CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7137 |
0.7221 |
0.0084 |
1.2% |
0.7099 |
| High |
0.7240 |
0.7253 |
0.0013 |
0.2% |
0.7179 |
| Low |
0.7129 |
0.7194 |
0.0065 |
0.9% |
0.7062 |
| Close |
0.7224 |
0.7210 |
-0.0014 |
-0.2% |
0.7139 |
| Range |
0.0111 |
0.0059 |
-0.0052 |
-46.8% |
0.0117 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
80,890 |
77,182 |
-3,708 |
-4.6% |
367,368 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7396 |
0.7362 |
0.7242 |
|
| R3 |
0.7337 |
0.7303 |
0.7226 |
|
| R2 |
0.7278 |
0.7278 |
0.7221 |
|
| R1 |
0.7244 |
0.7244 |
0.7215 |
0.7232 |
| PP |
0.7219 |
0.7219 |
0.7219 |
0.7213 |
| S1 |
0.7185 |
0.7185 |
0.7205 |
0.7173 |
| S2 |
0.7160 |
0.7160 |
0.7199 |
|
| S3 |
0.7101 |
0.7126 |
0.7194 |
|
| S4 |
0.7042 |
0.7067 |
0.7178 |
|
|
| 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 |
0.7253 |
0.7062 |
0.0191 |
2.6% |
0.0082 |
1.1% |
77% |
True |
False |
78,700 |
| 10 |
0.7253 |
0.6962 |
0.0291 |
4.0% |
0.0096 |
1.3% |
85% |
True |
False |
95,586 |
| 20 |
0.7253 |
0.6903 |
0.0350 |
4.9% |
0.0102 |
1.4% |
88% |
True |
False |
97,943 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
6.8% |
0.0098 |
1.4% |
81% |
False |
False |
99,154 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0093 |
1.3% |
74% |
False |
False |
79,350 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0087 |
1.2% |
74% |
False |
False |
59,640 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0085 |
1.2% |
74% |
False |
False |
47,733 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0083 |
1.2% |
74% |
False |
False |
39,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7504 |
|
2.618 |
0.7407 |
|
1.618 |
0.7348 |
|
1.000 |
0.7312 |
|
0.618 |
0.7289 |
|
HIGH |
0.7253 |
|
0.618 |
0.7230 |
|
0.500 |
0.7224 |
|
0.382 |
0.7217 |
|
LOW |
0.7194 |
|
0.618 |
0.7158 |
|
1.000 |
0.7135 |
|
1.618 |
0.7099 |
|
2.618 |
0.7040 |
|
4.250 |
0.6943 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7224 |
0.7193 |
| PP |
0.7219 |
0.7175 |
| S1 |
0.7215 |
0.7158 |
|