CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7454 |
0.7549 |
0.0095 |
1.3% |
0.7421 |
High |
0.7583 |
0.7590 |
0.0007 |
0.1% |
0.7583 |
Low |
0.7448 |
0.7508 |
0.0060 |
0.8% |
0.7391 |
Close |
0.7572 |
0.7513 |
-0.0059 |
-0.8% |
0.7572 |
Range |
0.0135 |
0.0082 |
-0.0053 |
-39.3% |
0.0192 |
ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
26,635 |
2,071 |
-24,564 |
-92.2% |
506,263 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7783 |
0.7730 |
0.7558 |
|
R3 |
0.7701 |
0.7648 |
0.7536 |
|
R2 |
0.7619 |
0.7619 |
0.7528 |
|
R1 |
0.7566 |
0.7566 |
0.7521 |
0.7552 |
PP |
0.7537 |
0.7537 |
0.7537 |
0.7530 |
S1 |
0.7484 |
0.7484 |
0.7505 |
0.7470 |
S2 |
0.7455 |
0.7455 |
0.7498 |
|
S3 |
0.7373 |
0.7402 |
0.7490 |
|
S4 |
0.7291 |
0.7320 |
0.7468 |
|
|
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 |
0.7590 |
0.7409 |
0.0181 |
2.4% |
0.0096 |
1.3% |
57% |
True |
False |
84,824 |
10 |
0.7590 |
0.7105 |
0.0485 |
6.5% |
0.0100 |
1.3% |
84% |
True |
False |
91,822 |
20 |
0.7590 |
0.7062 |
0.0528 |
7.0% |
0.0086 |
1.1% |
85% |
True |
False |
89,173 |
40 |
0.7590 |
0.6809 |
0.0781 |
10.4% |
0.0098 |
1.3% |
90% |
True |
False |
101,217 |
60 |
0.7590 |
0.6809 |
0.0781 |
10.4% |
0.0093 |
1.2% |
90% |
True |
False |
93,117 |
80 |
0.7590 |
0.6809 |
0.0781 |
10.4% |
0.0090 |
1.2% |
90% |
True |
False |
75,300 |
100 |
0.7590 |
0.6809 |
0.0781 |
10.4% |
0.0086 |
1.1% |
90% |
True |
False |
60,298 |
120 |
0.7590 |
0.6809 |
0.0781 |
10.4% |
0.0085 |
1.1% |
90% |
True |
False |
50,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7939 |
2.618 |
0.7805 |
1.618 |
0.7723 |
1.000 |
0.7672 |
0.618 |
0.7641 |
HIGH |
0.7590 |
0.618 |
0.7559 |
0.500 |
0.7549 |
0.382 |
0.7539 |
LOW |
0.7508 |
0.618 |
0.7457 |
1.000 |
0.7426 |
1.618 |
0.7375 |
2.618 |
0.7293 |
4.250 |
0.7160 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7549 |
0.7512 |
PP |
0.7537 |
0.7510 |
S1 |
0.7525 |
0.7509 |
|