CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7185 |
0.7219 |
0.0034 |
0.5% |
0.7137 |
High |
0.7239 |
0.7121 |
-0.0118 |
-1.6% |
0.7253 |
Low |
0.7152 |
0.7121 |
-0.0031 |
-0.4% |
0.7121 |
Close |
0.7234 |
0.7121 |
-0.0113 |
-1.6% |
0.7121 |
Range |
0.0087 |
0.0000 |
-0.0087 |
-100.0% |
0.0132 |
ATR |
0.0095 |
0.0096 |
0.0001 |
1.3% |
0.0000 |
Volume |
85,644 |
87,894 |
2,250 |
2.6% |
422,725 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7121 |
0.7121 |
0.7121 |
|
R3 |
0.7121 |
0.7121 |
0.7121 |
|
R2 |
0.7121 |
0.7121 |
0.7121 |
|
R1 |
0.7121 |
0.7121 |
0.7121 |
0.7121 |
PP |
0.7121 |
0.7121 |
0.7121 |
0.7121 |
S1 |
0.7121 |
0.7121 |
0.7121 |
0.7121 |
S2 |
0.7121 |
0.7121 |
0.7121 |
|
S3 |
0.7121 |
0.7121 |
0.7121 |
|
S4 |
0.7121 |
0.7121 |
0.7121 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7561 |
0.7473 |
0.7194 |
|
R3 |
0.7429 |
0.7341 |
0.7157 |
|
R2 |
0.7297 |
0.7297 |
0.7145 |
|
R1 |
0.7209 |
0.7209 |
0.7133 |
0.7187 |
PP |
0.7165 |
0.7165 |
0.7165 |
0.7154 |
S1 |
0.7077 |
0.7077 |
0.7109 |
0.7055 |
S2 |
0.7033 |
0.7033 |
0.7097 |
|
S3 |
0.6901 |
0.6945 |
0.7085 |
|
S4 |
0.6769 |
0.6813 |
0.7048 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7253 |
0.7121 |
0.0132 |
1.9% |
0.0065 |
0.9% |
0% |
False |
True |
84,545 |
10 |
0.7253 |
0.7053 |
0.0200 |
2.8% |
0.0073 |
1.0% |
34% |
False |
False |
86,638 |
20 |
0.7253 |
0.6962 |
0.0291 |
4.1% |
0.0094 |
1.3% |
55% |
False |
False |
95,911 |
40 |
0.7302 |
0.6809 |
0.0493 |
6.9% |
0.0098 |
1.4% |
63% |
False |
False |
103,562 |
60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0092 |
1.3% |
58% |
False |
False |
83,696 |
80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0086 |
1.2% |
58% |
False |
False |
62,925 |
100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0085 |
1.2% |
58% |
False |
False |
50,378 |
120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0083 |
1.2% |
58% |
False |
False |
41,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7121 |
2.618 |
0.7121 |
1.618 |
0.7121 |
1.000 |
0.7121 |
0.618 |
0.7121 |
HIGH |
0.7121 |
0.618 |
0.7121 |
0.500 |
0.7121 |
0.382 |
0.7121 |
LOW |
0.7121 |
0.618 |
0.7121 |
1.000 |
0.7121 |
1.618 |
0.7121 |
2.618 |
0.7121 |
4.250 |
0.7121 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7121 |
0.7180 |
PP |
0.7121 |
0.7160 |
S1 |
0.7121 |
0.7141 |
|