CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7363 |
0.7338 |
-0.0025 |
-0.3% |
0.7325 |
| High |
0.7363 |
0.7443 |
0.0080 |
1.1% |
0.7484 |
| Low |
0.7363 |
0.7338 |
-0.0025 |
-0.3% |
0.7325 |
| Close |
0.7363 |
0.7443 |
0.0080 |
1.1% |
0.7484 |
| Range |
0.0000 |
0.0105 |
0.0105 |
|
0.0159 |
| ATR |
|
|
|
|
|
| Volume |
0 |
2 |
2 |
|
3 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7723 |
0.7688 |
0.7501 |
|
| R3 |
0.7618 |
0.7583 |
0.7472 |
|
| R2 |
0.7513 |
0.7513 |
0.7462 |
|
| R1 |
0.7478 |
0.7478 |
0.7453 |
0.7496 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7417 |
| S1 |
0.7373 |
0.7373 |
0.7433 |
0.7391 |
| S2 |
0.7303 |
0.7303 |
0.7424 |
|
| S3 |
0.7198 |
0.7268 |
0.7414 |
|
| S4 |
0.7093 |
0.7163 |
0.7385 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7908 |
0.7855 |
0.7571 |
|
| R3 |
0.7749 |
0.7696 |
0.7528 |
|
| R2 |
0.7590 |
0.7590 |
0.7513 |
|
| R1 |
0.7537 |
0.7537 |
0.7499 |
0.7564 |
| PP |
0.7431 |
0.7431 |
0.7431 |
0.7444 |
| S1 |
0.7378 |
0.7378 |
0.7469 |
0.7405 |
| S2 |
0.7272 |
0.7272 |
0.7455 |
|
| S3 |
0.7113 |
0.7219 |
0.7440 |
|
| S4 |
0.6954 |
0.7060 |
0.7397 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7889 |
|
2.618 |
0.7718 |
|
1.618 |
0.7613 |
|
1.000 |
0.7548 |
|
0.618 |
0.7508 |
|
HIGH |
0.7443 |
|
0.618 |
0.7403 |
|
0.500 |
0.7391 |
|
0.382 |
0.7378 |
|
LOW |
0.7338 |
|
0.618 |
0.7273 |
|
1.000 |
0.7233 |
|
1.618 |
0.7168 |
|
2.618 |
0.7063 |
|
4.250 |
0.6892 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7426 |
0.7435 |
| PP |
0.7408 |
0.7427 |
| S1 |
0.7391 |
0.7419 |
|