CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7528 |
0.7443 |
-0.0085 |
-1.1% |
0.7500 |
| High |
0.7528 |
0.7443 |
-0.0085 |
-1.1% |
0.7562 |
| Low |
0.7528 |
0.7443 |
-0.0085 |
-1.1% |
0.7338 |
| Close |
0.7528 |
0.7443 |
-0.0085 |
-1.1% |
0.7512 |
| Range |
|
|
|
|
|
| ATR |
0.0064 |
0.0066 |
0.0001 |
2.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7443 |
0.7443 |
0.7443 |
|
| R3 |
0.7443 |
0.7443 |
0.7443 |
|
| R2 |
0.7443 |
0.7443 |
0.7443 |
|
| R1 |
0.7443 |
0.7443 |
0.7443 |
0.7443 |
| PP |
0.7443 |
0.7443 |
0.7443 |
0.7443 |
| S1 |
0.7443 |
0.7443 |
0.7443 |
0.7443 |
| S2 |
0.7443 |
0.7443 |
0.7443 |
|
| S3 |
0.7443 |
0.7443 |
0.7443 |
|
| S4 |
0.7443 |
0.7443 |
0.7443 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8051 |
0.7635 |
|
| R3 |
0.7919 |
0.7827 |
0.7574 |
|
| R2 |
0.7695 |
0.7695 |
0.7553 |
|
| R1 |
0.7603 |
0.7603 |
0.7533 |
0.7649 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7494 |
| S1 |
0.7379 |
0.7379 |
0.7491 |
0.7425 |
| S2 |
0.7247 |
0.7247 |
0.7471 |
|
| S3 |
0.7023 |
0.7155 |
0.7450 |
|
| S4 |
0.6799 |
0.6931 |
0.7389 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7443 |
|
2.618 |
0.7443 |
|
1.618 |
0.7443 |
|
1.000 |
0.7443 |
|
0.618 |
0.7443 |
|
HIGH |
0.7443 |
|
0.618 |
0.7443 |
|
0.500 |
0.7443 |
|
0.382 |
0.7443 |
|
LOW |
0.7443 |
|
0.618 |
0.7443 |
|
1.000 |
0.7443 |
|
1.618 |
0.7443 |
|
2.618 |
0.7443 |
|
4.250 |
0.7443 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7443 |
0.7486 |
| PP |
0.7443 |
0.7471 |
| S1 |
0.7443 |
0.7457 |
|