CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7042 |
0.7138 |
0.0096 |
1.4% |
0.7046 |
| High |
0.7148 |
0.7138 |
-0.0010 |
-0.1% |
0.7110 |
| Low |
0.7042 |
0.7097 |
0.0055 |
0.8% |
0.6936 |
| Close |
0.7129 |
0.7121 |
-0.0008 |
-0.1% |
0.7063 |
| Range |
0.0106 |
0.0041 |
-0.0065 |
-61.3% |
0.0174 |
| ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
389 |
414 |
25 |
6.4% |
1,749 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7242 |
0.7222 |
0.7144 |
|
| R3 |
0.7201 |
0.7181 |
0.7132 |
|
| R2 |
0.7160 |
0.7160 |
0.7129 |
|
| R1 |
0.7140 |
0.7140 |
0.7125 |
0.7130 |
| PP |
0.7119 |
0.7119 |
0.7119 |
0.7113 |
| S1 |
0.7099 |
0.7099 |
0.7117 |
0.7089 |
| S2 |
0.7078 |
0.7078 |
0.7113 |
|
| S3 |
0.7037 |
0.7058 |
0.7110 |
|
| S4 |
0.6996 |
0.7017 |
0.7098 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7558 |
0.7485 |
0.7159 |
|
| R3 |
0.7384 |
0.7311 |
0.7111 |
|
| R2 |
0.7210 |
0.7210 |
0.7095 |
|
| R1 |
0.7137 |
0.7137 |
0.7079 |
0.7174 |
| PP |
0.7036 |
0.7036 |
0.7036 |
0.7055 |
| S1 |
0.6963 |
0.6963 |
0.7047 |
0.7000 |
| S2 |
0.6862 |
0.6862 |
0.7031 |
|
| S3 |
0.6688 |
0.6789 |
0.7015 |
|
| S4 |
0.6514 |
0.6615 |
0.6967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7148 |
0.6959 |
0.0189 |
2.7% |
0.0090 |
1.3% |
86% |
False |
False |
434 |
| 10 |
0.7198 |
0.6936 |
0.0262 |
3.7% |
0.0092 |
1.3% |
71% |
False |
False |
398 |
| 20 |
0.7198 |
0.6849 |
0.0349 |
4.9% |
0.0091 |
1.3% |
78% |
False |
False |
350 |
| 40 |
0.7265 |
0.6787 |
0.0478 |
6.7% |
0.0081 |
1.1% |
70% |
False |
False |
272 |
| 60 |
0.7300 |
0.6787 |
0.0513 |
7.2% |
0.0065 |
0.9% |
65% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7312 |
|
2.618 |
0.7245 |
|
1.618 |
0.7204 |
|
1.000 |
0.7179 |
|
0.618 |
0.7163 |
|
HIGH |
0.7138 |
|
0.618 |
0.7122 |
|
0.500 |
0.7118 |
|
0.382 |
0.7113 |
|
LOW |
0.7097 |
|
0.618 |
0.7072 |
|
1.000 |
0.7056 |
|
1.618 |
0.7031 |
|
2.618 |
0.6990 |
|
4.250 |
0.6923 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7120 |
0.7112 |
| PP |
0.7119 |
0.7104 |
| S1 |
0.7118 |
0.7095 |
|