CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7183 |
0.7065 |
-0.0118 |
-1.6% |
0.7053 |
| High |
0.7210 |
0.7117 |
-0.0093 |
-1.3% |
0.7231 |
| Low |
0.7052 |
0.7038 |
-0.0014 |
-0.2% |
0.6989 |
| Close |
0.7054 |
0.7072 |
0.0018 |
0.3% |
0.7054 |
| Range |
0.0158 |
0.0079 |
-0.0079 |
-50.0% |
0.0242 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
105,744 |
73,431 |
-32,313 |
-30.6% |
501,868 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7313 |
0.7271 |
0.7115 |
|
| R3 |
0.7234 |
0.7192 |
0.7094 |
|
| R2 |
0.7155 |
0.7155 |
0.7086 |
|
| R1 |
0.7113 |
0.7113 |
0.7079 |
0.7134 |
| PP |
0.7076 |
0.7076 |
0.7076 |
0.7086 |
| S1 |
0.7034 |
0.7034 |
0.7065 |
0.7055 |
| S2 |
0.6997 |
0.6997 |
0.7058 |
|
| S3 |
0.6918 |
0.6955 |
0.7050 |
|
| S4 |
0.6839 |
0.6876 |
0.7029 |
|
|
| 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% |
34% |
False |
False |
99,585 |
| 10 |
0.7231 |
0.6903 |
0.0328 |
4.6% |
0.0109 |
1.5% |
52% |
False |
False |
100,300 |
| 20 |
0.7231 |
0.6809 |
0.0422 |
6.0% |
0.0107 |
1.5% |
62% |
False |
False |
114,589 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
7.0% |
0.0096 |
1.4% |
53% |
False |
False |
91,415 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0088 |
1.2% |
49% |
False |
False |
63,532 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0084 |
1.2% |
49% |
False |
False |
47,705 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0083 |
1.2% |
49% |
False |
False |
38,182 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0080 |
1.1% |
49% |
False |
False |
31,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7453 |
|
2.618 |
0.7324 |
|
1.618 |
0.7245 |
|
1.000 |
0.7196 |
|
0.618 |
0.7166 |
|
HIGH |
0.7117 |
|
0.618 |
0.7087 |
|
0.500 |
0.7078 |
|
0.382 |
0.7068 |
|
LOW |
0.7038 |
|
0.618 |
0.6989 |
|
1.000 |
0.6959 |
|
1.618 |
0.6910 |
|
2.618 |
0.6831 |
|
4.250 |
0.6702 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7078 |
0.7135 |
| PP |
0.7076 |
0.7114 |
| S1 |
0.7074 |
0.7093 |
|