CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7424 |
0.7472 |
0.0048 |
0.6% |
0.7117 |
| High |
0.7527 |
0.7511 |
-0.0016 |
-0.2% |
0.7449 |
| Low |
0.7410 |
0.7427 |
0.0017 |
0.2% |
0.7104 |
| Close |
0.7513 |
0.7452 |
-0.0061 |
-0.8% |
0.7422 |
| Range |
0.0117 |
0.0084 |
-0.0033 |
-28.2% |
0.0345 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
155,070 |
144,308 |
-10,762 |
-6.9% |
485,052 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7668 |
0.7498 |
|
| R3 |
0.7631 |
0.7584 |
0.7475 |
|
| R2 |
0.7547 |
0.7547 |
0.7467 |
|
| R1 |
0.7500 |
0.7500 |
0.7460 |
0.7482 |
| PP |
0.7463 |
0.7463 |
0.7463 |
0.7454 |
| S1 |
0.7416 |
0.7416 |
0.7444 |
0.7398 |
| S2 |
0.7379 |
0.7379 |
0.7437 |
|
| S3 |
0.7295 |
0.7332 |
0.7429 |
|
| S4 |
0.7211 |
0.7248 |
0.7406 |
|
|
| 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 |
0.7337 |
0.0190 |
2.5% |
0.0093 |
1.2% |
61% |
False |
False |
119,207 |
| 10 |
0.7527 |
0.7104 |
0.0423 |
5.7% |
0.0084 |
1.1% |
82% |
False |
False |
105,257 |
| 20 |
0.7527 |
0.6975 |
0.0552 |
7.4% |
0.0087 |
1.2% |
86% |
False |
False |
98,251 |
| 40 |
0.7527 |
0.6809 |
0.0718 |
9.6% |
0.0097 |
1.3% |
90% |
False |
False |
106,522 |
| 60 |
0.7527 |
0.6809 |
0.0718 |
9.6% |
0.0093 |
1.3% |
90% |
False |
False |
95,208 |
| 80 |
0.7527 |
0.6809 |
0.0718 |
9.6% |
0.0089 |
1.2% |
90% |
False |
False |
74,951 |
| 100 |
0.7527 |
0.6809 |
0.0718 |
9.6% |
0.0085 |
1.1% |
90% |
False |
False |
60,014 |
| 120 |
0.7527 |
0.6809 |
0.0718 |
9.6% |
0.0084 |
1.1% |
90% |
False |
False |
50,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7868 |
|
2.618 |
0.7731 |
|
1.618 |
0.7647 |
|
1.000 |
0.7595 |
|
0.618 |
0.7563 |
|
HIGH |
0.7511 |
|
0.618 |
0.7479 |
|
0.500 |
0.7469 |
|
0.382 |
0.7459 |
|
LOW |
0.7427 |
|
0.618 |
0.7375 |
|
1.000 |
0.7343 |
|
1.618 |
0.7291 |
|
2.618 |
0.7207 |
|
4.250 |
0.7070 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7469 |
0.7468 |
| PP |
0.7463 |
0.7463 |
| S1 |
0.7458 |
0.7457 |
|