CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7114 |
0.7147 |
0.0033 |
0.5% |
0.7106 |
High |
0.7156 |
0.7266 |
0.0110 |
1.5% |
0.7221 |
Low |
0.7078 |
0.7134 |
0.0056 |
0.8% |
0.7086 |
Close |
0.7142 |
0.7264 |
0.0122 |
1.7% |
0.7092 |
Range |
0.0078 |
0.0132 |
0.0054 |
69.2% |
0.0135 |
ATR |
0.0087 |
0.0090 |
0.0003 |
3.8% |
0.0000 |
Volume |
989 |
2,532 |
1,543 |
156.0% |
5,147 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7617 |
0.7573 |
0.7337 |
|
R3 |
0.7485 |
0.7441 |
0.7300 |
|
R2 |
0.7353 |
0.7353 |
0.7288 |
|
R1 |
0.7309 |
0.7309 |
0.7276 |
0.7331 |
PP |
0.7221 |
0.7221 |
0.7221 |
0.7233 |
S1 |
0.7177 |
0.7177 |
0.7252 |
0.7199 |
S2 |
0.7089 |
0.7089 |
0.7240 |
|
S3 |
0.6957 |
0.7045 |
0.7228 |
|
S4 |
0.6825 |
0.6913 |
0.7191 |
|
|
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 |
0.7266 |
0.7077 |
0.0189 |
2.6% |
0.0097 |
1.3% |
99% |
True |
False |
1,592 |
10 |
0.7266 |
0.7034 |
0.0232 |
3.2% |
0.0083 |
1.1% |
99% |
True |
False |
1,169 |
20 |
0.7266 |
0.6936 |
0.0330 |
4.5% |
0.0094 |
1.3% |
99% |
True |
False |
791 |
40 |
0.7266 |
0.6787 |
0.0479 |
6.6% |
0.0092 |
1.3% |
100% |
True |
False |
524 |
60 |
0.7300 |
0.6787 |
0.0513 |
7.1% |
0.0076 |
1.0% |
93% |
False |
False |
379 |
80 |
0.7300 |
0.6787 |
0.0513 |
7.1% |
0.0059 |
0.8% |
93% |
False |
False |
285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7827 |
2.618 |
0.7612 |
1.618 |
0.7480 |
1.000 |
0.7398 |
0.618 |
0.7348 |
HIGH |
0.7266 |
0.618 |
0.7216 |
0.500 |
0.7200 |
0.382 |
0.7184 |
LOW |
0.7134 |
0.618 |
0.7052 |
1.000 |
0.7002 |
1.618 |
0.6920 |
2.618 |
0.6788 |
4.250 |
0.6573 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7243 |
0.7233 |
PP |
0.7221 |
0.7202 |
S1 |
0.7200 |
0.7172 |
|