CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7530 |
0.7611 |
0.0081 |
1.1% |
0.7520 |
| High |
0.7626 |
0.7651 |
0.0025 |
0.3% |
0.7651 |
| Low |
0.7503 |
0.7565 |
0.0062 |
0.8% |
0.7385 |
| Close |
0.7621 |
0.7570 |
-0.0051 |
-0.7% |
0.7570 |
| Range |
0.0123 |
0.0086 |
-0.0037 |
-30.1% |
0.0266 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
119,765 |
70,439 |
-49,326 |
-41.2% |
453,339 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7853 |
0.7798 |
0.7617 |
|
| R3 |
0.7767 |
0.7712 |
0.7594 |
|
| R2 |
0.7681 |
0.7681 |
0.7586 |
|
| R1 |
0.7626 |
0.7626 |
0.7578 |
0.7611 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7588 |
| S1 |
0.7540 |
0.7540 |
0.7562 |
0.7525 |
| S2 |
0.7509 |
0.7509 |
0.7554 |
|
| S3 |
0.7423 |
0.7454 |
0.7546 |
|
| S4 |
0.7337 |
0.7368 |
0.7523 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8333 |
0.8218 |
0.7716 |
|
| R3 |
0.8067 |
0.7952 |
0.7643 |
|
| R2 |
0.7801 |
0.7801 |
0.7619 |
|
| R1 |
0.7686 |
0.7686 |
0.7594 |
0.7744 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7564 |
| S1 |
0.7420 |
0.7420 |
0.7546 |
0.7478 |
| S2 |
0.7269 |
0.7269 |
0.7521 |
|
| S3 |
0.7003 |
0.7154 |
0.7497 |
|
| S4 |
0.6737 |
0.6888 |
0.7424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7651 |
0.7385 |
0.0266 |
3.5% |
0.0108 |
1.4% |
70% |
True |
False |
90,667 |
| 10 |
0.7651 |
0.7360 |
0.0291 |
3.8% |
0.0103 |
1.4% |
72% |
True |
False |
72,908 |
| 20 |
0.7651 |
0.7077 |
0.0574 |
7.6% |
0.0096 |
1.3% |
86% |
True |
False |
37,430 |
| 40 |
0.7651 |
0.6880 |
0.0771 |
10.2% |
0.0093 |
1.2% |
89% |
True |
False |
18,901 |
| 60 |
0.7651 |
0.6787 |
0.0864 |
11.4% |
0.0087 |
1.2% |
91% |
True |
False |
12,669 |
| 80 |
0.7651 |
0.6787 |
0.0864 |
11.4% |
0.0073 |
1.0% |
91% |
True |
False |
9,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8017 |
|
2.618 |
0.7876 |
|
1.618 |
0.7790 |
|
1.000 |
0.7737 |
|
0.618 |
0.7704 |
|
HIGH |
0.7651 |
|
0.618 |
0.7618 |
|
0.500 |
0.7608 |
|
0.382 |
0.7598 |
|
LOW |
0.7565 |
|
0.618 |
0.7512 |
|
1.000 |
0.7479 |
|
1.618 |
0.7426 |
|
2.618 |
0.7340 |
|
4.250 |
0.7200 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7608 |
0.7553 |
| PP |
0.7595 |
0.7535 |
| S1 |
0.7583 |
0.7518 |
|