CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7480 |
0.7430 |
-0.0050 |
-0.7% |
0.7392 |
| High |
0.7498 |
0.7530 |
0.0032 |
0.4% |
0.7551 |
| Low |
0.7415 |
0.7385 |
-0.0030 |
-0.4% |
0.7360 |
| Close |
0.7419 |
0.7499 |
0.0080 |
1.1% |
0.7541 |
| Range |
0.0083 |
0.0145 |
0.0062 |
74.7% |
0.0191 |
| ATR |
0.0093 |
0.0097 |
0.0004 |
4.0% |
0.0000 |
| Volume |
80,524 |
106,524 |
26,000 |
32.3% |
275,742 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7906 |
0.7848 |
0.7579 |
|
| R3 |
0.7761 |
0.7703 |
0.7539 |
|
| R2 |
0.7616 |
0.7616 |
0.7526 |
|
| R1 |
0.7558 |
0.7558 |
0.7512 |
0.7587 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7486 |
| S1 |
0.7413 |
0.7413 |
0.7486 |
0.7442 |
| S2 |
0.7326 |
0.7326 |
0.7472 |
|
| S3 |
0.7181 |
0.7268 |
0.7459 |
|
| S4 |
0.7036 |
0.7123 |
0.7419 |
|
|
| 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 |
0.7385 |
0.0177 |
2.4% |
0.0110 |
1.5% |
64% |
False |
True |
87,590 |
| 10 |
0.7562 |
0.7250 |
0.0312 |
4.2% |
0.0101 |
1.3% |
80% |
False |
False |
54,781 |
| 20 |
0.7562 |
0.7034 |
0.0528 |
7.0% |
0.0092 |
1.2% |
88% |
False |
False |
27,975 |
| 40 |
0.7562 |
0.6787 |
0.0775 |
10.3% |
0.0093 |
1.2% |
92% |
False |
False |
14,164 |
| 60 |
0.7562 |
0.6787 |
0.0775 |
10.3% |
0.0085 |
1.1% |
92% |
False |
False |
9,500 |
| 80 |
0.7562 |
0.6787 |
0.0775 |
10.3% |
0.0071 |
1.0% |
92% |
False |
False |
7,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8146 |
|
2.618 |
0.7910 |
|
1.618 |
0.7765 |
|
1.000 |
0.7675 |
|
0.618 |
0.7620 |
|
HIGH |
0.7530 |
|
0.618 |
0.7475 |
|
0.500 |
0.7458 |
|
0.382 |
0.7440 |
|
LOW |
0.7385 |
|
0.618 |
0.7295 |
|
1.000 |
0.7240 |
|
1.618 |
0.7150 |
|
2.618 |
0.7005 |
|
4.250 |
0.6769 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7485 |
0.7491 |
| PP |
0.7471 |
0.7482 |
| S1 |
0.7458 |
0.7474 |
|