CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7071 |
0.7053 |
-0.0018 |
-0.3% |
0.6988 |
| High |
0.7127 |
0.7108 |
-0.0019 |
-0.3% |
0.7127 |
| Low |
0.7044 |
0.7029 |
-0.0015 |
-0.2% |
0.6903 |
| Close |
0.7053 |
0.7085 |
0.0032 |
0.5% |
0.7053 |
| Range |
0.0083 |
0.0079 |
-0.0004 |
-4.8% |
0.0224 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
122,407 |
77,370 |
-45,037 |
-36.8% |
498,111 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7311 |
0.7277 |
0.7128 |
|
| R3 |
0.7232 |
0.7198 |
0.7107 |
|
| R2 |
0.7153 |
0.7153 |
0.7099 |
|
| R1 |
0.7119 |
0.7119 |
0.7092 |
0.7136 |
| PP |
0.7074 |
0.7074 |
0.7074 |
0.7083 |
| S1 |
0.7040 |
0.7040 |
0.7078 |
0.7057 |
| S2 |
0.6995 |
0.6995 |
0.7071 |
|
| S3 |
0.6916 |
0.6961 |
0.7063 |
|
| S4 |
0.6837 |
0.6882 |
0.7042 |
|
|
| 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% |
0.0095 |
1.3% |
81% |
False |
False |
101,015 |
| 10 |
0.7127 |
0.6811 |
0.0316 |
4.5% |
0.0097 |
1.4% |
87% |
False |
False |
117,434 |
| 20 |
0.7275 |
0.6809 |
0.0466 |
6.6% |
0.0105 |
1.5% |
59% |
False |
False |
117,263 |
| 40 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0092 |
1.3% |
51% |
False |
False |
82,337 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0084 |
1.2% |
51% |
False |
False |
55,250 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0082 |
1.2% |
51% |
False |
False |
41,490 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0081 |
1.1% |
51% |
False |
False |
33,204 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0077 |
1.1% |
51% |
False |
False |
27,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7444 |
|
2.618 |
0.7315 |
|
1.618 |
0.7236 |
|
1.000 |
0.7187 |
|
0.618 |
0.7157 |
|
HIGH |
0.7108 |
|
0.618 |
0.7078 |
|
0.500 |
0.7069 |
|
0.382 |
0.7059 |
|
LOW |
0.7029 |
|
0.618 |
0.6980 |
|
1.000 |
0.6950 |
|
1.618 |
0.6901 |
|
2.618 |
0.6822 |
|
4.250 |
0.6693 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7080 |
0.7077 |
| PP |
0.7074 |
0.7069 |
| S1 |
0.7069 |
0.7061 |
|