CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7430 |
0.7530 |
0.0100 |
1.3% |
0.7392 |
| High |
0.7530 |
0.7626 |
0.0096 |
1.3% |
0.7551 |
| Low |
0.7385 |
0.7503 |
0.0118 |
1.6% |
0.7360 |
| Close |
0.7499 |
0.7621 |
0.0122 |
1.6% |
0.7541 |
| Range |
0.0145 |
0.0123 |
-0.0022 |
-15.2% |
0.0191 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.2% |
0.0000 |
| Volume |
106,524 |
119,765 |
13,241 |
12.4% |
275,742 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7910 |
0.7689 |
|
| R3 |
0.7829 |
0.7787 |
0.7655 |
|
| R2 |
0.7706 |
0.7706 |
0.7644 |
|
| R1 |
0.7664 |
0.7664 |
0.7632 |
0.7685 |
| PP |
0.7583 |
0.7583 |
0.7583 |
0.7594 |
| S1 |
0.7541 |
0.7541 |
0.7610 |
0.7562 |
| S2 |
0.7460 |
0.7460 |
0.7598 |
|
| S3 |
0.7337 |
0.7418 |
0.7587 |
|
| S4 |
0.7214 |
0.7295 |
0.7553 |
|
|
| 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 |
0.7626 |
0.7385 |
0.0241 |
3.2% |
0.0117 |
1.5% |
98% |
True |
False |
97,979 |
| 10 |
0.7626 |
0.7310 |
0.0316 |
4.1% |
0.0104 |
1.4% |
98% |
True |
False |
66,426 |
| 20 |
0.7626 |
0.7034 |
0.0592 |
7.8% |
0.0096 |
1.3% |
99% |
True |
False |
33,943 |
| 40 |
0.7626 |
0.6849 |
0.0777 |
10.2% |
0.0093 |
1.2% |
99% |
True |
False |
17,146 |
| 60 |
0.7626 |
0.6787 |
0.0839 |
11.0% |
0.0086 |
1.1% |
99% |
True |
False |
11,495 |
| 80 |
0.7626 |
0.6787 |
0.0839 |
11.0% |
0.0073 |
1.0% |
99% |
True |
False |
8,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8149 |
|
2.618 |
0.7948 |
|
1.618 |
0.7825 |
|
1.000 |
0.7749 |
|
0.618 |
0.7702 |
|
HIGH |
0.7626 |
|
0.618 |
0.7579 |
|
0.500 |
0.7565 |
|
0.382 |
0.7550 |
|
LOW |
0.7503 |
|
0.618 |
0.7427 |
|
1.000 |
0.7380 |
|
1.618 |
0.7304 |
|
2.618 |
0.7181 |
|
4.250 |
0.6980 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7583 |
| PP |
0.7583 |
0.7544 |
| S1 |
0.7565 |
0.7506 |
|