CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7508 |
0.7489 |
-0.0019 |
-0.3% |
0.7567 |
| High |
0.7511 |
0.7532 |
0.0021 |
0.3% |
0.7622 |
| Low |
0.7450 |
0.7466 |
0.0016 |
0.2% |
0.7450 |
| Close |
0.7494 |
0.7516 |
0.0022 |
0.3% |
0.7494 |
| Range |
0.0061 |
0.0066 |
0.0005 |
8.2% |
0.0172 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
65,192 |
37,060 |
-28,132 |
-43.2% |
298,099 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7703 |
0.7675 |
0.7552 |
|
| R3 |
0.7637 |
0.7609 |
0.7534 |
|
| R2 |
0.7571 |
0.7571 |
0.7528 |
|
| R1 |
0.7543 |
0.7543 |
0.7522 |
0.7557 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7512 |
| S1 |
0.7477 |
0.7477 |
0.7510 |
0.7491 |
| S2 |
0.7439 |
0.7439 |
0.7504 |
|
| S3 |
0.7373 |
0.7411 |
0.7498 |
|
| S4 |
0.7307 |
0.7345 |
0.7480 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8038 |
0.7938 |
0.7589 |
|
| R3 |
0.7866 |
0.7766 |
0.7541 |
|
| R2 |
0.7694 |
0.7694 |
0.7526 |
|
| R1 |
0.7594 |
0.7594 |
0.7510 |
0.7558 |
| PP |
0.7522 |
0.7522 |
0.7522 |
0.7504 |
| S1 |
0.7422 |
0.7422 |
0.7478 |
0.7386 |
| S2 |
0.7350 |
0.7350 |
0.7462 |
|
| S3 |
0.7178 |
0.7250 |
0.7447 |
|
| S4 |
0.7006 |
0.7078 |
0.7399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7622 |
0.7450 |
0.0172 |
2.3% |
0.0081 |
1.1% |
38% |
False |
False |
67,031 |
| 10 |
0.7651 |
0.7385 |
0.0266 |
3.5% |
0.0095 |
1.3% |
49% |
False |
False |
78,849 |
| 20 |
0.7651 |
0.7077 |
0.0574 |
7.6% |
0.0094 |
1.3% |
76% |
False |
False |
53,930 |
| 40 |
0.7651 |
0.6936 |
0.0715 |
9.5% |
0.0093 |
1.2% |
81% |
False |
False |
27,253 |
| 60 |
0.7651 |
0.6787 |
0.0864 |
11.5% |
0.0091 |
1.2% |
84% |
False |
False |
18,246 |
| 80 |
0.7651 |
0.6787 |
0.0864 |
11.5% |
0.0078 |
1.0% |
84% |
False |
False |
13,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7813 |
|
2.618 |
0.7705 |
|
1.618 |
0.7639 |
|
1.000 |
0.7598 |
|
0.618 |
0.7573 |
|
HIGH |
0.7532 |
|
0.618 |
0.7507 |
|
0.500 |
0.7499 |
|
0.382 |
0.7491 |
|
LOW |
0.7466 |
|
0.618 |
0.7425 |
|
1.000 |
0.7400 |
|
1.618 |
0.7359 |
|
2.618 |
0.7293 |
|
4.250 |
0.7186 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7510 |
0.7536 |
| PP |
0.7505 |
0.7529 |
| S1 |
0.7499 |
0.7523 |
|