CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7183 |
0.7185 |
0.0002 |
0.0% |
0.7099 |
| High |
0.7207 |
0.7239 |
0.0032 |
0.4% |
0.7179 |
| Low |
0.7140 |
0.7152 |
0.0012 |
0.2% |
0.7062 |
| Close |
0.7196 |
0.7234 |
0.0038 |
0.5% |
0.7139 |
| Range |
0.0067 |
0.0087 |
0.0020 |
29.9% |
0.0117 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
91,115 |
85,644 |
-5,471 |
-6.0% |
367,368 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7469 |
0.7439 |
0.7282 |
|
| R3 |
0.7382 |
0.7352 |
0.7258 |
|
| R2 |
0.7295 |
0.7295 |
0.7250 |
|
| R1 |
0.7265 |
0.7265 |
0.7242 |
0.7280 |
| PP |
0.7208 |
0.7208 |
0.7208 |
0.7216 |
| S1 |
0.7178 |
0.7178 |
0.7226 |
0.7193 |
| S2 |
0.7121 |
0.7121 |
0.7218 |
|
| S3 |
0.7034 |
0.7091 |
0.7210 |
|
| S4 |
0.6947 |
0.7004 |
0.7186 |
|
|
| 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% |
90% |
False |
False |
82,827 |
| 10 |
0.7253 |
0.6975 |
0.0278 |
3.8% |
0.0090 |
1.2% |
93% |
False |
False |
91,246 |
| 20 |
0.7253 |
0.6962 |
0.0291 |
4.0% |
0.0100 |
1.4% |
93% |
False |
False |
96,618 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
6.8% |
0.0099 |
1.4% |
86% |
False |
False |
102,325 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0094 |
1.3% |
79% |
False |
False |
82,263 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0087 |
1.2% |
79% |
False |
False |
61,829 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0085 |
1.2% |
79% |
False |
False |
49,499 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0083 |
1.1% |
79% |
False |
False |
41,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7467 |
|
1.618 |
0.7380 |
|
1.000 |
0.7326 |
|
0.618 |
0.7293 |
|
HIGH |
0.7239 |
|
0.618 |
0.7206 |
|
0.500 |
0.7196 |
|
0.382 |
0.7185 |
|
LOW |
0.7152 |
|
0.618 |
0.7098 |
|
1.000 |
0.7065 |
|
1.618 |
0.7011 |
|
2.618 |
0.6924 |
|
4.250 |
0.6782 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7221 |
0.7222 |
| PP |
0.7208 |
0.7209 |
| S1 |
0.7196 |
0.7197 |
|