CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7174 |
0.7284 |
0.0110 |
1.5% |
0.7137 |
High |
0.7298 |
0.7372 |
0.0074 |
1.0% |
0.7253 |
Low |
0.7161 |
0.7279 |
0.0118 |
1.6% |
0.7121 |
Close |
0.7294 |
0.7352 |
0.0058 |
0.8% |
0.7121 |
Range |
0.0137 |
0.0093 |
-0.0044 |
-32.1% |
0.0132 |
ATR |
0.0096 |
0.0096 |
0.0000 |
-0.2% |
0.0000 |
Volume |
114,033 |
83,019 |
-31,014 |
-27.2% |
422,725 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7613 |
0.7576 |
0.7403 |
|
R3 |
0.7520 |
0.7483 |
0.7378 |
|
R2 |
0.7427 |
0.7427 |
0.7369 |
|
R1 |
0.7390 |
0.7390 |
0.7361 |
0.7409 |
PP |
0.7334 |
0.7334 |
0.7334 |
0.7344 |
S1 |
0.7297 |
0.7297 |
0.7343 |
0.7316 |
S2 |
0.7241 |
0.7241 |
0.7335 |
|
S3 |
0.7148 |
0.7204 |
0.7326 |
|
S4 |
0.7055 |
0.7111 |
0.7301 |
|
|
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 |
0.7372 |
0.7104 |
0.0268 |
3.6% |
0.0075 |
1.0% |
93% |
True |
False |
91,307 |
10 |
0.7372 |
0.7062 |
0.0310 |
4.2% |
0.0079 |
1.1% |
94% |
True |
False |
87,067 |
20 |
0.7372 |
0.6962 |
0.0410 |
5.6% |
0.0090 |
1.2% |
95% |
True |
False |
93,047 |
40 |
0.7372 |
0.6809 |
0.0563 |
7.7% |
0.0099 |
1.4% |
96% |
True |
False |
106,627 |
60 |
0.7372 |
0.6809 |
0.0563 |
7.7% |
0.0093 |
1.3% |
96% |
True |
False |
89,467 |
80 |
0.7372 |
0.6809 |
0.0563 |
7.7% |
0.0088 |
1.2% |
96% |
True |
False |
67,520 |
100 |
0.7372 |
0.6809 |
0.0563 |
7.7% |
0.0085 |
1.2% |
96% |
True |
False |
54,060 |
120 |
0.7372 |
0.6809 |
0.0563 |
7.7% |
0.0083 |
1.1% |
96% |
True |
False |
45,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7767 |
2.618 |
0.7615 |
1.618 |
0.7522 |
1.000 |
0.7465 |
0.618 |
0.7429 |
HIGH |
0.7372 |
0.618 |
0.7336 |
0.500 |
0.7326 |
0.382 |
0.7315 |
LOW |
0.7279 |
0.618 |
0.7222 |
1.000 |
0.7186 |
1.618 |
0.7129 |
2.618 |
0.7036 |
4.250 |
0.6884 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7343 |
0.7314 |
PP |
0.7334 |
0.7276 |
S1 |
0.7326 |
0.7239 |
|