0.6722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7028 |
0.6809 |
0.0219 |
3.2% |
0.0112 |
1.6% |
37% |
False |
False |
141,331 |
| 10 |
0.7190 |
0.6809 |
0.0381 |
5.5% |
0.0110 |
1.6% |
21% |
False |
False |
127,580 |
| 20 |
0.7302 |
0.6809 |
0.0493 |
7.2% |
0.0086 |
1.3% |
16% |
False |
False |
86,412 |
| 40 |
0.7348 |
0.6809 |
0.0539 |
7.8% |
0.0087 |
1.3% |
15% |
False |
False |
58,391 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.8% |
0.0080 |
1.2% |
15% |
False |
False |
39,032 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.8% |
0.0079 |
1.2% |
15% |
False |
False |
29,302 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.8% |
0.0076 |
1.1% |
15% |
False |
False |
23,445 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.8% |
0.0074 |
1.1% |
15% |
False |
False |
19,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7445 |
|
2.618 |
0.7251 |
|
1.618 |
0.7132 |
|
1.000 |
0.7058 |
|
0.618 |
0.7013 |
|
HIGH |
0.6939 |
|
0.618 |
0.6894 |
|
0.500 |
0.6880 |
|
0.382 |
0.6865 |
|
LOW |
0.6820 |
|
0.618 |
0.6746 |
|
1.000 |
0.6701 |
|
1.618 |
0.6627 |
|
2.618 |
0.6508 |
|
4.250 |
0.6314 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6886 |
0.6896 |
| PP |
0.6883 |
0.6893 |
| S1 |
0.6880 |
0.6891 |
|