CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7567 |
0.7551 |
-0.0016 |
-0.2% |
0.7520 |
| High |
0.7597 |
0.7614 |
0.0017 |
0.2% |
0.7651 |
| Low |
0.7539 |
0.7522 |
-0.0017 |
-0.2% |
0.7385 |
| Close |
0.7567 |
0.7587 |
0.0020 |
0.3% |
0.7570 |
| Range |
0.0058 |
0.0092 |
0.0034 |
58.6% |
0.0266 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
64,359 |
76,979 |
12,620 |
19.6% |
453,339 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7850 |
0.7811 |
0.7638 |
|
| R3 |
0.7758 |
0.7719 |
0.7612 |
|
| R2 |
0.7666 |
0.7666 |
0.7604 |
|
| R1 |
0.7627 |
0.7627 |
0.7595 |
0.7647 |
| PP |
0.7574 |
0.7574 |
0.7574 |
0.7584 |
| S1 |
0.7535 |
0.7535 |
0.7579 |
0.7555 |
| S2 |
0.7482 |
0.7482 |
0.7570 |
|
| S3 |
0.7390 |
0.7443 |
0.7562 |
|
| S4 |
0.7298 |
0.7351 |
0.7536 |
|
|
| 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% |
0.0101 |
1.3% |
76% |
False |
False |
87,613 |
| 10 |
0.7651 |
0.7380 |
0.0271 |
3.6% |
0.0102 |
1.3% |
76% |
False |
False |
83,415 |
| 20 |
0.7651 |
0.7077 |
0.0574 |
7.6% |
0.0096 |
1.3% |
89% |
False |
False |
44,412 |
| 40 |
0.7651 |
0.6880 |
0.0771 |
10.2% |
0.0093 |
1.2% |
92% |
False |
False |
22,424 |
| 60 |
0.7651 |
0.6787 |
0.0864 |
11.4% |
0.0089 |
1.2% |
93% |
False |
False |
15,024 |
| 80 |
0.7651 |
0.6787 |
0.0864 |
11.4% |
0.0075 |
1.0% |
93% |
False |
False |
11,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8005 |
|
2.618 |
0.7855 |
|
1.618 |
0.7763 |
|
1.000 |
0.7706 |
|
0.618 |
0.7671 |
|
HIGH |
0.7614 |
|
0.618 |
0.7579 |
|
0.500 |
0.7568 |
|
0.382 |
0.7557 |
|
LOW |
0.7522 |
|
0.618 |
0.7465 |
|
1.000 |
0.7430 |
|
1.618 |
0.7373 |
|
2.618 |
0.7281 |
|
4.250 |
0.7131 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7581 |
0.7587 |
| PP |
0.7574 |
0.7587 |
| S1 |
0.7568 |
0.7587 |
|