CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7472 |
0.7454 |
-0.0018 |
-0.2% |
0.7421 |
| High |
0.7511 |
0.7583 |
0.0072 |
1.0% |
0.7583 |
| Low |
0.7427 |
0.7448 |
0.0021 |
0.3% |
0.7391 |
| Close |
0.7452 |
0.7572 |
0.0120 |
1.6% |
0.7572 |
| Range |
0.0084 |
0.0135 |
0.0051 |
60.7% |
0.0192 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.0% |
0.0000 |
| Volume |
144,308 |
26,635 |
-117,673 |
-81.5% |
506,263 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7891 |
0.7646 |
|
| R3 |
0.7804 |
0.7756 |
0.7609 |
|
| R2 |
0.7669 |
0.7669 |
0.7597 |
|
| R1 |
0.7621 |
0.7621 |
0.7584 |
0.7645 |
| PP |
0.7534 |
0.7534 |
0.7534 |
0.7547 |
| S1 |
0.7486 |
0.7486 |
0.7560 |
0.7510 |
| S2 |
0.7399 |
0.7399 |
0.7547 |
|
| S3 |
0.7264 |
0.7351 |
0.7535 |
|
| S4 |
0.7129 |
0.7216 |
0.7498 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8091 |
0.8024 |
0.7678 |
|
| R3 |
0.7899 |
0.7832 |
0.7625 |
|
| R2 |
0.7707 |
0.7707 |
0.7607 |
|
| R1 |
0.7640 |
0.7640 |
0.7590 |
0.7674 |
| PP |
0.7515 |
0.7515 |
0.7515 |
0.7532 |
| S1 |
0.7448 |
0.7448 |
0.7554 |
0.7482 |
| S2 |
0.7323 |
0.7323 |
0.7537 |
|
| S3 |
0.7131 |
0.7256 |
0.7519 |
|
| S4 |
0.6939 |
0.7064 |
0.7466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7583 |
0.7391 |
0.0192 |
2.5% |
0.0097 |
1.3% |
94% |
True |
False |
101,252 |
| 10 |
0.7583 |
0.7104 |
0.0479 |
6.3% |
0.0097 |
1.3% |
98% |
True |
False |
99,131 |
| 20 |
0.7583 |
0.7053 |
0.0530 |
7.0% |
0.0085 |
1.1% |
98% |
True |
False |
92,884 |
| 40 |
0.7583 |
0.6809 |
0.0774 |
10.2% |
0.0098 |
1.3% |
99% |
True |
False |
104,581 |
| 60 |
0.7583 |
0.6809 |
0.0774 |
10.2% |
0.0094 |
1.2% |
99% |
True |
False |
94,367 |
| 80 |
0.7583 |
0.6809 |
0.0774 |
10.2% |
0.0090 |
1.2% |
99% |
True |
False |
75,279 |
| 100 |
0.7583 |
0.6809 |
0.0774 |
10.2% |
0.0085 |
1.1% |
99% |
True |
False |
60,279 |
| 120 |
0.7583 |
0.6809 |
0.0774 |
10.2% |
0.0084 |
1.1% |
99% |
True |
False |
50,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8157 |
|
2.618 |
0.7936 |
|
1.618 |
0.7801 |
|
1.000 |
0.7718 |
|
0.618 |
0.7666 |
|
HIGH |
0.7583 |
|
0.618 |
0.7531 |
|
0.500 |
0.7516 |
|
0.382 |
0.7500 |
|
LOW |
0.7448 |
|
0.618 |
0.7365 |
|
1.000 |
0.7313 |
|
1.618 |
0.7230 |
|
2.618 |
0.7095 |
|
4.250 |
0.6874 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7553 |
0.7547 |
| PP |
0.7534 |
0.7522 |
| S1 |
0.7516 |
0.7497 |
|