CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7150 |
0.7183 |
0.0033 |
0.5% |
0.7053 |
| High |
0.7231 |
0.7210 |
-0.0021 |
-0.3% |
0.7231 |
| Low |
0.7142 |
0.7052 |
-0.0090 |
-1.3% |
0.6989 |
| Close |
0.7191 |
0.7054 |
-0.0137 |
-1.9% |
0.7054 |
| Range |
0.0089 |
0.0158 |
0.0069 |
77.5% |
0.0242 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
4.0% |
0.0000 |
| Volume |
92,613 |
105,744 |
13,131 |
14.2% |
501,868 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7579 |
0.7475 |
0.7141 |
|
| R3 |
0.7421 |
0.7317 |
0.7097 |
|
| R2 |
0.7263 |
0.7263 |
0.7083 |
|
| R1 |
0.7159 |
0.7159 |
0.7068 |
0.7132 |
| PP |
0.7105 |
0.7105 |
0.7105 |
0.7092 |
| S1 |
0.7001 |
0.7001 |
0.7040 |
0.6974 |
| S2 |
0.6947 |
0.6947 |
0.7025 |
|
| S3 |
0.6789 |
0.6843 |
0.7011 |
|
| S4 |
0.6631 |
0.6685 |
0.6967 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7817 |
0.7678 |
0.7187 |
|
| R3 |
0.7575 |
0.7436 |
0.7121 |
|
| R2 |
0.7333 |
0.7333 |
0.7098 |
|
| R1 |
0.7194 |
0.7194 |
0.7076 |
0.7264 |
| PP |
0.7091 |
0.7091 |
0.7091 |
0.7126 |
| S1 |
0.6952 |
0.6952 |
0.7032 |
0.7022 |
| S2 |
0.6849 |
0.6849 |
0.7010 |
|
| S3 |
0.6607 |
0.6710 |
0.6987 |
|
| S4 |
0.6365 |
0.6468 |
0.6921 |
|
|
| 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% |
0.0123 |
1.7% |
27% |
False |
False |
100,373 |
| 10 |
0.7231 |
0.6903 |
0.0328 |
4.6% |
0.0110 |
1.6% |
46% |
False |
False |
99,997 |
| 20 |
0.7231 |
0.6809 |
0.0422 |
6.0% |
0.0109 |
1.6% |
58% |
False |
False |
117,727 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
7.0% |
0.0096 |
1.4% |
50% |
False |
False |
91,281 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0088 |
1.2% |
45% |
False |
False |
62,311 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0084 |
1.2% |
45% |
False |
False |
46,790 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0083 |
1.2% |
45% |
False |
False |
37,448 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0079 |
1.1% |
45% |
False |
False |
31,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7882 |
|
2.618 |
0.7624 |
|
1.618 |
0.7466 |
|
1.000 |
0.7368 |
|
0.618 |
0.7308 |
|
HIGH |
0.7210 |
|
0.618 |
0.7150 |
|
0.500 |
0.7131 |
|
0.382 |
0.7112 |
|
LOW |
0.7052 |
|
0.618 |
0.6954 |
|
1.000 |
0.6894 |
|
1.618 |
0.6796 |
|
2.618 |
0.6638 |
|
4.250 |
0.6381 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7131 |
0.7110 |
| PP |
0.7105 |
0.7091 |
| S1 |
0.7080 |
0.7073 |
|