CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7117 |
0.7142 |
0.0025 |
0.4% |
0.7137 |
| High |
0.7164 |
0.7189 |
0.0025 |
0.3% |
0.7253 |
| Low |
0.7104 |
0.7105 |
0.0001 |
0.0% |
0.7121 |
| Close |
0.7132 |
0.7171 |
0.0039 |
0.5% |
0.7121 |
| Range |
0.0060 |
0.0084 |
0.0024 |
40.0% |
0.0132 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
75,163 |
96,428 |
21,265 |
28.3% |
422,725 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7407 |
0.7373 |
0.7217 |
|
| R3 |
0.7323 |
0.7289 |
0.7194 |
|
| R2 |
0.7239 |
0.7239 |
0.7186 |
|
| R1 |
0.7205 |
0.7205 |
0.7179 |
0.7222 |
| PP |
0.7155 |
0.7155 |
0.7155 |
0.7164 |
| S1 |
0.7121 |
0.7121 |
0.7163 |
0.7138 |
| S2 |
0.7071 |
0.7071 |
0.7156 |
|
| S3 |
0.6987 |
0.7037 |
0.7148 |
|
| S4 |
0.6903 |
0.6953 |
0.7125 |
|
|
| 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 |
0.7239 |
0.7104 |
0.0135 |
1.9% |
0.0060 |
0.8% |
50% |
False |
False |
87,248 |
| 10 |
0.7253 |
0.7062 |
0.0191 |
2.7% |
0.0071 |
1.0% |
57% |
False |
False |
82,974 |
| 20 |
0.7253 |
0.6962 |
0.0291 |
4.1% |
0.0094 |
1.3% |
72% |
False |
False |
94,502 |
| 40 |
0.7275 |
0.6809 |
0.0466 |
6.5% |
0.0099 |
1.4% |
78% |
False |
False |
105,882 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0092 |
1.3% |
67% |
False |
False |
86,392 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0086 |
1.2% |
67% |
False |
False |
65,063 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0085 |
1.2% |
67% |
False |
False |
52,092 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.5% |
0.0083 |
1.2% |
67% |
False |
False |
43,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7546 |
|
2.618 |
0.7409 |
|
1.618 |
0.7325 |
|
1.000 |
0.7273 |
|
0.618 |
0.7241 |
|
HIGH |
0.7189 |
|
0.618 |
0.7157 |
|
0.500 |
0.7147 |
|
0.382 |
0.7137 |
|
LOW |
0.7105 |
|
0.618 |
0.7053 |
|
1.000 |
0.7021 |
|
1.618 |
0.6969 |
|
2.618 |
0.6885 |
|
4.250 |
0.6748 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7163 |
0.7163 |
| PP |
0.7155 |
0.7155 |
| S1 |
0.7147 |
0.7147 |
|