CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7106 |
0.7190 |
0.0084 |
1.2% |
0.7079 |
| High |
0.7208 |
0.7221 |
0.0013 |
0.2% |
0.7148 |
| Low |
0.7103 |
0.7165 |
0.0062 |
0.9% |
0.7034 |
| Close |
0.7194 |
0.7181 |
-0.0013 |
-0.2% |
0.7110 |
| Range |
0.0105 |
0.0056 |
-0.0049 |
-46.7% |
0.0114 |
| ATR |
0.0090 |
0.0087 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
430 |
1,264 |
834 |
194.0% |
2,190 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7357 |
0.7325 |
0.7212 |
|
| R3 |
0.7301 |
0.7269 |
0.7196 |
|
| R2 |
0.7245 |
0.7245 |
0.7191 |
|
| R1 |
0.7213 |
0.7213 |
0.7186 |
0.7201 |
| PP |
0.7189 |
0.7189 |
0.7189 |
0.7183 |
| S1 |
0.7157 |
0.7157 |
0.7176 |
0.7145 |
| S2 |
0.7133 |
0.7133 |
0.7171 |
|
| S3 |
0.7077 |
0.7101 |
0.7166 |
|
| S4 |
0.7021 |
0.7045 |
0.7150 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7389 |
0.7173 |
|
| R3 |
0.7325 |
0.7275 |
0.7141 |
|
| R2 |
0.7211 |
0.7211 |
0.7131 |
|
| R1 |
0.7161 |
0.7161 |
0.7120 |
0.7186 |
| PP |
0.7097 |
0.7097 |
0.7097 |
0.7110 |
| S1 |
0.7047 |
0.7047 |
0.7100 |
0.7072 |
| S2 |
0.6983 |
0.6983 |
0.7089 |
|
| S3 |
0.6869 |
0.6933 |
0.7079 |
|
| S4 |
0.6755 |
0.6819 |
0.7047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7221 |
0.7034 |
0.0187 |
2.6% |
0.0078 |
1.1% |
79% |
True |
False |
639 |
| 10 |
0.7221 |
0.6936 |
0.0285 |
4.0% |
0.0089 |
1.2% |
86% |
True |
False |
534 |
| 20 |
0.7221 |
0.6880 |
0.0341 |
4.7% |
0.0091 |
1.3% |
88% |
True |
False |
436 |
| 40 |
0.7265 |
0.6787 |
0.0478 |
6.7% |
0.0085 |
1.2% |
82% |
False |
False |
330 |
| 60 |
0.7300 |
0.6787 |
0.0513 |
7.1% |
0.0068 |
0.9% |
77% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7459 |
|
2.618 |
0.7368 |
|
1.618 |
0.7312 |
|
1.000 |
0.7277 |
|
0.618 |
0.7256 |
|
HIGH |
0.7221 |
|
0.618 |
0.7200 |
|
0.500 |
0.7193 |
|
0.382 |
0.7186 |
|
LOW |
0.7165 |
|
0.618 |
0.7130 |
|
1.000 |
0.7109 |
|
1.618 |
0.7074 |
|
2.618 |
0.7018 |
|
4.250 |
0.6927 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7193 |
0.7163 |
| PP |
0.7189 |
0.7145 |
| S1 |
0.7185 |
0.7128 |
|