CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7423 |
0.7520 |
0.0097 |
1.3% |
0.7392 |
| High |
0.7551 |
0.7562 |
0.0011 |
0.1% |
0.7551 |
| Low |
0.7416 |
0.7461 |
0.0045 |
0.6% |
0.7360 |
| Close |
0.7541 |
0.7474 |
-0.0067 |
-0.9% |
0.7541 |
| Range |
0.0135 |
0.0101 |
-0.0034 |
-25.2% |
0.0191 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
0.6% |
0.0000 |
| Volume |
106,999 |
76,087 |
-30,912 |
-28.9% |
275,742 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7739 |
0.7530 |
|
| R3 |
0.7701 |
0.7638 |
0.7502 |
|
| R2 |
0.7600 |
0.7600 |
0.7493 |
|
| R1 |
0.7537 |
0.7537 |
0.7483 |
0.7518 |
| PP |
0.7499 |
0.7499 |
0.7499 |
0.7490 |
| S1 |
0.7436 |
0.7436 |
0.7465 |
0.7417 |
| S2 |
0.7398 |
0.7398 |
0.7455 |
|
| S3 |
0.7297 |
0.7335 |
0.7446 |
|
| S4 |
0.7196 |
0.7234 |
0.7418 |
|
|
| 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 |
0.7562 |
0.7377 |
0.0185 |
2.5% |
0.0099 |
1.3% |
52% |
True |
False |
68,215 |
| 10 |
0.7562 |
0.7078 |
0.0484 |
6.5% |
0.0099 |
1.3% |
82% |
True |
False |
36,428 |
| 20 |
0.7562 |
0.7034 |
0.0528 |
7.1% |
0.0091 |
1.2% |
83% |
True |
False |
18,677 |
| 40 |
0.7562 |
0.6787 |
0.0775 |
10.4% |
0.0093 |
1.3% |
89% |
True |
False |
9,500 |
| 60 |
0.7562 |
0.6787 |
0.0775 |
10.4% |
0.0085 |
1.1% |
89% |
True |
False |
6,388 |
| 80 |
0.7562 |
0.6787 |
0.0775 |
10.4% |
0.0068 |
0.9% |
89% |
True |
False |
4,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7991 |
|
2.618 |
0.7826 |
|
1.618 |
0.7725 |
|
1.000 |
0.7663 |
|
0.618 |
0.7624 |
|
HIGH |
0.7562 |
|
0.618 |
0.7523 |
|
0.500 |
0.7512 |
|
0.382 |
0.7500 |
|
LOW |
0.7461 |
|
0.618 |
0.7399 |
|
1.000 |
0.7360 |
|
1.618 |
0.7298 |
|
2.618 |
0.7197 |
|
4.250 |
0.7032 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7512 |
0.7479 |
| PP |
0.7499 |
0.7477 |
| S1 |
0.7487 |
0.7476 |
|