CME Australian Dollar Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Feb-2016 | 
                    01-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7028 | 
                        0.7114 | 
                        0.0086 | 
                        1.2% | 
                        0.7165 | 
                     
                    
                        | High | 
                        0.7075 | 
                        0.7114 | 
                        0.0039 | 
                        0.6% | 
                        0.7176 | 
                     
                    
                        | Low | 
                        0.7028 | 
                        0.7114 | 
                        0.0086 | 
                        1.2% | 
                        0.7064 | 
                     
                    
                        | Close | 
                        0.7075 | 
                        0.7114 | 
                        0.0039 | 
                        0.6% | 
                        0.7064 | 
                     
                    
                        | Range | 
                        0.0047 | 
                        0.0000 | 
                        -0.0047 | 
                        -100.0% | 
                        0.0112 | 
                     
                    
                        | ATR | 
                        0.0043 | 
                        0.0043 | 
                        0.0000 | 
                        -0.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        0 | 
                        -1 | 
                        -100.0% | 
                        12 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
                 | 
             
            
                | R3 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
                 | 
             
            
                | R2 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
                 | 
             
            
                | R1 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
             
            
                | PP | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
             
            
                | S1 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
             
            
                | S2 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
                 | 
             
            
                | S3 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
                 | 
             
            
                | S4 | 
                0.7114 | 
                0.7114 | 
                0.7114 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7437 | 
                0.7363 | 
                0.7126 | 
                 | 
             
            
                | R3 | 
                0.7325 | 
                0.7251 | 
                0.7095 | 
                 | 
             
            
                | R2 | 
                0.7213 | 
                0.7213 | 
                0.7085 | 
                 | 
             
            
                | R1 | 
                0.7139 | 
                0.7139 | 
                0.7074 | 
                0.7120 | 
             
            
                | PP | 
                0.7101 | 
                0.7101 | 
                0.7101 | 
                0.7092 | 
             
            
                | S1 | 
                0.7027 | 
                0.7027 | 
                0.7054 | 
                0.7008 | 
             
            
                | S2 | 
                0.6989 | 
                0.6989 | 
                0.7043 | 
                 | 
             
            
                | S3 | 
                0.6877 | 
                0.6915 | 
                0.7033 | 
                 | 
             
            
                | S4 | 
                0.6765 | 
                0.6803 | 
                0.7002 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7176 | 
                0.7028 | 
                0.0148 | 
                2.1% | 
                0.0015 | 
                0.2% | 
                58% | 
                False | 
                False | 
                2 | 
                 
                
                | 10 | 
                0.7176 | 
                0.7028 | 
                0.0148 | 
                2.1% | 
                0.0012 | 
                0.2% | 
                58% | 
                False | 
                False | 
                1 | 
                 
                
                | 20 | 
                0.7176 | 
                0.6970 | 
                0.0206 | 
                2.9% | 
                0.0008 | 
                0.1% | 
                70% | 
                False | 
                False | 
                1 | 
                 
                
                | 40 | 
                0.7176 | 
                0.6789 | 
                0.0387 | 
                5.4% | 
                0.0007 | 
                0.1% | 
                84% | 
                False | 
                False | 
                 | 
                 
                
                | 60 | 
                0.7255 | 
                0.6789 | 
                0.0466 | 
                6.6% | 
                0.0005 | 
                0.1% | 
                70% | 
                False | 
                False | 
                4 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7114 | 
         
        
            | 
2.618             | 
            0.7114 | 
         
        
            | 
1.618             | 
            0.7114 | 
         
        
            | 
1.000             | 
            0.7114 | 
         
        
            | 
0.618             | 
            0.7114 | 
         
        
            | 
HIGH             | 
            0.7114 | 
         
        
            | 
0.618             | 
            0.7114 | 
         
        
            | 
0.500             | 
            0.7114 | 
         
        
            | 
0.382             | 
            0.7114 | 
         
        
            | 
LOW             | 
            0.7114 | 
         
        
            | 
0.618             | 
            0.7114 | 
         
        
            | 
1.000             | 
            0.7114 | 
         
        
            | 
1.618             | 
            0.7114 | 
         
        
            | 
2.618             | 
            0.7114 | 
         
        
            | 
4.250             | 
            0.7114 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7114 | 
                                0.7100 | 
                             
                            
                                | PP | 
                                0.7114 | 
                                0.7085 | 
                             
                            
                                | S1 | 
                                0.7114 | 
                                0.7071 | 
                             
             
         |