CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7193 |
0.7092 |
-0.0101 |
-1.4% |
0.7106 |
| High |
0.7221 |
0.7134 |
-0.0087 |
-1.2% |
0.7221 |
| Low |
0.7086 |
0.7077 |
-0.0009 |
-0.1% |
0.7086 |
| Close |
0.7092 |
0.7103 |
0.0011 |
0.2% |
0.7092 |
| Range |
0.0135 |
0.0057 |
-0.0078 |
-57.8% |
0.0135 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
1,498 |
1,915 |
417 |
27.8% |
5,147 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7276 |
0.7246 |
0.7134 |
|
| R3 |
0.7219 |
0.7189 |
0.7119 |
|
| R2 |
0.7162 |
0.7162 |
0.7113 |
|
| R1 |
0.7132 |
0.7132 |
0.7108 |
0.7147 |
| PP |
0.7105 |
0.7105 |
0.7105 |
0.7112 |
| S1 |
0.7075 |
0.7075 |
0.7098 |
0.7090 |
| S2 |
0.7048 |
0.7048 |
0.7093 |
|
| S3 |
0.6991 |
0.7018 |
0.7087 |
|
| S4 |
0.6934 |
0.6961 |
0.7072 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7450 |
0.7166 |
|
| R3 |
0.7403 |
0.7315 |
0.7129 |
|
| R2 |
0.7268 |
0.7268 |
0.7117 |
|
| R1 |
0.7180 |
0.7180 |
0.7104 |
0.7157 |
| PP |
0.7133 |
0.7133 |
0.7133 |
0.7121 |
| S1 |
0.7045 |
0.7045 |
0.7080 |
0.7022 |
| S2 |
0.6998 |
0.6998 |
0.7067 |
|
| S3 |
0.6863 |
0.6910 |
0.7055 |
|
| S4 |
0.6728 |
0.6775 |
0.7018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7221 |
0.7077 |
0.0144 |
2.0% |
0.0079 |
1.1% |
18% |
False |
True |
1,326 |
| 10 |
0.7221 |
0.7034 |
0.0187 |
2.6% |
0.0082 |
1.2% |
37% |
False |
False |
925 |
| 20 |
0.7221 |
0.6936 |
0.0285 |
4.0% |
0.0092 |
1.3% |
59% |
False |
False |
646 |
| 40 |
0.7265 |
0.6787 |
0.0478 |
6.7% |
0.0091 |
1.3% |
66% |
False |
False |
451 |
| 60 |
0.7300 |
0.6787 |
0.0513 |
7.2% |
0.0073 |
1.0% |
62% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7376 |
|
2.618 |
0.7283 |
|
1.618 |
0.7226 |
|
1.000 |
0.7191 |
|
0.618 |
0.7169 |
|
HIGH |
0.7134 |
|
0.618 |
0.7112 |
|
0.500 |
0.7106 |
|
0.382 |
0.7099 |
|
LOW |
0.7077 |
|
0.618 |
0.7042 |
|
1.000 |
0.7020 |
|
1.618 |
0.6985 |
|
2.618 |
0.6928 |
|
4.250 |
0.6835 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7106 |
0.7149 |
| PP |
0.7105 |
0.7134 |
| S1 |
0.7104 |
0.7118 |
|