CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7072 |
0.7063 |
-0.0009 |
-0.1% |
0.7053 |
High |
0.7085 |
0.7114 |
0.0029 |
0.4% |
0.7231 |
Low |
0.6962 |
0.7026 |
0.0064 |
0.9% |
0.6989 |
Close |
0.7043 |
0.7101 |
0.0058 |
0.8% |
0.7054 |
Range |
0.0123 |
0.0088 |
-0.0035 |
-28.5% |
0.0242 |
ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
117,296 |
102,868 |
-14,428 |
-12.3% |
501,868 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7344 |
0.7311 |
0.7149 |
|
R3 |
0.7256 |
0.7223 |
0.7125 |
|
R2 |
0.7168 |
0.7168 |
0.7117 |
|
R1 |
0.7135 |
0.7135 |
0.7109 |
0.7152 |
PP |
0.7080 |
0.7080 |
0.7080 |
0.7089 |
S1 |
0.7047 |
0.7047 |
0.7093 |
0.7064 |
S2 |
0.6992 |
0.6992 |
0.7085 |
|
S3 |
0.6904 |
0.6959 |
0.7077 |
|
S4 |
0.6816 |
0.6871 |
0.7053 |
|
|
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% |
0.0107 |
1.5% |
52% |
False |
False |
98,390 |
10 |
0.7231 |
0.6962 |
0.0269 |
3.8% |
0.0111 |
1.6% |
52% |
False |
False |
101,990 |
20 |
0.7231 |
0.6809 |
0.0422 |
5.9% |
0.0108 |
1.5% |
69% |
False |
False |
114,794 |
40 |
0.7302 |
0.6809 |
0.0493 |
6.9% |
0.0097 |
1.4% |
59% |
False |
False |
93,686 |
60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0090 |
1.3% |
54% |
False |
False |
67,184 |
80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0084 |
1.2% |
54% |
False |
False |
50,454 |
100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0083 |
1.2% |
54% |
False |
False |
40,382 |
120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0081 |
1.1% |
54% |
False |
False |
33,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7488 |
2.618 |
0.7344 |
1.618 |
0.7256 |
1.000 |
0.7202 |
0.618 |
0.7168 |
HIGH |
0.7114 |
0.618 |
0.7080 |
0.500 |
0.7070 |
0.382 |
0.7060 |
LOW |
0.7026 |
0.618 |
0.6972 |
1.000 |
0.6938 |
1.618 |
0.6884 |
2.618 |
0.6796 |
4.250 |
0.6652 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7091 |
0.7081 |
PP |
0.7080 |
0.7060 |
S1 |
0.7070 |
0.7040 |
|