CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7587 |
0.7508 |
-0.0079 |
-1.0% |
0.7520 |
| High |
0.7622 |
0.7511 |
-0.0111 |
-1.5% |
0.7651 |
| Low |
0.7492 |
0.7450 |
-0.0042 |
-0.6% |
0.7385 |
| Close |
0.7502 |
0.7494 |
-0.0008 |
-0.1% |
0.7570 |
| Range |
0.0130 |
0.0061 |
-0.0069 |
-53.1% |
0.0266 |
| ATR |
0.0097 |
0.0095 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
91,569 |
65,192 |
-26,377 |
-28.8% |
453,339 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7668 |
0.7642 |
0.7528 |
|
| R3 |
0.7607 |
0.7581 |
0.7511 |
|
| R2 |
0.7546 |
0.7546 |
0.7505 |
|
| R1 |
0.7520 |
0.7520 |
0.7500 |
0.7503 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7476 |
| S1 |
0.7459 |
0.7459 |
0.7488 |
0.7442 |
| S2 |
0.7424 |
0.7424 |
0.7483 |
|
| S3 |
0.7363 |
0.7398 |
0.7477 |
|
| S4 |
0.7302 |
0.7337 |
0.7460 |
|
|
| 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 |
0.7450 |
0.0201 |
2.7% |
0.0085 |
1.1% |
22% |
False |
True |
73,707 |
| 10 |
0.7651 |
0.7385 |
0.0266 |
3.5% |
0.0101 |
1.4% |
41% |
False |
False |
85,843 |
| 20 |
0.7651 |
0.7077 |
0.0574 |
7.7% |
0.0098 |
1.3% |
73% |
False |
False |
52,152 |
| 40 |
0.7651 |
0.6936 |
0.0715 |
9.5% |
0.0094 |
1.3% |
78% |
False |
False |
26,333 |
| 60 |
0.7651 |
0.6787 |
0.0864 |
11.5% |
0.0091 |
1.2% |
82% |
False |
False |
17,631 |
| 80 |
0.7651 |
0.6787 |
0.0864 |
11.5% |
0.0077 |
1.0% |
82% |
False |
False |
13,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7770 |
|
2.618 |
0.7671 |
|
1.618 |
0.7610 |
|
1.000 |
0.7572 |
|
0.618 |
0.7549 |
|
HIGH |
0.7511 |
|
0.618 |
0.7488 |
|
0.500 |
0.7481 |
|
0.382 |
0.7473 |
|
LOW |
0.7450 |
|
0.618 |
0.7412 |
|
1.000 |
0.7389 |
|
1.618 |
0.7351 |
|
2.618 |
0.7290 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7490 |
0.7536 |
| PP |
0.7485 |
0.7522 |
| S1 |
0.7481 |
0.7508 |
|