CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7167 |
0.7146 |
-0.0021 |
-0.3% |
0.7099 |
| High |
0.7174 |
0.7149 |
-0.0025 |
-0.3% |
0.7179 |
| Low |
0.7126 |
0.7062 |
-0.0064 |
-0.9% |
0.7062 |
| Close |
0.7151 |
0.7139 |
-0.0012 |
-0.2% |
0.7139 |
| Range |
0.0048 |
0.0087 |
0.0039 |
81.3% |
0.0117 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
68,939 |
79,305 |
10,366 |
15.0% |
367,368 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7378 |
0.7345 |
0.7187 |
|
| R3 |
0.7291 |
0.7258 |
0.7163 |
|
| R2 |
0.7204 |
0.7204 |
0.7155 |
|
| R1 |
0.7171 |
0.7171 |
0.7147 |
0.7144 |
| PP |
0.7117 |
0.7117 |
0.7117 |
0.7103 |
| S1 |
0.7084 |
0.7084 |
0.7131 |
0.7057 |
| S2 |
0.7030 |
0.7030 |
0.7123 |
|
| S3 |
0.6943 |
0.6997 |
0.7115 |
|
| S4 |
0.6856 |
0.6910 |
0.7091 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7478 |
0.7425 |
0.7203 |
|
| R3 |
0.7361 |
0.7308 |
0.7171 |
|
| R2 |
0.7244 |
0.7244 |
0.7160 |
|
| R1 |
0.7191 |
0.7191 |
0.7150 |
0.7218 |
| PP |
0.7127 |
0.7127 |
0.7127 |
0.7140 |
| S1 |
0.7074 |
0.7074 |
0.7128 |
0.7101 |
| S2 |
0.7010 |
0.7010 |
0.7118 |
|
| S3 |
0.6893 |
0.6957 |
0.7107 |
|
| S4 |
0.6776 |
0.6840 |
0.7075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7179 |
0.7053 |
0.0126 |
1.8% |
0.0081 |
1.1% |
68% |
False |
False |
88,731 |
| 10 |
0.7210 |
0.6962 |
0.0248 |
3.5% |
0.0102 |
1.4% |
71% |
False |
False |
97,697 |
| 20 |
0.7231 |
0.6903 |
0.0328 |
4.6% |
0.0101 |
1.4% |
72% |
False |
False |
98,447 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
6.9% |
0.0096 |
1.3% |
67% |
False |
False |
97,122 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0093 |
1.3% |
61% |
False |
False |
76,756 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0086 |
1.2% |
61% |
False |
False |
57,666 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0084 |
1.2% |
61% |
False |
False |
46,155 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0082 |
1.2% |
61% |
False |
False |
38,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7519 |
|
2.618 |
0.7377 |
|
1.618 |
0.7290 |
|
1.000 |
0.7236 |
|
0.618 |
0.7203 |
|
HIGH |
0.7149 |
|
0.618 |
0.7116 |
|
0.500 |
0.7106 |
|
0.382 |
0.7095 |
|
LOW |
0.7062 |
|
0.618 |
0.7008 |
|
1.000 |
0.6975 |
|
1.618 |
0.6921 |
|
2.618 |
0.6834 |
|
4.250 |
0.6692 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7128 |
0.7133 |
| PP |
0.7117 |
0.7127 |
| S1 |
0.7106 |
0.7121 |
|