CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7115 |
0.7099 |
-0.0016 |
-0.2% |
0.7065 |
| High |
0.7119 |
0.7173 |
0.0054 |
0.8% |
0.7144 |
| Low |
0.7053 |
0.7072 |
0.0019 |
0.3% |
0.6962 |
| Close |
0.7092 |
0.7091 |
-0.0001 |
0.0% |
0.7092 |
| Range |
0.0066 |
0.0101 |
0.0035 |
53.0% |
0.0182 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
76,291 |
131,936 |
55,645 |
72.9% |
503,859 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7354 |
0.7147 |
|
| R3 |
0.7314 |
0.7253 |
0.7119 |
|
| R2 |
0.7213 |
0.7213 |
0.7110 |
|
| R1 |
0.7152 |
0.7152 |
0.7100 |
0.7132 |
| PP |
0.7112 |
0.7112 |
0.7112 |
0.7102 |
| S1 |
0.7051 |
0.7051 |
0.7082 |
0.7031 |
| S2 |
0.7011 |
0.7011 |
0.7072 |
|
| S3 |
0.6910 |
0.6950 |
0.7063 |
|
| S4 |
0.6809 |
0.6849 |
0.7035 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7534 |
0.7192 |
|
| R3 |
0.7430 |
0.7352 |
0.7142 |
|
| R2 |
0.7248 |
0.7248 |
0.7125 |
|
| R1 |
0.7170 |
0.7170 |
0.7109 |
0.7209 |
| PP |
0.7066 |
0.7066 |
0.7066 |
0.7086 |
| S1 |
0.6988 |
0.6988 |
0.7075 |
0.7027 |
| S2 |
0.6884 |
0.6884 |
0.7059 |
|
| S3 |
0.6702 |
0.6806 |
0.7042 |
|
| S4 |
0.6520 |
0.6624 |
0.6992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7173 |
0.6962 |
0.0211 |
3.0% |
0.0109 |
1.5% |
61% |
True |
False |
112,472 |
| 10 |
0.7231 |
0.6962 |
0.0269 |
3.8% |
0.0116 |
1.6% |
48% |
False |
False |
106,029 |
| 20 |
0.7231 |
0.6811 |
0.0420 |
5.9% |
0.0107 |
1.5% |
67% |
False |
False |
111,731 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
7.0% |
0.0097 |
1.4% |
57% |
False |
False |
96,324 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0092 |
1.3% |
52% |
False |
False |
72,866 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0086 |
1.2% |
52% |
False |
False |
54,727 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0084 |
1.2% |
52% |
False |
False |
43,804 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0081 |
1.1% |
52% |
False |
False |
36,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7602 |
|
2.618 |
0.7437 |
|
1.618 |
0.7336 |
|
1.000 |
0.7274 |
|
0.618 |
0.7235 |
|
HIGH |
0.7173 |
|
0.618 |
0.7134 |
|
0.500 |
0.7123 |
|
0.382 |
0.7111 |
|
LOW |
0.7072 |
|
0.618 |
0.7010 |
|
1.000 |
0.6971 |
|
1.618 |
0.6909 |
|
2.618 |
0.6808 |
|
4.250 |
0.6643 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7123 |
0.7085 |
| PP |
0.7112 |
0.7080 |
| S1 |
0.7102 |
0.7074 |
|