CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7221 |
0.7183 |
-0.0038 |
-0.5% |
0.7099 |
| High |
0.7253 |
0.7207 |
-0.0046 |
-0.6% |
0.7179 |
| Low |
0.7194 |
0.7140 |
-0.0054 |
-0.8% |
0.7062 |
| Close |
0.7210 |
0.7196 |
-0.0014 |
-0.2% |
0.7139 |
| Range |
0.0059 |
0.0067 |
0.0008 |
13.6% |
0.0117 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
77,182 |
91,115 |
13,933 |
18.1% |
367,368 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7382 |
0.7356 |
0.7233 |
|
| R3 |
0.7315 |
0.7289 |
0.7214 |
|
| R2 |
0.7248 |
0.7248 |
0.7208 |
|
| R1 |
0.7222 |
0.7222 |
0.7202 |
0.7235 |
| PP |
0.7181 |
0.7181 |
0.7181 |
0.7188 |
| S1 |
0.7155 |
0.7155 |
0.7190 |
0.7168 |
| S2 |
0.7114 |
0.7114 |
0.7184 |
|
| S3 |
0.7047 |
0.7088 |
0.7178 |
|
| S4 |
0.6980 |
0.7021 |
0.7159 |
|
|
| 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 |
2.7% |
0.0074 |
1.0% |
70% |
False |
False |
79,486 |
| 10 |
0.7253 |
0.6975 |
0.0278 |
3.9% |
0.0090 |
1.2% |
79% |
False |
False |
92,968 |
| 20 |
0.7253 |
0.6962 |
0.0291 |
4.0% |
0.0101 |
1.4% |
80% |
False |
False |
98,228 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
6.9% |
0.0098 |
1.4% |
78% |
False |
False |
100,782 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0094 |
1.3% |
72% |
False |
False |
80,852 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0086 |
1.2% |
72% |
False |
False |
60,767 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0085 |
1.2% |
72% |
False |
False |
48,644 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0083 |
1.1% |
72% |
False |
False |
40,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7492 |
|
2.618 |
0.7382 |
|
1.618 |
0.7315 |
|
1.000 |
0.7274 |
|
0.618 |
0.7248 |
|
HIGH |
0.7207 |
|
0.618 |
0.7181 |
|
0.500 |
0.7174 |
|
0.382 |
0.7166 |
|
LOW |
0.7140 |
|
0.618 |
0.7099 |
|
1.000 |
0.7073 |
|
1.618 |
0.7032 |
|
2.618 |
0.6965 |
|
4.250 |
0.6855 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7189 |
0.7194 |
| PP |
0.7181 |
0.7193 |
| S1 |
0.7174 |
0.7191 |
|