CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7190 |
0.7157 |
-0.0033 |
-0.5% |
0.7079 |
| High |
0.7221 |
0.7175 |
-0.0046 |
-0.6% |
0.7148 |
| Low |
0.7165 |
0.7112 |
-0.0053 |
-0.7% |
0.7034 |
| Close |
0.7181 |
0.7167 |
-0.0014 |
-0.2% |
0.7110 |
| Range |
0.0056 |
0.0063 |
0.0007 |
12.5% |
0.0114 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1,264 |
927 |
-337 |
-26.7% |
2,190 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7340 |
0.7317 |
0.7202 |
|
| R3 |
0.7277 |
0.7254 |
0.7184 |
|
| R2 |
0.7214 |
0.7214 |
0.7179 |
|
| R1 |
0.7191 |
0.7191 |
0.7173 |
0.7202 |
| PP |
0.7151 |
0.7151 |
0.7151 |
0.7157 |
| S1 |
0.7128 |
0.7128 |
0.7161 |
0.7140 |
| S2 |
0.7088 |
0.7088 |
0.7155 |
|
| S3 |
0.7025 |
0.7065 |
0.7150 |
|
| S4 |
0.6962 |
0.7002 |
0.7132 |
|
|
| 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% |
0.0070 |
1.0% |
71% |
False |
False |
746 |
| 10 |
0.7221 |
0.6959 |
0.0262 |
3.7% |
0.0083 |
1.2% |
79% |
False |
False |
581 |
| 20 |
0.7221 |
0.6936 |
0.0285 |
4.0% |
0.0090 |
1.3% |
81% |
False |
False |
477 |
| 40 |
0.7265 |
0.6787 |
0.0478 |
6.7% |
0.0086 |
1.2% |
79% |
False |
False |
353 |
| 60 |
0.7300 |
0.6787 |
0.0513 |
7.2% |
0.0069 |
1.0% |
74% |
False |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7443 |
|
2.618 |
0.7340 |
|
1.618 |
0.7277 |
|
1.000 |
0.7238 |
|
0.618 |
0.7214 |
|
HIGH |
0.7175 |
|
0.618 |
0.7151 |
|
0.500 |
0.7144 |
|
0.382 |
0.7136 |
|
LOW |
0.7112 |
|
0.618 |
0.7073 |
|
1.000 |
0.7049 |
|
1.618 |
0.7010 |
|
2.618 |
0.6947 |
|
4.250 |
0.6844 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7159 |
0.7165 |
| PP |
0.7151 |
0.7164 |
| S1 |
0.7144 |
0.7162 |
|