CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7142 |
0.7174 |
0.0032 |
0.4% |
0.7137 |
| High |
0.7189 |
0.7298 |
0.0109 |
1.5% |
0.7253 |
| Low |
0.7105 |
0.7161 |
0.0056 |
0.8% |
0.7121 |
| Close |
0.7171 |
0.7294 |
0.0123 |
1.7% |
0.7121 |
| Range |
0.0084 |
0.0137 |
0.0053 |
63.1% |
0.0132 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.4% |
0.0000 |
| Volume |
96,428 |
114,033 |
17,605 |
18.3% |
422,725 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7662 |
0.7615 |
0.7369 |
|
| R3 |
0.7525 |
0.7478 |
0.7332 |
|
| R2 |
0.7388 |
0.7388 |
0.7319 |
|
| R1 |
0.7341 |
0.7341 |
0.7307 |
0.7365 |
| PP |
0.7251 |
0.7251 |
0.7251 |
0.7263 |
| S1 |
0.7204 |
0.7204 |
0.7281 |
0.7228 |
| S2 |
0.7114 |
0.7114 |
0.7269 |
|
| S3 |
0.6977 |
0.7067 |
0.7256 |
|
| S4 |
0.6840 |
0.6930 |
0.7219 |
|
|
| 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 |
0.7298 |
0.7104 |
0.0194 |
2.7% |
0.0074 |
1.0% |
98% |
True |
False |
91,832 |
| 10 |
0.7298 |
0.7062 |
0.0236 |
3.2% |
0.0074 |
1.0% |
98% |
True |
False |
85,659 |
| 20 |
0.7298 |
0.6962 |
0.0336 |
4.6% |
0.0095 |
1.3% |
99% |
True |
False |
95,603 |
| 40 |
0.7298 |
0.6809 |
0.0489 |
6.7% |
0.0099 |
1.4% |
99% |
True |
False |
106,393 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.4% |
0.0093 |
1.3% |
90% |
False |
False |
88,158 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.4% |
0.0087 |
1.2% |
90% |
False |
False |
66,486 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.4% |
0.0085 |
1.2% |
90% |
False |
False |
53,231 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.4% |
0.0084 |
1.1% |
90% |
False |
False |
44,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7657 |
|
1.618 |
0.7520 |
|
1.000 |
0.7435 |
|
0.618 |
0.7383 |
|
HIGH |
0.7298 |
|
0.618 |
0.7246 |
|
0.500 |
0.7230 |
|
0.382 |
0.7213 |
|
LOW |
0.7161 |
|
0.618 |
0.7076 |
|
1.000 |
0.7024 |
|
1.618 |
0.6939 |
|
2.618 |
0.6802 |
|
4.250 |
0.6579 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7273 |
0.7263 |
| PP |
0.7251 |
0.7232 |
| S1 |
0.7230 |
0.7201 |
|