CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7611 |
0.7567 |
-0.0044 |
-0.6% |
0.7520 |
| High |
0.7651 |
0.7597 |
-0.0054 |
-0.7% |
0.7651 |
| Low |
0.7565 |
0.7539 |
-0.0026 |
-0.3% |
0.7385 |
| Close |
0.7570 |
0.7567 |
-0.0003 |
0.0% |
0.7570 |
| Range |
0.0086 |
0.0058 |
-0.0028 |
-32.6% |
0.0266 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
70,439 |
64,359 |
-6,080 |
-8.6% |
453,339 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7742 |
0.7712 |
0.7599 |
|
| R3 |
0.7684 |
0.7654 |
0.7583 |
|
| R2 |
0.7626 |
0.7626 |
0.7578 |
|
| R1 |
0.7596 |
0.7596 |
0.7572 |
0.7596 |
| PP |
0.7568 |
0.7568 |
0.7568 |
0.7568 |
| S1 |
0.7538 |
0.7538 |
0.7562 |
0.7538 |
| S2 |
0.7510 |
0.7510 |
0.7556 |
|
| S3 |
0.7452 |
0.7480 |
0.7551 |
|
| S4 |
0.7394 |
0.7422 |
0.7535 |
|
|
| 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% |
0.0099 |
1.3% |
68% |
False |
False |
88,322 |
| 10 |
0.7651 |
0.7377 |
0.0274 |
3.6% |
0.0099 |
1.3% |
69% |
False |
False |
78,268 |
| 20 |
0.7651 |
0.7077 |
0.0574 |
7.6% |
0.0094 |
1.2% |
85% |
False |
False |
40,626 |
| 40 |
0.7651 |
0.6880 |
0.0771 |
10.2% |
0.0093 |
1.2% |
89% |
False |
False |
20,506 |
| 60 |
0.7651 |
0.6787 |
0.0864 |
11.4% |
0.0088 |
1.2% |
90% |
False |
False |
13,741 |
| 80 |
0.7651 |
0.6787 |
0.0864 |
11.4% |
0.0074 |
1.0% |
90% |
False |
False |
10,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7844 |
|
2.618 |
0.7749 |
|
1.618 |
0.7691 |
|
1.000 |
0.7655 |
|
0.618 |
0.7633 |
|
HIGH |
0.7597 |
|
0.618 |
0.7575 |
|
0.500 |
0.7568 |
|
0.382 |
0.7561 |
|
LOW |
0.7539 |
|
0.618 |
0.7503 |
|
1.000 |
0.7481 |
|
1.618 |
0.7445 |
|
2.618 |
0.7387 |
|
4.250 |
0.7293 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7568 |
0.7577 |
| PP |
0.7568 |
0.7574 |
| S1 |
0.7567 |
0.7570 |
|