CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7347 |
0.7421 |
0.0074 |
1.0% |
0.7117 |
| High |
0.7449 |
0.7482 |
0.0033 |
0.4% |
0.7449 |
| Low |
0.7337 |
0.7391 |
0.0054 |
0.7% |
0.7104 |
| Close |
0.7422 |
0.7468 |
0.0046 |
0.6% |
0.7422 |
| Range |
0.0112 |
0.0091 |
-0.0021 |
-18.8% |
0.0345 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
116,409 |
84,214 |
-32,195 |
-27.7% |
485,052 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7685 |
0.7518 |
|
| R3 |
0.7629 |
0.7594 |
0.7493 |
|
| R2 |
0.7538 |
0.7538 |
0.7485 |
|
| R1 |
0.7503 |
0.7503 |
0.7476 |
0.7521 |
| PP |
0.7447 |
0.7447 |
0.7447 |
0.7456 |
| S1 |
0.7412 |
0.7412 |
0.7460 |
0.7430 |
| S2 |
0.7356 |
0.7356 |
0.7451 |
|
| S3 |
0.7265 |
0.7321 |
0.7443 |
|
| S4 |
0.7174 |
0.7230 |
0.7418 |
|
|
| 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 |
0.7482 |
0.7105 |
0.0377 |
5.0% |
0.0103 |
1.4% |
96% |
True |
False |
98,820 |
| 10 |
0.7482 |
0.7104 |
0.0378 |
5.1% |
0.0079 |
1.1% |
96% |
True |
False |
91,110 |
| 20 |
0.7482 |
0.6962 |
0.0520 |
7.0% |
0.0088 |
1.2% |
97% |
True |
False |
93,160 |
| 40 |
0.7482 |
0.6809 |
0.0673 |
9.0% |
0.0099 |
1.3% |
98% |
True |
False |
105,444 |
| 60 |
0.7482 |
0.6809 |
0.0673 |
9.0% |
0.0094 |
1.3% |
98% |
True |
False |
91,907 |
| 80 |
0.7482 |
0.6809 |
0.0673 |
9.0% |
0.0088 |
1.2% |
98% |
True |
False |
70,023 |
| 100 |
0.7482 |
0.6809 |
0.0673 |
9.0% |
0.0085 |
1.1% |
98% |
True |
False |
56,064 |
| 120 |
0.7482 |
0.6809 |
0.0673 |
9.0% |
0.0084 |
1.1% |
98% |
True |
False |
46,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7869 |
|
2.618 |
0.7720 |
|
1.618 |
0.7629 |
|
1.000 |
0.7573 |
|
0.618 |
0.7538 |
|
HIGH |
0.7482 |
|
0.618 |
0.7447 |
|
0.500 |
0.7437 |
|
0.382 |
0.7426 |
|
LOW |
0.7391 |
|
0.618 |
0.7335 |
|
1.000 |
0.7300 |
|
1.618 |
0.7244 |
|
2.618 |
0.7153 |
|
4.250 |
0.7004 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7458 |
0.7439 |
| PP |
0.7447 |
0.7410 |
| S1 |
0.7437 |
0.7381 |
|