CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6889 |
0.6897 |
0.0008 |
0.1% |
0.6916 |
| High |
0.6907 |
0.7001 |
0.0094 |
1.4% |
0.7028 |
| Low |
0.6811 |
0.6858 |
0.0047 |
0.7% |
0.6809 |
| Close |
0.6881 |
0.6973 |
0.0092 |
1.3% |
0.6842 |
| Range |
0.0096 |
0.0143 |
0.0047 |
49.0% |
0.0219 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.5% |
0.0000 |
| Volume |
150,309 |
152,326 |
2,017 |
1.3% |
619,512 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7373 |
0.7316 |
0.7052 |
|
| R3 |
0.7230 |
0.7173 |
0.7012 |
|
| R2 |
0.7087 |
0.7087 |
0.6999 |
|
| R1 |
0.7030 |
0.7030 |
0.6986 |
0.7059 |
| PP |
0.6944 |
0.6944 |
0.6944 |
0.6958 |
| S1 |
0.6887 |
0.6887 |
0.6960 |
0.6916 |
| S2 |
0.6801 |
0.6801 |
0.6947 |
|
| S3 |
0.6658 |
0.6744 |
0.6934 |
|
| S4 |
0.6515 |
0.6601 |
0.6894 |
|
|
| 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 |
0.7001 |
0.6809 |
0.0192 |
2.8% |
0.0124 |
1.8% |
85% |
True |
False |
160,050 |
| 10 |
0.7064 |
0.6809 |
0.0255 |
3.7% |
0.0114 |
1.6% |
64% |
False |
False |
139,463 |
| 20 |
0.7302 |
0.6809 |
0.0493 |
7.1% |
0.0092 |
1.3% |
33% |
False |
False |
95,797 |
| 40 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0089 |
1.3% |
30% |
False |
False |
65,910 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0081 |
1.2% |
30% |
False |
False |
44,073 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0080 |
1.2% |
30% |
False |
False |
33,082 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0079 |
1.1% |
30% |
False |
False |
26,472 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0075 |
1.1% |
30% |
False |
False |
22,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7375 |
|
1.618 |
0.7232 |
|
1.000 |
0.7144 |
|
0.618 |
0.7089 |
|
HIGH |
0.7001 |
|
0.618 |
0.6946 |
|
0.500 |
0.6930 |
|
0.382 |
0.6913 |
|
LOW |
0.6858 |
|
0.618 |
0.6770 |
|
1.000 |
0.6715 |
|
1.618 |
0.6627 |
|
2.618 |
0.6484 |
|
4.250 |
0.6250 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6959 |
0.6951 |
| PP |
0.6944 |
0.6928 |
| S1 |
0.6930 |
0.6906 |
|