CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7438 |
0.7423 |
-0.0015 |
-0.2% |
0.7392 |
| High |
0.7481 |
0.7551 |
0.0070 |
0.9% |
0.7551 |
| Low |
0.7396 |
0.7416 |
0.0020 |
0.3% |
0.7360 |
| Close |
0.7421 |
0.7541 |
0.0120 |
1.6% |
0.7541 |
| Range |
0.0085 |
0.0135 |
0.0050 |
58.8% |
0.0191 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.6% |
0.0000 |
| Volume |
67,819 |
106,999 |
39,180 |
57.8% |
275,742 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7908 |
0.7859 |
0.7615 |
|
| R3 |
0.7773 |
0.7724 |
0.7578 |
|
| R2 |
0.7638 |
0.7638 |
0.7566 |
|
| R1 |
0.7589 |
0.7589 |
0.7553 |
0.7614 |
| PP |
0.7503 |
0.7503 |
0.7503 |
0.7515 |
| S1 |
0.7454 |
0.7454 |
0.7529 |
0.7479 |
| S2 |
0.7368 |
0.7368 |
0.7516 |
|
| S3 |
0.7233 |
0.7319 |
0.7504 |
|
| S4 |
0.7098 |
0.7184 |
0.7467 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8057 |
0.7990 |
0.7646 |
|
| R3 |
0.7866 |
0.7799 |
0.7594 |
|
| R2 |
0.7675 |
0.7675 |
0.7576 |
|
| R1 |
0.7608 |
0.7608 |
0.7559 |
0.7642 |
| PP |
0.7484 |
0.7484 |
0.7484 |
0.7501 |
| S1 |
0.7417 |
0.7417 |
0.7523 |
0.7451 |
| S2 |
0.7293 |
0.7293 |
0.7506 |
|
| S3 |
0.7102 |
0.7226 |
0.7488 |
|
| S4 |
0.6911 |
0.7035 |
0.7436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7551 |
0.7360 |
0.0191 |
2.5% |
0.0097 |
1.3% |
95% |
True |
False |
55,148 |
| 10 |
0.7551 |
0.7077 |
0.0474 |
6.3% |
0.0094 |
1.3% |
98% |
True |
False |
29,011 |
| 20 |
0.7551 |
0.7028 |
0.0523 |
6.9% |
0.0089 |
1.2% |
98% |
True |
False |
14,889 |
| 40 |
0.7551 |
0.6787 |
0.0764 |
10.1% |
0.0093 |
1.2% |
99% |
True |
False |
7,605 |
| 60 |
0.7551 |
0.6787 |
0.0764 |
10.1% |
0.0085 |
1.1% |
99% |
True |
False |
5,123 |
| 80 |
0.7551 |
0.6787 |
0.0764 |
10.1% |
0.0067 |
0.9% |
99% |
True |
False |
3,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8125 |
|
2.618 |
0.7904 |
|
1.618 |
0.7769 |
|
1.000 |
0.7686 |
|
0.618 |
0.7634 |
|
HIGH |
0.7551 |
|
0.618 |
0.7499 |
|
0.500 |
0.7484 |
|
0.382 |
0.7468 |
|
LOW |
0.7416 |
|
0.618 |
0.7333 |
|
1.000 |
0.7281 |
|
1.618 |
0.7198 |
|
2.618 |
0.7063 |
|
4.250 |
0.6842 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7522 |
0.7516 |
| PP |
0.7503 |
0.7491 |
| S1 |
0.7484 |
0.7466 |
|