CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7316 |
0.7392 |
0.0076 |
1.0% |
0.7092 |
High |
0.7409 |
0.7452 |
0.0043 |
0.6% |
0.7409 |
Low |
0.7310 |
0.7360 |
0.0050 |
0.7% |
0.7077 |
Close |
0.7391 |
0.7437 |
0.0046 |
0.6% |
0.7391 |
Range |
0.0099 |
0.0092 |
-0.0007 |
-7.1% |
0.0332 |
ATR |
0.0091 |
0.0091 |
0.0000 |
0.1% |
0.0000 |
Volume |
5,621 |
10,754 |
5,133 |
91.3% |
14,375 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7692 |
0.7657 |
0.7488 |
|
R3 |
0.7600 |
0.7565 |
0.7462 |
|
R2 |
0.7508 |
0.7508 |
0.7454 |
|
R1 |
0.7473 |
0.7473 |
0.7445 |
0.7491 |
PP |
0.7416 |
0.7416 |
0.7416 |
0.7425 |
S1 |
0.7381 |
0.7381 |
0.7429 |
0.7399 |
S2 |
0.7324 |
0.7324 |
0.7420 |
|
S3 |
0.7232 |
0.7289 |
0.7412 |
|
S4 |
0.7140 |
0.7197 |
0.7386 |
|
|
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 |
0.7452 |
0.7078 |
0.0374 |
5.0% |
0.0098 |
1.3% |
96% |
True |
False |
4,642 |
10 |
0.7452 |
0.7077 |
0.0375 |
5.0% |
0.0089 |
1.2% |
96% |
True |
False |
2,984 |
20 |
0.7452 |
0.6936 |
0.0516 |
6.9% |
0.0089 |
1.2% |
97% |
True |
False |
1,710 |
40 |
0.7452 |
0.6787 |
0.0665 |
8.9% |
0.0092 |
1.2% |
98% |
True |
False |
1,007 |
60 |
0.7452 |
0.6787 |
0.0665 |
8.9% |
0.0080 |
1.1% |
98% |
True |
False |
707 |
80 |
0.7452 |
0.6787 |
0.0665 |
8.9% |
0.0063 |
0.8% |
98% |
True |
False |
531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7843 |
2.618 |
0.7693 |
1.618 |
0.7601 |
1.000 |
0.7544 |
0.618 |
0.7509 |
HIGH |
0.7452 |
0.618 |
0.7417 |
0.500 |
0.7406 |
0.382 |
0.7395 |
LOW |
0.7360 |
0.618 |
0.7303 |
1.000 |
0.7268 |
1.618 |
0.7211 |
2.618 |
0.7119 |
4.250 |
0.6969 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7427 |
0.7408 |
PP |
0.7416 |
0.7380 |
S1 |
0.7406 |
0.7351 |
|