CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7432 |
0.7396 |
-0.0036 |
-0.5% |
0.7092 |
| High |
0.7437 |
0.7495 |
0.0058 |
0.8% |
0.7409 |
| Low |
0.7377 |
0.7380 |
0.0003 |
0.0% |
0.7077 |
| Close |
0.7417 |
0.7482 |
0.0065 |
0.9% |
0.7391 |
| Range |
0.0060 |
0.0115 |
0.0055 |
91.7% |
0.0332 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.1% |
0.0000 |
| Volume |
25,507 |
64,663 |
39,156 |
153.5% |
14,375 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7797 |
0.7755 |
0.7545 |
|
| R3 |
0.7682 |
0.7640 |
0.7514 |
|
| R2 |
0.7567 |
0.7567 |
0.7503 |
|
| R1 |
0.7525 |
0.7525 |
0.7493 |
0.7546 |
| PP |
0.7452 |
0.7452 |
0.7452 |
0.7463 |
| S1 |
0.7410 |
0.7410 |
0.7471 |
0.7431 |
| S2 |
0.7337 |
0.7337 |
0.7461 |
|
| S3 |
0.7222 |
0.7295 |
0.7450 |
|
| S4 |
0.7107 |
0.7180 |
0.7419 |
|
|
| 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 |
0.7495 |
0.7250 |
0.0245 |
3.3% |
0.0091 |
1.2% |
95% |
True |
False |
21,972 |
| 10 |
0.7495 |
0.7077 |
0.0418 |
5.6% |
0.0094 |
1.3% |
97% |
True |
False |
11,782 |
| 20 |
0.7495 |
0.6959 |
0.0536 |
7.2% |
0.0089 |
1.2% |
98% |
True |
False |
6,181 |
| 40 |
0.7495 |
0.6787 |
0.0708 |
9.5% |
0.0092 |
1.2% |
98% |
True |
False |
3,253 |
| 60 |
0.7495 |
0.6787 |
0.0708 |
9.5% |
0.0082 |
1.1% |
98% |
True |
False |
2,209 |
| 80 |
0.7495 |
0.6787 |
0.0708 |
9.5% |
0.0065 |
0.9% |
98% |
True |
False |
1,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7984 |
|
2.618 |
0.7796 |
|
1.618 |
0.7681 |
|
1.000 |
0.7610 |
|
0.618 |
0.7566 |
|
HIGH |
0.7495 |
|
0.618 |
0.7451 |
|
0.500 |
0.7438 |
|
0.382 |
0.7424 |
|
LOW |
0.7380 |
|
0.618 |
0.7309 |
|
1.000 |
0.7265 |
|
1.618 |
0.7194 |
|
2.618 |
0.7079 |
|
4.250 |
0.6891 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7467 |
0.7464 |
| PP |
0.7452 |
0.7446 |
| S1 |
0.7438 |
0.7428 |
|