CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7053 |
0.7094 |
0.0041 |
0.6% |
0.6988 |
| High |
0.7108 |
0.7124 |
0.0016 |
0.2% |
0.7127 |
| Low |
0.7029 |
0.7021 |
-0.0008 |
-0.1% |
0.6903 |
| Close |
0.7085 |
0.7035 |
-0.0050 |
-0.7% |
0.7053 |
| Range |
0.0079 |
0.0103 |
0.0024 |
30.4% |
0.0224 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.6% |
0.0000 |
| Volume |
77,370 |
92,000 |
14,630 |
18.9% |
498,111 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7369 |
0.7305 |
0.7092 |
|
| R3 |
0.7266 |
0.7202 |
0.7063 |
|
| R2 |
0.7163 |
0.7163 |
0.7054 |
|
| R1 |
0.7099 |
0.7099 |
0.7044 |
0.7080 |
| PP |
0.7060 |
0.7060 |
0.7060 |
0.7050 |
| S1 |
0.6996 |
0.6996 |
0.7026 |
0.6977 |
| S2 |
0.6957 |
0.6957 |
0.7016 |
|
| S3 |
0.6854 |
0.6893 |
0.7007 |
|
| S4 |
0.6751 |
0.6790 |
0.6978 |
|
|
| 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 |
0.6977 |
0.0150 |
2.1% |
0.0095 |
1.4% |
39% |
False |
False |
102,332 |
| 10 |
0.7127 |
0.6811 |
0.0316 |
4.5% |
0.0096 |
1.4% |
71% |
False |
False |
106,785 |
| 20 |
0.7190 |
0.6809 |
0.0381 |
5.4% |
0.0103 |
1.5% |
59% |
False |
False |
117,183 |
| 40 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0092 |
1.3% |
42% |
False |
False |
84,435 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0084 |
1.2% |
42% |
False |
False |
56,780 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0083 |
1.2% |
42% |
False |
False |
42,639 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0081 |
1.2% |
42% |
False |
False |
34,123 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0077 |
1.1% |
42% |
False |
False |
28,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7562 |
|
2.618 |
0.7394 |
|
1.618 |
0.7291 |
|
1.000 |
0.7227 |
|
0.618 |
0.7188 |
|
HIGH |
0.7124 |
|
0.618 |
0.7085 |
|
0.500 |
0.7073 |
|
0.382 |
0.7060 |
|
LOW |
0.7021 |
|
0.618 |
0.6957 |
|
1.000 |
0.6918 |
|
1.618 |
0.6854 |
|
2.618 |
0.6751 |
|
4.250 |
0.6583 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7073 |
0.7074 |
| PP |
0.7060 |
0.7061 |
| S1 |
0.7048 |
0.7048 |
|