CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7284 |
0.7347 |
0.0063 |
0.9% |
0.7117 |
| High |
0.7372 |
0.7449 |
0.0077 |
1.0% |
0.7449 |
| Low |
0.7279 |
0.7337 |
0.0058 |
0.8% |
0.7104 |
| Close |
0.7352 |
0.7422 |
0.0070 |
1.0% |
0.7422 |
| Range |
0.0093 |
0.0112 |
0.0019 |
20.4% |
0.0345 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.2% |
0.0000 |
| Volume |
83,019 |
116,409 |
33,390 |
40.2% |
485,052 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7739 |
0.7692 |
0.7484 |
|
| R3 |
0.7627 |
0.7580 |
0.7453 |
|
| R2 |
0.7515 |
0.7515 |
0.7443 |
|
| R1 |
0.7468 |
0.7468 |
0.7432 |
0.7492 |
| PP |
0.7403 |
0.7403 |
0.7403 |
0.7414 |
| S1 |
0.7356 |
0.7356 |
0.7412 |
0.7380 |
| S2 |
0.7291 |
0.7291 |
0.7401 |
|
| S3 |
0.7179 |
0.7244 |
0.7391 |
|
| S4 |
0.7067 |
0.7132 |
0.7360 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8360 |
0.8236 |
0.7612 |
|
| R3 |
0.8015 |
0.7891 |
0.7517 |
|
| R2 |
0.7670 |
0.7670 |
0.7485 |
|
| R1 |
0.7546 |
0.7546 |
0.7454 |
0.7608 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7356 |
| S1 |
0.7201 |
0.7201 |
0.7390 |
0.7263 |
| S2 |
0.6980 |
0.6980 |
0.7359 |
|
| S3 |
0.6635 |
0.6856 |
0.7327 |
|
| S4 |
0.6290 |
0.6511 |
0.7232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7449 |
0.7104 |
0.0345 |
4.6% |
0.0097 |
1.3% |
92% |
True |
False |
97,010 |
| 10 |
0.7449 |
0.7104 |
0.0345 |
4.6% |
0.0081 |
1.1% |
92% |
True |
False |
90,777 |
| 20 |
0.7449 |
0.6962 |
0.0487 |
6.6% |
0.0092 |
1.2% |
94% |
True |
False |
94,237 |
| 40 |
0.7449 |
0.6809 |
0.0640 |
8.6% |
0.0099 |
1.3% |
96% |
True |
False |
106,784 |
| 60 |
0.7449 |
0.6809 |
0.0640 |
8.6% |
0.0093 |
1.3% |
96% |
True |
False |
91,061 |
| 80 |
0.7449 |
0.6809 |
0.0640 |
8.6% |
0.0087 |
1.2% |
96% |
True |
False |
68,972 |
| 100 |
0.7449 |
0.6809 |
0.0640 |
8.6% |
0.0085 |
1.1% |
96% |
True |
False |
55,223 |
| 120 |
0.7449 |
0.6809 |
0.0640 |
8.6% |
0.0084 |
1.1% |
96% |
True |
False |
46,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7925 |
|
2.618 |
0.7742 |
|
1.618 |
0.7630 |
|
1.000 |
0.7561 |
|
0.618 |
0.7518 |
|
HIGH |
0.7449 |
|
0.618 |
0.7406 |
|
0.500 |
0.7393 |
|
0.382 |
0.7380 |
|
LOW |
0.7337 |
|
0.618 |
0.7268 |
|
1.000 |
0.7225 |
|
1.618 |
0.7156 |
|
2.618 |
0.7044 |
|
4.250 |
0.6861 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7412 |
0.7383 |
| PP |
0.7403 |
0.7344 |
| S1 |
0.7393 |
0.7305 |
|