CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7147 |
0.7251 |
0.0104 |
1.5% |
0.7106 |
High |
0.7266 |
0.7341 |
0.0075 |
1.0% |
0.7221 |
Low |
0.7134 |
0.7250 |
0.0116 |
1.6% |
0.7086 |
Close |
0.7264 |
0.7321 |
0.0057 |
0.8% |
0.7092 |
Range |
0.0132 |
0.0091 |
-0.0041 |
-31.1% |
0.0135 |
ATR |
0.0090 |
0.0090 |
0.0000 |
0.1% |
0.0000 |
Volume |
2,532 |
3,318 |
786 |
31.0% |
5,147 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7577 |
0.7540 |
0.7371 |
|
R3 |
0.7486 |
0.7449 |
0.7346 |
|
R2 |
0.7395 |
0.7395 |
0.7338 |
|
R1 |
0.7358 |
0.7358 |
0.7329 |
0.7377 |
PP |
0.7304 |
0.7304 |
0.7304 |
0.7313 |
S1 |
0.7267 |
0.7267 |
0.7313 |
0.7286 |
S2 |
0.7213 |
0.7213 |
0.7304 |
|
S3 |
0.7122 |
0.7176 |
0.7296 |
|
S4 |
0.7031 |
0.7085 |
0.7271 |
|
|
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 |
0.7341 |
0.7077 |
0.0264 |
3.6% |
0.0099 |
1.3% |
92% |
True |
False |
2,050 |
10 |
0.7341 |
0.7034 |
0.0307 |
4.2% |
0.0088 |
1.2% |
93% |
True |
False |
1,459 |
20 |
0.7341 |
0.6936 |
0.0405 |
5.5% |
0.0090 |
1.2% |
95% |
True |
False |
929 |
40 |
0.7341 |
0.6787 |
0.0554 |
7.6% |
0.0092 |
1.3% |
96% |
True |
False |
605 |
60 |
0.7341 |
0.6787 |
0.0554 |
7.6% |
0.0077 |
1.1% |
96% |
True |
False |
434 |
80 |
0.7341 |
0.6787 |
0.0554 |
7.6% |
0.0060 |
0.8% |
96% |
True |
False |
326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7728 |
2.618 |
0.7579 |
1.618 |
0.7488 |
1.000 |
0.7432 |
0.618 |
0.7397 |
HIGH |
0.7341 |
0.618 |
0.7306 |
0.500 |
0.7296 |
0.382 |
0.7285 |
LOW |
0.7250 |
0.618 |
0.7194 |
1.000 |
0.7159 |
1.618 |
0.7103 |
2.618 |
0.7012 |
4.250 |
0.6863 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7313 |
0.7284 |
PP |
0.7304 |
0.7247 |
S1 |
0.7296 |
0.7210 |
|