CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7514 |
0.7607 |
0.0093 |
1.2% |
0.7567 |
| High |
0.7620 |
0.7683 |
0.0063 |
0.8% |
0.7622 |
| Low |
0.7484 |
0.7588 |
0.0104 |
1.4% |
0.7450 |
| Close |
0.7611 |
0.7646 |
0.0035 |
0.5% |
0.7494 |
| Range |
0.0136 |
0.0095 |
-0.0041 |
-30.1% |
0.0172 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
100,101 |
95,990 |
-4,111 |
-4.1% |
298,099 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7880 |
0.7698 |
|
| R3 |
0.7829 |
0.7785 |
0.7672 |
|
| R2 |
0.7734 |
0.7734 |
0.7663 |
|
| R1 |
0.7690 |
0.7690 |
0.7655 |
0.7712 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7650 |
| S1 |
0.7595 |
0.7595 |
0.7637 |
0.7617 |
| S2 |
0.7544 |
0.7544 |
0.7629 |
|
| S3 |
0.7449 |
0.7500 |
0.7620 |
|
| S4 |
0.7354 |
0.7405 |
0.7594 |
|
|
| 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 |
0.7683 |
0.7450 |
0.0233 |
3.0% |
0.0098 |
1.3% |
84% |
True |
False |
77,982 |
| 10 |
0.7683 |
0.7385 |
0.0298 |
3.9% |
0.0099 |
1.3% |
88% |
True |
False |
82,797 |
| 20 |
0.7683 |
0.7134 |
0.0549 |
7.2% |
0.0099 |
1.3% |
93% |
True |
False |
63,590 |
| 40 |
0.7683 |
0.6936 |
0.0747 |
9.8% |
0.0096 |
1.3% |
95% |
True |
False |
32,135 |
| 60 |
0.7683 |
0.6787 |
0.0896 |
11.7% |
0.0094 |
1.2% |
96% |
True |
False |
21,514 |
| 80 |
0.7683 |
0.6787 |
0.0896 |
11.7% |
0.0080 |
1.1% |
96% |
True |
False |
16,150 |
| 100 |
0.7683 |
0.6787 |
0.0896 |
11.7% |
0.0066 |
0.9% |
96% |
True |
False |
12,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8087 |
|
2.618 |
0.7932 |
|
1.618 |
0.7837 |
|
1.000 |
0.7778 |
|
0.618 |
0.7742 |
|
HIGH |
0.7683 |
|
0.618 |
0.7647 |
|
0.500 |
0.7636 |
|
0.382 |
0.7624 |
|
LOW |
0.7588 |
|
0.618 |
0.7529 |
|
1.000 |
0.7493 |
|
1.618 |
0.7434 |
|
2.618 |
0.7339 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7622 |
| PP |
0.7639 |
0.7598 |
| S1 |
0.7636 |
0.7575 |
|