CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7587 |
0.0036 |
0.5% |
0.7520 |
| High |
0.7614 |
0.7622 |
0.0008 |
0.1% |
0.7651 |
| Low |
0.7522 |
0.7492 |
-0.0030 |
-0.4% |
0.7385 |
| Close |
0.7587 |
0.7502 |
-0.0085 |
-1.1% |
0.7570 |
| Range |
0.0092 |
0.0130 |
0.0038 |
41.3% |
0.0266 |
| ATR |
0.0095 |
0.0097 |
0.0003 |
2.6% |
0.0000 |
| Volume |
76,979 |
91,569 |
14,590 |
19.0% |
453,339 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7929 |
0.7845 |
0.7574 |
|
| R3 |
0.7799 |
0.7715 |
0.7538 |
|
| R2 |
0.7669 |
0.7669 |
0.7526 |
|
| R1 |
0.7585 |
0.7585 |
0.7514 |
0.7562 |
| PP |
0.7539 |
0.7539 |
0.7539 |
0.7527 |
| S1 |
0.7455 |
0.7455 |
0.7490 |
0.7432 |
| S2 |
0.7409 |
0.7409 |
0.7478 |
|
| S3 |
0.7279 |
0.7325 |
0.7466 |
|
| S4 |
0.7149 |
0.7195 |
0.7431 |
|
|
| 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 |
0.7492 |
0.0159 |
2.1% |
0.0098 |
1.3% |
6% |
False |
True |
84,622 |
| 10 |
0.7651 |
0.7385 |
0.0266 |
3.5% |
0.0104 |
1.4% |
44% |
False |
False |
86,106 |
| 20 |
0.7651 |
0.7077 |
0.0574 |
7.7% |
0.0099 |
1.3% |
74% |
False |
False |
48,944 |
| 40 |
0.7651 |
0.6936 |
0.0715 |
9.5% |
0.0094 |
1.3% |
79% |
False |
False |
24,710 |
| 60 |
0.7651 |
0.6787 |
0.0864 |
11.5% |
0.0090 |
1.2% |
83% |
False |
False |
16,550 |
| 80 |
0.7651 |
0.6787 |
0.0864 |
11.5% |
0.0077 |
1.0% |
83% |
False |
False |
12,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8175 |
|
2.618 |
0.7962 |
|
1.618 |
0.7832 |
|
1.000 |
0.7752 |
|
0.618 |
0.7702 |
|
HIGH |
0.7622 |
|
0.618 |
0.7572 |
|
0.500 |
0.7557 |
|
0.382 |
0.7542 |
|
LOW |
0.7492 |
|
0.618 |
0.7412 |
|
1.000 |
0.7362 |
|
1.618 |
0.7282 |
|
2.618 |
0.7152 |
|
4.250 |
0.6940 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7557 |
| PP |
0.7539 |
0.7539 |
| S1 |
0.7520 |
0.7520 |
|