CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7099 |
0.7103 |
0.0004 |
0.1% |
0.7065 |
| High |
0.7173 |
0.7179 |
0.0006 |
0.1% |
0.7144 |
| Low |
0.7072 |
0.7076 |
0.0004 |
0.1% |
0.6962 |
| Close |
0.7091 |
0.7159 |
0.0068 |
1.0% |
0.7092 |
| Range |
0.0101 |
0.0103 |
0.0002 |
2.0% |
0.0182 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
131,936 |
87,188 |
-44,748 |
-33.9% |
503,859 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7447 |
0.7406 |
0.7216 |
|
| R3 |
0.7344 |
0.7303 |
0.7187 |
|
| R2 |
0.7241 |
0.7241 |
0.7178 |
|
| R1 |
0.7200 |
0.7200 |
0.7168 |
0.7221 |
| PP |
0.7138 |
0.7138 |
0.7138 |
0.7148 |
| S1 |
0.7097 |
0.7097 |
0.7150 |
0.7118 |
| S2 |
0.7035 |
0.7035 |
0.7140 |
|
| S3 |
0.6932 |
0.6994 |
0.7131 |
|
| S4 |
0.6829 |
0.6891 |
0.7102 |
|
|
| 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 |
0.7179 |
0.6975 |
0.0204 |
2.8% |
0.0105 |
1.5% |
90% |
True |
False |
106,451 |
| 10 |
0.7231 |
0.6962 |
0.0269 |
3.8% |
0.0116 |
1.6% |
73% |
False |
False |
105,548 |
| 20 |
0.7231 |
0.6811 |
0.0420 |
5.9% |
0.0106 |
1.5% |
83% |
False |
False |
106,167 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
6.9% |
0.0096 |
1.3% |
71% |
False |
False |
96,289 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0093 |
1.3% |
65% |
False |
False |
74,316 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0086 |
1.2% |
65% |
False |
False |
55,816 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0085 |
1.2% |
65% |
False |
False |
44,675 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0081 |
1.1% |
65% |
False |
False |
37,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7617 |
|
2.618 |
0.7449 |
|
1.618 |
0.7346 |
|
1.000 |
0.7282 |
|
0.618 |
0.7243 |
|
HIGH |
0.7179 |
|
0.618 |
0.7140 |
|
0.500 |
0.7128 |
|
0.382 |
0.7115 |
|
LOW |
0.7076 |
|
0.618 |
0.7012 |
|
1.000 |
0.6973 |
|
1.618 |
0.6909 |
|
2.618 |
0.6806 |
|
4.250 |
0.6638 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7149 |
0.7145 |
| PP |
0.7138 |
0.7130 |
| S1 |
0.7128 |
0.7116 |
|