CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7063 |
0.7088 |
0.0025 |
0.4% |
0.7053 |
| High |
0.7114 |
0.7144 |
0.0030 |
0.4% |
0.7231 |
| Low |
0.7026 |
0.6975 |
-0.0051 |
-0.7% |
0.6989 |
| Close |
0.7101 |
0.7088 |
-0.0013 |
-0.2% |
0.7054 |
| Range |
0.0088 |
0.0169 |
0.0081 |
92.0% |
0.0242 |
| ATR |
0.0104 |
0.0108 |
0.0005 |
4.5% |
0.0000 |
| Volume |
102,868 |
133,973 |
31,105 |
30.2% |
501,868 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7576 |
0.7501 |
0.7181 |
|
| R3 |
0.7407 |
0.7332 |
0.7134 |
|
| R2 |
0.7238 |
0.7238 |
0.7119 |
|
| R1 |
0.7163 |
0.7163 |
0.7103 |
0.7173 |
| PP |
0.7069 |
0.7069 |
0.7069 |
0.7074 |
| S1 |
0.6994 |
0.6994 |
0.7073 |
0.7004 |
| S2 |
0.6900 |
0.6900 |
0.7057 |
|
| S3 |
0.6731 |
0.6825 |
0.7042 |
|
| S4 |
0.6562 |
0.6656 |
0.6995 |
|
|
| 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 |
0.7210 |
0.6962 |
0.0248 |
3.5% |
0.0123 |
1.7% |
51% |
False |
False |
106,662 |
| 10 |
0.7231 |
0.6962 |
0.0269 |
3.8% |
0.0116 |
1.6% |
47% |
False |
False |
105,184 |
| 20 |
0.7231 |
0.6809 |
0.0422 |
6.0% |
0.0112 |
1.6% |
66% |
False |
False |
116,277 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
7.0% |
0.0098 |
1.4% |
57% |
False |
False |
95,108 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0092 |
1.3% |
52% |
False |
False |
69,411 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0085 |
1.2% |
52% |
False |
False |
52,128 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0084 |
1.2% |
52% |
False |
False |
41,722 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0082 |
1.2% |
52% |
False |
False |
34,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7862 |
|
2.618 |
0.7586 |
|
1.618 |
0.7417 |
|
1.000 |
0.7313 |
|
0.618 |
0.7248 |
|
HIGH |
0.7144 |
|
0.618 |
0.7079 |
|
0.500 |
0.7060 |
|
0.382 |
0.7040 |
|
LOW |
0.6975 |
|
0.618 |
0.6871 |
|
1.000 |
0.6806 |
|
1.618 |
0.6702 |
|
2.618 |
0.6533 |
|
4.250 |
0.6257 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7079 |
0.7076 |
| PP |
0.7069 |
0.7065 |
| S1 |
0.7060 |
0.7053 |
|