CME Australian Dollar Future September 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 |
0.7505 |
0.7573 |
0.0068 |
0.9% |
0.7527 |
| High |
0.7579 |
0.7648 |
0.0069 |
0.9% |
0.7574 |
| Low |
0.7461 |
0.7568 |
0.0107 |
1.4% |
0.7420 |
| Close |
0.7579 |
0.7613 |
0.0034 |
0.4% |
0.7463 |
| Range |
0.0118 |
0.0080 |
-0.0038 |
-32.2% |
0.0154 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.9% |
0.0000 |
| Volume |
42 |
47 |
5 |
11.9% |
150 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7850 |
0.7811 |
0.7657 |
|
| R3 |
0.7770 |
0.7731 |
0.7635 |
|
| R2 |
0.7690 |
0.7690 |
0.7628 |
|
| R1 |
0.7651 |
0.7651 |
0.7620 |
0.7671 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7619 |
| S1 |
0.7571 |
0.7571 |
0.7606 |
0.7591 |
| S2 |
0.7530 |
0.7530 |
0.7598 |
|
| S3 |
0.7450 |
0.7491 |
0.7591 |
|
| S4 |
0.7370 |
0.7411 |
0.7569 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7948 |
0.7859 |
0.7548 |
|
| R3 |
0.7794 |
0.7705 |
0.7505 |
|
| R2 |
0.7640 |
0.7640 |
0.7491 |
|
| R1 |
0.7551 |
0.7551 |
0.7477 |
0.7519 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7469 |
| S1 |
0.7397 |
0.7397 |
0.7449 |
0.7365 |
| S2 |
0.7332 |
0.7332 |
0.7435 |
|
| S3 |
0.7178 |
0.7243 |
0.7421 |
|
| S4 |
0.7024 |
0.7089 |
0.7378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7648 |
0.7420 |
0.0228 |
3.0% |
0.0077 |
1.0% |
85% |
True |
False |
48 |
| 10 |
0.7648 |
0.7361 |
0.0287 |
3.8% |
0.0077 |
1.0% |
88% |
True |
False |
40 |
| 20 |
0.7648 |
0.7225 |
0.0423 |
5.6% |
0.0066 |
0.9% |
92% |
True |
False |
28 |
| 40 |
0.7648 |
0.6970 |
0.0678 |
8.9% |
0.0037 |
0.5% |
95% |
True |
False |
14 |
| 60 |
0.7648 |
0.6789 |
0.0859 |
11.3% |
0.0027 |
0.3% |
96% |
True |
False |
9 |
| 80 |
0.7648 |
0.6789 |
0.0859 |
11.3% |
0.0020 |
0.3% |
96% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7988 |
|
2.618 |
0.7857 |
|
1.618 |
0.7777 |
|
1.000 |
0.7728 |
|
0.618 |
0.7697 |
|
HIGH |
0.7648 |
|
0.618 |
0.7617 |
|
0.500 |
0.7608 |
|
0.382 |
0.7599 |
|
LOW |
0.7568 |
|
0.618 |
0.7519 |
|
1.000 |
0.7488 |
|
1.618 |
0.7439 |
|
2.618 |
0.7359 |
|
4.250 |
0.7228 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7611 |
0.7594 |
| PP |
0.7610 |
0.7574 |
| S1 |
0.7608 |
0.7555 |
|