CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7480 |
-0.0040 |
-0.5% |
0.7392 |
| High |
0.7562 |
0.7498 |
-0.0064 |
-0.8% |
0.7551 |
| Low |
0.7461 |
0.7415 |
-0.0046 |
-0.6% |
0.7360 |
| Close |
0.7474 |
0.7419 |
-0.0055 |
-0.7% |
0.7541 |
| Range |
0.0101 |
0.0083 |
-0.0018 |
-17.8% |
0.0191 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
76,087 |
80,524 |
4,437 |
5.8% |
275,742 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7639 |
0.7465 |
|
| R3 |
0.7610 |
0.7556 |
0.7442 |
|
| R2 |
0.7527 |
0.7527 |
0.7434 |
|
| R1 |
0.7473 |
0.7473 |
0.7427 |
0.7459 |
| PP |
0.7444 |
0.7444 |
0.7444 |
0.7437 |
| S1 |
0.7390 |
0.7390 |
0.7411 |
0.7376 |
| S2 |
0.7361 |
0.7361 |
0.7404 |
|
| S3 |
0.7278 |
0.7307 |
0.7396 |
|
| S4 |
0.7195 |
0.7224 |
0.7373 |
|
|
| 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 |
0.7380 |
0.0182 |
2.5% |
0.0104 |
1.4% |
21% |
False |
False |
79,218 |
| 10 |
0.7562 |
0.7134 |
0.0428 |
5.8% |
0.0099 |
1.3% |
67% |
False |
False |
44,382 |
| 20 |
0.7562 |
0.7034 |
0.0528 |
7.1% |
0.0090 |
1.2% |
73% |
False |
False |
22,668 |
| 40 |
0.7562 |
0.6787 |
0.0775 |
10.4% |
0.0092 |
1.2% |
82% |
False |
False |
11,506 |
| 60 |
0.7562 |
0.6787 |
0.0775 |
10.4% |
0.0085 |
1.1% |
82% |
False |
False |
7,726 |
| 80 |
0.7562 |
0.6787 |
0.0775 |
10.4% |
0.0069 |
0.9% |
82% |
False |
False |
5,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7851 |
|
2.618 |
0.7715 |
|
1.618 |
0.7632 |
|
1.000 |
0.7581 |
|
0.618 |
0.7549 |
|
HIGH |
0.7498 |
|
0.618 |
0.7466 |
|
0.500 |
0.7457 |
|
0.382 |
0.7447 |
|
LOW |
0.7415 |
|
0.618 |
0.7364 |
|
1.000 |
0.7332 |
|
1.618 |
0.7281 |
|
2.618 |
0.7198 |
|
4.250 |
0.7062 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7457 |
0.7489 |
| PP |
0.7444 |
0.7465 |
| S1 |
0.7432 |
0.7442 |
|