CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7014 |
0.7150 |
0.0136 |
1.9% |
0.6988 |
| High |
0.7177 |
0.7231 |
0.0054 |
0.8% |
0.7127 |
| Low |
0.6989 |
0.7142 |
0.0153 |
2.2% |
0.6903 |
| Close |
0.7165 |
0.7191 |
0.0026 |
0.4% |
0.7053 |
| Range |
0.0188 |
0.0089 |
-0.0099 |
-52.7% |
0.0224 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
134,141 |
92,613 |
-41,528 |
-31.0% |
498,111 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7455 |
0.7412 |
0.7240 |
|
| R3 |
0.7366 |
0.7323 |
0.7215 |
|
| R2 |
0.7277 |
0.7277 |
0.7207 |
|
| R1 |
0.7234 |
0.7234 |
0.7199 |
0.7256 |
| PP |
0.7188 |
0.7188 |
0.7188 |
0.7199 |
| S1 |
0.7145 |
0.7145 |
0.7183 |
0.7167 |
| S2 |
0.7099 |
0.7099 |
0.7175 |
|
| S3 |
0.7010 |
0.7056 |
0.7167 |
|
| S4 |
0.6921 |
0.6967 |
0.7142 |
|
|
| 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 |
0.7231 |
0.6989 |
0.0242 |
3.4% |
0.0108 |
1.5% |
83% |
True |
False |
103,706 |
| 10 |
0.7231 |
0.6903 |
0.0328 |
4.6% |
0.0100 |
1.4% |
88% |
True |
False |
99,197 |
| 20 |
0.7231 |
0.6809 |
0.0422 |
5.9% |
0.0107 |
1.5% |
91% |
True |
False |
119,330 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
6.9% |
0.0094 |
1.3% |
77% |
False |
False |
89,472 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0086 |
1.2% |
71% |
False |
False |
60,550 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0083 |
1.2% |
71% |
False |
False |
45,469 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0082 |
1.1% |
71% |
False |
False |
36,391 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0078 |
1.1% |
71% |
False |
False |
30,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7464 |
|
1.618 |
0.7375 |
|
1.000 |
0.7320 |
|
0.618 |
0.7286 |
|
HIGH |
0.7231 |
|
0.618 |
0.7197 |
|
0.500 |
0.7187 |
|
0.382 |
0.7176 |
|
LOW |
0.7142 |
|
0.618 |
0.7087 |
|
1.000 |
0.7053 |
|
1.618 |
0.6998 |
|
2.618 |
0.6909 |
|
4.250 |
0.6764 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7190 |
0.7164 |
| PP |
0.7188 |
0.7137 |
| S1 |
0.7187 |
0.7110 |
|