CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7415 |
0.7470 |
0.0055 |
0.7% |
0.7507 |
| High |
0.7436 |
0.7470 |
0.0034 |
0.5% |
0.7528 |
| Low |
0.7415 |
0.7457 |
0.0042 |
0.6% |
0.7415 |
| Close |
0.7436 |
0.7457 |
0.0021 |
0.3% |
0.7436 |
| Range |
0.0021 |
0.0013 |
-0.0008 |
-38.1% |
0.0113 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7500 |
0.7492 |
0.7464 |
|
| R3 |
0.7487 |
0.7479 |
0.7461 |
|
| R2 |
0.7474 |
0.7474 |
0.7459 |
|
| R1 |
0.7466 |
0.7466 |
0.7458 |
0.7464 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7460 |
| S1 |
0.7453 |
0.7453 |
0.7456 |
0.7451 |
| S2 |
0.7448 |
0.7448 |
0.7455 |
|
| S3 |
0.7435 |
0.7440 |
0.7453 |
|
| S4 |
0.7422 |
0.7427 |
0.7450 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7799 |
0.7730 |
0.7498 |
|
| R3 |
0.7686 |
0.7617 |
0.7467 |
|
| R2 |
0.7573 |
0.7573 |
0.7457 |
|
| R1 |
0.7504 |
0.7504 |
0.7446 |
0.7482 |
| PP |
0.7460 |
0.7460 |
0.7460 |
0.7449 |
| S1 |
0.7391 |
0.7391 |
0.7426 |
0.7369 |
| S2 |
0.7347 |
0.7347 |
0.7415 |
|
| S3 |
0.7234 |
0.7278 |
0.7405 |
|
| S4 |
0.7121 |
0.7165 |
0.7374 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7525 |
|
2.618 |
0.7504 |
|
1.618 |
0.7491 |
|
1.000 |
0.7483 |
|
0.618 |
0.7478 |
|
HIGH |
0.7470 |
|
0.618 |
0.7465 |
|
0.500 |
0.7464 |
|
0.382 |
0.7462 |
|
LOW |
0.7457 |
|
0.618 |
0.7449 |
|
1.000 |
0.7444 |
|
1.618 |
0.7436 |
|
2.618 |
0.7423 |
|
4.250 |
0.7402 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7464 |
0.7452 |
| PP |
0.7461 |
0.7447 |
| S1 |
0.7459 |
0.7443 |
|