CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6980 |
0.7012 |
0.0032 |
0.5% |
0.6839 |
| High |
0.7066 |
0.7115 |
0.0049 |
0.7% |
0.7030 |
| Low |
0.6977 |
0.6994 |
0.0017 |
0.2% |
0.6811 |
| Close |
0.7015 |
0.7063 |
0.0048 |
0.7% |
0.6990 |
| Range |
0.0089 |
0.0121 |
0.0032 |
36.0% |
0.0219 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.9% |
0.0000 |
| Volume |
117,849 |
102,034 |
-15,815 |
-13.4% |
598,865 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7420 |
0.7363 |
0.7130 |
|
| R3 |
0.7299 |
0.7242 |
0.7096 |
|
| R2 |
0.7178 |
0.7178 |
0.7085 |
|
| R1 |
0.7121 |
0.7121 |
0.7074 |
0.7150 |
| PP |
0.7057 |
0.7057 |
0.7057 |
0.7072 |
| S1 |
0.7000 |
0.7000 |
0.7052 |
0.7029 |
| S2 |
0.6936 |
0.6936 |
0.7041 |
|
| S3 |
0.6815 |
0.6879 |
0.7030 |
|
| S4 |
0.6694 |
0.6758 |
0.6996 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7514 |
0.7110 |
|
| R3 |
0.7382 |
0.7295 |
0.7050 |
|
| R2 |
0.7163 |
0.7163 |
0.7030 |
|
| R1 |
0.7076 |
0.7076 |
0.7010 |
0.7120 |
| PP |
0.6944 |
0.6944 |
0.6944 |
0.6965 |
| S1 |
0.6857 |
0.6857 |
0.6970 |
0.6901 |
| S2 |
0.6725 |
0.6725 |
0.6950 |
|
| S3 |
0.6506 |
0.6638 |
0.6930 |
|
| S4 |
0.6287 |
0.6419 |
0.6870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7115 |
0.6903 |
0.0212 |
3.0% |
0.0091 |
1.3% |
75% |
True |
False |
94,689 |
| 10 |
0.7115 |
0.6809 |
0.0306 |
4.3% |
0.0107 |
1.5% |
83% |
True |
False |
127,369 |
| 20 |
0.7302 |
0.6809 |
0.0493 |
7.0% |
0.0102 |
1.4% |
52% |
False |
False |
111,212 |
| 40 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0091 |
1.3% |
47% |
False |
False |
77,588 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0083 |
1.2% |
47% |
False |
False |
51,930 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0082 |
1.2% |
47% |
False |
False |
38,994 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0080 |
1.1% |
47% |
False |
False |
31,206 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0076 |
1.1% |
47% |
False |
False |
26,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7629 |
|
2.618 |
0.7432 |
|
1.618 |
0.7311 |
|
1.000 |
0.7236 |
|
0.618 |
0.7190 |
|
HIGH |
0.7115 |
|
0.618 |
0.7069 |
|
0.500 |
0.7055 |
|
0.382 |
0.7040 |
|
LOW |
0.6994 |
|
0.618 |
0.6919 |
|
1.000 |
0.6873 |
|
1.618 |
0.6798 |
|
2.618 |
0.6677 |
|
4.250 |
0.6480 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7060 |
0.7045 |
| PP |
0.7057 |
0.7027 |
| S1 |
0.7055 |
0.7009 |
|