CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7012 |
0.7071 |
0.0059 |
0.8% |
0.6988 |
| High |
0.7115 |
0.7127 |
0.0012 |
0.2% |
0.7127 |
| Low |
0.6994 |
0.7044 |
0.0050 |
0.7% |
0.6903 |
| Close |
0.7063 |
0.7053 |
-0.0010 |
-0.1% |
0.7053 |
| Range |
0.0121 |
0.0083 |
-0.0038 |
-31.4% |
0.0224 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
102,034 |
122,407 |
20,373 |
20.0% |
498,111 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7324 |
0.7271 |
0.7099 |
|
| R3 |
0.7241 |
0.7188 |
0.7076 |
|
| R2 |
0.7158 |
0.7158 |
0.7068 |
|
| R1 |
0.7105 |
0.7105 |
0.7061 |
0.7090 |
| PP |
0.7075 |
0.7075 |
0.7075 |
0.7067 |
| S1 |
0.7022 |
0.7022 |
0.7045 |
0.7007 |
| S2 |
0.6992 |
0.6992 |
0.7038 |
|
| S3 |
0.6909 |
0.6939 |
0.7030 |
|
| S4 |
0.6826 |
0.6856 |
0.7007 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7700 |
0.7600 |
0.7176 |
|
| R3 |
0.7476 |
0.7376 |
0.7115 |
|
| R2 |
0.7252 |
0.7252 |
0.7094 |
|
| R1 |
0.7152 |
0.7152 |
0.7074 |
0.7202 |
| PP |
0.7028 |
0.7028 |
0.7028 |
0.7053 |
| S1 |
0.6928 |
0.6928 |
0.7032 |
0.6978 |
| S2 |
0.6804 |
0.6804 |
0.7012 |
|
| S3 |
0.6580 |
0.6704 |
0.6991 |
|
| S4 |
0.6356 |
0.6480 |
0.6930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7127 |
0.6903 |
0.0224 |
3.2% |
0.0096 |
1.4% |
67% |
True |
False |
99,622 |
| 10 |
0.7127 |
0.6809 |
0.0318 |
4.5% |
0.0107 |
1.5% |
77% |
True |
False |
125,950 |
| 20 |
0.7302 |
0.6809 |
0.0493 |
7.0% |
0.0104 |
1.5% |
49% |
False |
False |
115,559 |
| 40 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0091 |
1.3% |
45% |
False |
False |
80,519 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0084 |
1.2% |
45% |
False |
False |
53,969 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0083 |
1.2% |
45% |
False |
False |
40,523 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0081 |
1.1% |
45% |
False |
False |
32,430 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0077 |
1.1% |
45% |
False |
False |
27,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7480 |
|
2.618 |
0.7344 |
|
1.618 |
0.7261 |
|
1.000 |
0.7210 |
|
0.618 |
0.7178 |
|
HIGH |
0.7127 |
|
0.618 |
0.7095 |
|
0.500 |
0.7086 |
|
0.382 |
0.7076 |
|
LOW |
0.7044 |
|
0.618 |
0.6993 |
|
1.000 |
0.6961 |
|
1.618 |
0.6910 |
|
2.618 |
0.6827 |
|
4.250 |
0.6691 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7086 |
0.7053 |
| PP |
0.7075 |
0.7052 |
| S1 |
0.7064 |
0.7052 |
|