CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7114 |
0.7235 |
0.0121 |
1.7% |
0.7165 |
| High |
0.7114 |
0.7235 |
0.0121 |
1.7% |
0.7176 |
| Low |
0.7114 |
0.7235 |
0.0121 |
1.7% |
0.7064 |
| Close |
0.7114 |
0.7235 |
0.0121 |
1.7% |
0.7064 |
| Range |
|
|
|
|
|
| ATR |
0.0043 |
0.0049 |
0.0006 |
13.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7235 |
0.7235 |
0.7235 |
|
| R3 |
0.7235 |
0.7235 |
0.7235 |
|
| R2 |
0.7235 |
0.7235 |
0.7235 |
|
| R1 |
0.7235 |
0.7235 |
0.7235 |
0.7235 |
| PP |
0.7235 |
0.7235 |
0.7235 |
0.7235 |
| S1 |
0.7235 |
0.7235 |
0.7235 |
0.7235 |
| S2 |
0.7235 |
0.7235 |
0.7235 |
|
| S3 |
0.7235 |
0.7235 |
0.7235 |
|
| S4 |
0.7235 |
0.7235 |
0.7235 |
|
|
| 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 |
0.7235 |
0.7028 |
0.0207 |
2.9% |
0.0015 |
0.2% |
100% |
True |
False |
2 |
| 10 |
0.7235 |
0.7028 |
0.0207 |
2.9% |
0.0007 |
0.1% |
100% |
True |
False |
1 |
| 20 |
0.7235 |
0.6970 |
0.0265 |
3.7% |
0.0008 |
0.1% |
100% |
True |
False |
1 |
| 40 |
0.7235 |
0.6789 |
0.0446 |
6.2% |
0.0007 |
0.1% |
100% |
True |
False |
|
| 60 |
0.7246 |
0.6789 |
0.0457 |
6.3% |
0.0005 |
0.1% |
98% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7235 |
|
2.618 |
0.7235 |
|
1.618 |
0.7235 |
|
1.000 |
0.7235 |
|
0.618 |
0.7235 |
|
HIGH |
0.7235 |
|
0.618 |
0.7235 |
|
0.500 |
0.7235 |
|
0.382 |
0.7235 |
|
LOW |
0.7235 |
|
0.618 |
0.7235 |
|
1.000 |
0.7235 |
|
1.618 |
0.7235 |
|
2.618 |
0.7235 |
|
4.250 |
0.7235 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7235 |
0.7201 |
| PP |
0.7235 |
0.7166 |
| S1 |
0.7235 |
0.7132 |
|