CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7103 |
0.7167 |
0.0064 |
0.9% |
0.7065 |
| High |
0.7179 |
0.7174 |
-0.0005 |
-0.1% |
0.7144 |
| Low |
0.7076 |
0.7126 |
0.0050 |
0.7% |
0.6962 |
| Close |
0.7159 |
0.7151 |
-0.0008 |
-0.1% |
0.7092 |
| Range |
0.0103 |
0.0048 |
-0.0055 |
-53.4% |
0.0182 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
87,188 |
68,939 |
-18,249 |
-20.9% |
503,859 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7294 |
0.7271 |
0.7177 |
|
| R3 |
0.7246 |
0.7223 |
0.7164 |
|
| R2 |
0.7198 |
0.7198 |
0.7160 |
|
| R1 |
0.7175 |
0.7175 |
0.7155 |
0.7163 |
| PP |
0.7150 |
0.7150 |
0.7150 |
0.7144 |
| S1 |
0.7127 |
0.7127 |
0.7147 |
0.7115 |
| S2 |
0.7102 |
0.7102 |
0.7142 |
|
| S3 |
0.7054 |
0.7079 |
0.7138 |
|
| S4 |
0.7006 |
0.7031 |
0.7125 |
|
|
| 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 |
2.9% |
0.0097 |
1.4% |
86% |
False |
False |
99,665 |
| 10 |
0.7231 |
0.6962 |
0.0269 |
3.8% |
0.0102 |
1.4% |
70% |
False |
False |
99,027 |
| 20 |
0.7231 |
0.6858 |
0.0373 |
5.2% |
0.0104 |
1.5% |
79% |
False |
False |
102,098 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
6.9% |
0.0095 |
1.3% |
69% |
False |
False |
96,201 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0092 |
1.3% |
63% |
False |
False |
75,447 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0086 |
1.2% |
63% |
False |
False |
56,677 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0084 |
1.2% |
63% |
False |
False |
45,363 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0082 |
1.1% |
63% |
False |
False |
37,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7378 |
|
2.618 |
0.7300 |
|
1.618 |
0.7252 |
|
1.000 |
0.7222 |
|
0.618 |
0.7204 |
|
HIGH |
0.7174 |
|
0.618 |
0.7156 |
|
0.500 |
0.7150 |
|
0.382 |
0.7144 |
|
LOW |
0.7126 |
|
0.618 |
0.7096 |
|
1.000 |
0.7078 |
|
1.618 |
0.7048 |
|
2.618 |
0.7000 |
|
4.250 |
0.6922 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7151 |
0.7143 |
| PP |
0.7150 |
0.7134 |
| S1 |
0.7150 |
0.7126 |
|