CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7463 |
0.7424 |
-0.0039 |
-0.5% |
0.7117 |
| High |
0.7469 |
0.7527 |
0.0058 |
0.8% |
0.7449 |
| Low |
0.7409 |
0.7410 |
0.0001 |
0.0% |
0.7104 |
| Close |
0.7448 |
0.7513 |
0.0065 |
0.9% |
0.7422 |
| Range |
0.0060 |
0.0117 |
0.0057 |
95.0% |
0.0345 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.7% |
0.0000 |
| Volume |
96,036 |
155,070 |
59,034 |
61.5% |
485,052 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7834 |
0.7791 |
0.7577 |
|
| R3 |
0.7717 |
0.7674 |
0.7545 |
|
| R2 |
0.7600 |
0.7600 |
0.7534 |
|
| R1 |
0.7557 |
0.7557 |
0.7524 |
0.7579 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7494 |
| S1 |
0.7440 |
0.7440 |
0.7502 |
0.7462 |
| S2 |
0.7366 |
0.7366 |
0.7492 |
|
| S3 |
0.7249 |
0.7323 |
0.7481 |
|
| S4 |
0.7132 |
0.7206 |
0.7449 |
|
|
| 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 |
0.7527 |
0.7279 |
0.0248 |
3.3% |
0.0095 |
1.3% |
94% |
True |
False |
106,949 |
| 10 |
0.7527 |
0.7104 |
0.0423 |
5.6% |
0.0084 |
1.1% |
97% |
True |
False |
99,391 |
| 20 |
0.7527 |
0.6975 |
0.0552 |
7.3% |
0.0087 |
1.2% |
97% |
True |
False |
96,179 |
| 40 |
0.7527 |
0.6809 |
0.0718 |
9.6% |
0.0097 |
1.3% |
98% |
True |
False |
105,533 |
| 60 |
0.7527 |
0.6809 |
0.0718 |
9.6% |
0.0093 |
1.2% |
98% |
True |
False |
94,176 |
| 80 |
0.7527 |
0.6809 |
0.0718 |
9.6% |
0.0089 |
1.2% |
98% |
True |
False |
73,158 |
| 100 |
0.7527 |
0.6809 |
0.0718 |
9.6% |
0.0085 |
1.1% |
98% |
True |
False |
58,572 |
| 120 |
0.7527 |
0.6809 |
0.0718 |
9.6% |
0.0084 |
1.1% |
98% |
True |
False |
48,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7833 |
|
1.618 |
0.7716 |
|
1.000 |
0.7644 |
|
0.618 |
0.7599 |
|
HIGH |
0.7527 |
|
0.618 |
0.7482 |
|
0.500 |
0.7469 |
|
0.382 |
0.7455 |
|
LOW |
0.7410 |
|
0.618 |
0.7338 |
|
1.000 |
0.7293 |
|
1.618 |
0.7221 |
|
2.618 |
0.7104 |
|
4.250 |
0.6913 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7498 |
0.7495 |
| PP |
0.7483 |
0.7477 |
| S1 |
0.7469 |
0.7459 |
|