CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7219 |
0.7117 |
-0.0102 |
-1.4% |
0.7137 |
| High |
0.7121 |
0.7164 |
0.0043 |
0.6% |
0.7253 |
| Low |
0.7121 |
0.7104 |
-0.0017 |
-0.2% |
0.7121 |
| Close |
0.7121 |
0.7132 |
0.0011 |
0.2% |
0.7121 |
| Range |
0.0000 |
0.0060 |
0.0060 |
|
0.0132 |
| ATR |
0.0096 |
0.0094 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
87,894 |
75,163 |
-12,731 |
-14.5% |
422,725 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7313 |
0.7283 |
0.7165 |
|
| R3 |
0.7253 |
0.7223 |
0.7149 |
|
| R2 |
0.7193 |
0.7193 |
0.7143 |
|
| R1 |
0.7163 |
0.7163 |
0.7138 |
0.7178 |
| PP |
0.7133 |
0.7133 |
0.7133 |
0.7141 |
| S1 |
0.7103 |
0.7103 |
0.7127 |
0.7118 |
| S2 |
0.7073 |
0.7073 |
0.7121 |
|
| S3 |
0.7013 |
0.7043 |
0.7116 |
|
| S4 |
0.6953 |
0.6983 |
0.7099 |
|
|
| 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 |
0.7104 |
0.0149 |
2.1% |
0.0055 |
0.8% |
19% |
False |
True |
83,399 |
| 10 |
0.7253 |
0.7062 |
0.0191 |
2.7% |
0.0072 |
1.0% |
37% |
False |
False |
86,525 |
| 20 |
0.7253 |
0.6962 |
0.0291 |
4.1% |
0.0093 |
1.3% |
58% |
False |
False |
93,549 |
| 40 |
0.7302 |
0.6809 |
0.0493 |
6.9% |
0.0099 |
1.4% |
66% |
False |
False |
104,554 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0092 |
1.3% |
60% |
False |
False |
84,862 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0086 |
1.2% |
60% |
False |
False |
63,864 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0085 |
1.2% |
60% |
False |
False |
51,128 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.6% |
0.0083 |
1.2% |
60% |
False |
False |
42,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7419 |
|
2.618 |
0.7321 |
|
1.618 |
0.7261 |
|
1.000 |
0.7224 |
|
0.618 |
0.7201 |
|
HIGH |
0.7164 |
|
0.618 |
0.7141 |
|
0.500 |
0.7134 |
|
0.382 |
0.7127 |
|
LOW |
0.7104 |
|
0.618 |
0.7067 |
|
1.000 |
0.7044 |
|
1.618 |
0.7007 |
|
2.618 |
0.6947 |
|
4.250 |
0.6849 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7134 |
0.7172 |
| PP |
0.7133 |
0.7158 |
| S1 |
0.7133 |
0.7145 |
|