CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7251 |
0.7316 |
0.0065 |
0.9% |
0.7092 |
| High |
0.7341 |
0.7409 |
0.0068 |
0.9% |
0.7409 |
| Low |
0.7250 |
0.7310 |
0.0060 |
0.8% |
0.7077 |
| Close |
0.7321 |
0.7391 |
0.0070 |
1.0% |
0.7391 |
| Range |
0.0091 |
0.0099 |
0.0008 |
8.8% |
0.0332 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
0.7% |
0.0000 |
| Volume |
3,318 |
5,621 |
2,303 |
69.4% |
14,375 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7667 |
0.7628 |
0.7445 |
|
| R3 |
0.7568 |
0.7529 |
0.7418 |
|
| R2 |
0.7469 |
0.7469 |
0.7409 |
|
| R1 |
0.7430 |
0.7430 |
0.7400 |
0.7450 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7380 |
| S1 |
0.7331 |
0.7331 |
0.7382 |
0.7351 |
| S2 |
0.7271 |
0.7271 |
0.7373 |
|
| S3 |
0.7172 |
0.7232 |
0.7364 |
|
| S4 |
0.7073 |
0.7133 |
0.7337 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8288 |
0.8172 |
0.7574 |
|
| R3 |
0.7956 |
0.7840 |
0.7482 |
|
| R2 |
0.7624 |
0.7624 |
0.7452 |
|
| R1 |
0.7508 |
0.7508 |
0.7421 |
0.7566 |
| PP |
0.7292 |
0.7292 |
0.7292 |
0.7322 |
| S1 |
0.7176 |
0.7176 |
0.7361 |
0.7234 |
| S2 |
0.6960 |
0.6960 |
0.7330 |
|
| S3 |
0.6628 |
0.6844 |
0.7300 |
|
| S4 |
0.6296 |
0.6512 |
0.7208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7409 |
0.7077 |
0.0332 |
4.5% |
0.0091 |
1.2% |
95% |
True |
False |
2,875 |
| 10 |
0.7409 |
0.7077 |
0.0332 |
4.5% |
0.0090 |
1.2% |
95% |
True |
False |
1,952 |
| 20 |
0.7409 |
0.6936 |
0.0473 |
6.4% |
0.0091 |
1.2% |
96% |
True |
False |
1,191 |
| 40 |
0.7409 |
0.6787 |
0.0622 |
8.4% |
0.0092 |
1.2% |
97% |
True |
False |
743 |
| 60 |
0.7409 |
0.6787 |
0.0622 |
8.4% |
0.0079 |
1.1% |
97% |
True |
False |
528 |
| 80 |
0.7409 |
0.6787 |
0.0622 |
8.4% |
0.0061 |
0.8% |
97% |
True |
False |
396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7830 |
|
2.618 |
0.7668 |
|
1.618 |
0.7569 |
|
1.000 |
0.7508 |
|
0.618 |
0.7470 |
|
HIGH |
0.7409 |
|
0.618 |
0.7371 |
|
0.500 |
0.7360 |
|
0.382 |
0.7348 |
|
LOW |
0.7310 |
|
0.618 |
0.7249 |
|
1.000 |
0.7211 |
|
1.618 |
0.7150 |
|
2.618 |
0.7051 |
|
4.250 |
0.6889 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7381 |
0.7351 |
| PP |
0.7370 |
0.7311 |
| S1 |
0.7360 |
0.7272 |
|