CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7065 |
0.7072 |
0.0007 |
0.1% |
0.7053 |
| High |
0.7117 |
0.7085 |
-0.0032 |
-0.4% |
0.7231 |
| Low |
0.7038 |
0.6962 |
-0.0076 |
-1.1% |
0.6989 |
| Close |
0.7072 |
0.7043 |
-0.0029 |
-0.4% |
0.7054 |
| Range |
0.0079 |
0.0123 |
0.0044 |
55.7% |
0.0242 |
| ATR |
0.0103 |
0.0105 |
0.0001 |
1.4% |
0.0000 |
| Volume |
73,431 |
117,296 |
43,865 |
59.7% |
501,868 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7399 |
0.7344 |
0.7111 |
|
| R3 |
0.7276 |
0.7221 |
0.7077 |
|
| R2 |
0.7153 |
0.7153 |
0.7066 |
|
| R1 |
0.7098 |
0.7098 |
0.7054 |
0.7064 |
| PP |
0.7030 |
0.7030 |
0.7030 |
0.7013 |
| S1 |
0.6975 |
0.6975 |
0.7032 |
0.6941 |
| S2 |
0.6907 |
0.6907 |
0.7020 |
|
| S3 |
0.6784 |
0.6852 |
0.7009 |
|
| S4 |
0.6661 |
0.6729 |
0.6975 |
|
|
| 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 |
0.6962 |
0.0269 |
3.8% |
0.0127 |
1.8% |
30% |
False |
True |
104,645 |
| 10 |
0.7231 |
0.6962 |
0.0269 |
3.8% |
0.0111 |
1.6% |
30% |
False |
True |
103,488 |
| 20 |
0.7231 |
0.6809 |
0.0422 |
6.0% |
0.0108 |
1.5% |
55% |
False |
False |
114,886 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
7.0% |
0.0097 |
1.4% |
47% |
False |
False |
93,174 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0090 |
1.3% |
43% |
False |
False |
65,484 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0084 |
1.2% |
43% |
False |
False |
49,170 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0084 |
1.2% |
43% |
False |
False |
39,354 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.7% |
0.0081 |
1.1% |
43% |
False |
False |
32,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7608 |
|
2.618 |
0.7407 |
|
1.618 |
0.7284 |
|
1.000 |
0.7208 |
|
0.618 |
0.7161 |
|
HIGH |
0.7085 |
|
0.618 |
0.7038 |
|
0.500 |
0.7024 |
|
0.382 |
0.7009 |
|
LOW |
0.6962 |
|
0.618 |
0.6886 |
|
1.000 |
0.6839 |
|
1.618 |
0.6763 |
|
2.618 |
0.6640 |
|
4.250 |
0.6439 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7037 |
0.7086 |
| PP |
0.7030 |
0.7072 |
| S1 |
0.7024 |
0.7057 |
|