CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7392 |
0.7432 |
0.0040 |
0.5% |
0.7092 |
| High |
0.7452 |
0.7437 |
-0.0015 |
-0.2% |
0.7409 |
| Low |
0.7360 |
0.7377 |
0.0017 |
0.2% |
0.7077 |
| Close |
0.7437 |
0.7417 |
-0.0020 |
-0.3% |
0.7391 |
| Range |
0.0092 |
0.0060 |
-0.0032 |
-34.8% |
0.0332 |
| ATR |
0.0091 |
0.0088 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
10,754 |
25,507 |
14,753 |
137.2% |
14,375 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7590 |
0.7564 |
0.7450 |
|
| R3 |
0.7530 |
0.7504 |
0.7434 |
|
| R2 |
0.7470 |
0.7470 |
0.7428 |
|
| R1 |
0.7444 |
0.7444 |
0.7423 |
0.7427 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7402 |
| S1 |
0.7384 |
0.7384 |
0.7412 |
0.7367 |
| S2 |
0.7350 |
0.7350 |
0.7406 |
|
| S3 |
0.7290 |
0.7324 |
0.7401 |
|
| S4 |
0.7230 |
0.7264 |
0.7384 |
|
|
| 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 |
0.7134 |
0.0318 |
4.3% |
0.0095 |
1.3% |
89% |
False |
False |
9,546 |
| 10 |
0.7452 |
0.7077 |
0.0375 |
5.1% |
0.0089 |
1.2% |
91% |
False |
False |
5,408 |
| 20 |
0.7452 |
0.6936 |
0.0516 |
7.0% |
0.0089 |
1.2% |
93% |
False |
False |
2,971 |
| 40 |
0.7452 |
0.6787 |
0.0665 |
9.0% |
0.0091 |
1.2% |
95% |
False |
False |
1,640 |
| 60 |
0.7452 |
0.6787 |
0.0665 |
9.0% |
0.0080 |
1.1% |
95% |
False |
False |
1,132 |
| 80 |
0.7452 |
0.6787 |
0.0665 |
9.0% |
0.0063 |
0.9% |
95% |
False |
False |
850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7692 |
|
2.618 |
0.7594 |
|
1.618 |
0.7534 |
|
1.000 |
0.7497 |
|
0.618 |
0.7474 |
|
HIGH |
0.7437 |
|
0.618 |
0.7414 |
|
0.500 |
0.7407 |
|
0.382 |
0.7400 |
|
LOW |
0.7377 |
|
0.618 |
0.7340 |
|
1.000 |
0.7317 |
|
1.618 |
0.7280 |
|
2.618 |
0.7220 |
|
4.250 |
0.7122 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7414 |
0.7405 |
| PP |
0.7410 |
0.7393 |
| S1 |
0.7407 |
0.7381 |
|