CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7396 |
0.7438 |
0.0042 |
0.6% |
0.7092 |
| High |
0.7495 |
0.7481 |
-0.0014 |
-0.2% |
0.7409 |
| Low |
0.7380 |
0.7396 |
0.0016 |
0.2% |
0.7077 |
| Close |
0.7482 |
0.7421 |
-0.0061 |
-0.8% |
0.7391 |
| Range |
0.0115 |
0.0085 |
-0.0030 |
-26.1% |
0.0332 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
64,663 |
67,819 |
3,156 |
4.9% |
14,375 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7639 |
0.7468 |
|
| R3 |
0.7603 |
0.7554 |
0.7444 |
|
| R2 |
0.7518 |
0.7518 |
0.7437 |
|
| R1 |
0.7469 |
0.7469 |
0.7429 |
0.7451 |
| PP |
0.7433 |
0.7433 |
0.7433 |
0.7424 |
| S1 |
0.7384 |
0.7384 |
0.7413 |
0.7366 |
| S2 |
0.7348 |
0.7348 |
0.7405 |
|
| S3 |
0.7263 |
0.7299 |
0.7398 |
|
| S4 |
0.7178 |
0.7214 |
0.7374 |
|
|
| 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 |
0.7310 |
0.0185 |
2.5% |
0.0090 |
1.2% |
60% |
False |
False |
34,872 |
| 10 |
0.7495 |
0.7077 |
0.0418 |
5.6% |
0.0094 |
1.3% |
82% |
False |
False |
18,461 |
| 20 |
0.7495 |
0.6959 |
0.0536 |
7.2% |
0.0089 |
1.2% |
86% |
False |
False |
9,556 |
| 40 |
0.7495 |
0.6787 |
0.0708 |
9.5% |
0.0092 |
1.2% |
90% |
False |
False |
4,941 |
| 60 |
0.7495 |
0.6787 |
0.0708 |
9.5% |
0.0083 |
1.1% |
90% |
False |
False |
3,340 |
| 80 |
0.7495 |
0.6787 |
0.0708 |
9.5% |
0.0066 |
0.9% |
90% |
False |
False |
2,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7842 |
|
2.618 |
0.7704 |
|
1.618 |
0.7619 |
|
1.000 |
0.7566 |
|
0.618 |
0.7534 |
|
HIGH |
0.7481 |
|
0.618 |
0.7449 |
|
0.500 |
0.7439 |
|
0.382 |
0.7428 |
|
LOW |
0.7396 |
|
0.618 |
0.7343 |
|
1.000 |
0.7311 |
|
1.618 |
0.7258 |
|
2.618 |
0.7173 |
|
4.250 |
0.7035 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7439 |
0.7436 |
| PP |
0.7433 |
0.7431 |
| S1 |
0.7427 |
0.7426 |
|