CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7157 |
0.7136 |
-0.0021 |
-0.3% |
0.7251 |
| High |
0.7190 |
0.7148 |
-0.0042 |
-0.6% |
0.7302 |
| Low |
0.7109 |
0.7025 |
-0.0084 |
-1.2% |
0.7221 |
| Close |
0.7127 |
0.7037 |
-0.0090 |
-1.3% |
0.7266 |
| Range |
0.0081 |
0.0123 |
0.0042 |
51.9% |
0.0081 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
4.1% |
0.0000 |
| Volume |
73,652 |
110,149 |
36,497 |
49.6% |
141,094 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7361 |
0.7105 |
|
| R3 |
0.7316 |
0.7238 |
0.7071 |
|
| R2 |
0.7193 |
0.7193 |
0.7060 |
|
| R1 |
0.7115 |
0.7115 |
0.7048 |
0.7093 |
| PP |
0.7070 |
0.7070 |
0.7070 |
0.7059 |
| S1 |
0.6992 |
0.6992 |
0.7026 |
0.6970 |
| S2 |
0.6947 |
0.6947 |
0.7014 |
|
| S3 |
0.6824 |
0.6869 |
0.7003 |
|
| S4 |
0.6701 |
0.6746 |
0.6969 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7467 |
0.7311 |
|
| R3 |
0.7425 |
0.7386 |
0.7288 |
|
| R2 |
0.7344 |
0.7344 |
0.7281 |
|
| R1 |
0.7305 |
0.7305 |
0.7273 |
0.7325 |
| PP |
0.7263 |
0.7263 |
0.7263 |
0.7273 |
| S1 |
0.7224 |
0.7224 |
0.7259 |
0.7244 |
| S2 |
0.7182 |
0.7182 |
0.7251 |
|
| S3 |
0.7101 |
0.7143 |
0.7244 |
|
| S4 |
0.7020 |
0.7062 |
0.7221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7302 |
0.7025 |
0.0277 |
3.9% |
0.0088 |
1.3% |
4% |
False |
True |
71,235 |
| 10 |
0.7302 |
0.7025 |
0.0277 |
3.9% |
0.0070 |
1.0% |
4% |
False |
True |
52,132 |
| 20 |
0.7302 |
0.7025 |
0.0277 |
3.9% |
0.0082 |
1.2% |
4% |
False |
True |
59,615 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.3% |
0.0075 |
1.1% |
17% |
False |
False |
31,160 |
| 60 |
0.7348 |
0.6973 |
0.0375 |
5.3% |
0.0075 |
1.1% |
17% |
False |
False |
20,849 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.7% |
0.0076 |
1.1% |
34% |
False |
False |
15,656 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.1% |
0.0072 |
1.0% |
38% |
False |
False |
12,526 |
| 120 |
0.7354 |
0.6850 |
0.0504 |
7.2% |
0.0069 |
1.0% |
37% |
False |
False |
10,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7671 |
|
2.618 |
0.7470 |
|
1.618 |
0.7347 |
|
1.000 |
0.7271 |
|
0.618 |
0.7224 |
|
HIGH |
0.7148 |
|
0.618 |
0.7101 |
|
0.500 |
0.7087 |
|
0.382 |
0.7072 |
|
LOW |
0.7025 |
|
0.618 |
0.6949 |
|
1.000 |
0.6902 |
|
1.618 |
0.6826 |
|
2.618 |
0.6703 |
|
4.250 |
0.6502 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7087 |
0.7150 |
| PP |
0.7070 |
0.7112 |
| S1 |
0.7054 |
0.7075 |
|