CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7094 |
0.7014 |
-0.0080 |
-1.1% |
0.6988 |
| High |
0.7124 |
0.7177 |
0.0053 |
0.7% |
0.7127 |
| Low |
0.7021 |
0.6989 |
-0.0032 |
-0.5% |
0.6903 |
| Close |
0.7035 |
0.7165 |
0.0130 |
1.8% |
0.7053 |
| Range |
0.0103 |
0.0188 |
0.0085 |
82.5% |
0.0224 |
| ATR |
0.0096 |
0.0102 |
0.0007 |
6.9% |
0.0000 |
| Volume |
92,000 |
134,141 |
42,141 |
45.8% |
498,111 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7674 |
0.7608 |
0.7268 |
|
| R3 |
0.7486 |
0.7420 |
0.7217 |
|
| R2 |
0.7298 |
0.7298 |
0.7199 |
|
| R1 |
0.7232 |
0.7232 |
0.7182 |
0.7265 |
| PP |
0.7110 |
0.7110 |
0.7110 |
0.7127 |
| S1 |
0.7044 |
0.7044 |
0.7148 |
0.7077 |
| S2 |
0.6922 |
0.6922 |
0.7131 |
|
| S3 |
0.6734 |
0.6856 |
0.7113 |
|
| S4 |
0.6546 |
0.6668 |
0.7062 |
|
|
| 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 |
0.7177 |
0.6989 |
0.0188 |
2.6% |
0.0115 |
1.6% |
94% |
True |
True |
105,590 |
| 10 |
0.7177 |
0.6858 |
0.0319 |
4.5% |
0.0105 |
1.5% |
96% |
True |
False |
105,169 |
| 20 |
0.7177 |
0.6809 |
0.0368 |
5.1% |
0.0108 |
1.5% |
97% |
True |
False |
120,207 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
6.9% |
0.0094 |
1.3% |
72% |
False |
False |
87,676 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0087 |
1.2% |
66% |
False |
False |
59,011 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0083 |
1.2% |
66% |
False |
False |
44,314 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0082 |
1.1% |
66% |
False |
False |
35,465 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0078 |
1.1% |
66% |
False |
False |
29,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7976 |
|
2.618 |
0.7669 |
|
1.618 |
0.7481 |
|
1.000 |
0.7365 |
|
0.618 |
0.7293 |
|
HIGH |
0.7177 |
|
0.618 |
0.7105 |
|
0.500 |
0.7083 |
|
0.382 |
0.7061 |
|
LOW |
0.6989 |
|
0.618 |
0.6873 |
|
1.000 |
0.6801 |
|
1.618 |
0.6685 |
|
2.618 |
0.6497 |
|
4.250 |
0.6190 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7138 |
0.7138 |
| PP |
0.7110 |
0.7110 |
| S1 |
0.7083 |
0.7083 |
|