CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6935 |
0.6965 |
0.0030 |
0.4% |
0.6916 |
| High |
0.6978 |
0.6982 |
0.0004 |
0.1% |
0.7028 |
| Low |
0.6891 |
0.6809 |
-0.0082 |
-1.2% |
0.6809 |
| Close |
0.6977 |
0.6842 |
-0.0135 |
-1.9% |
0.6842 |
| Range |
0.0087 |
0.0173 |
0.0086 |
98.9% |
0.0219 |
| ATR |
0.0088 |
0.0094 |
0.0006 |
6.9% |
0.0000 |
| Volume |
136,600 |
162,529 |
25,929 |
19.0% |
619,512 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7397 |
0.7292 |
0.6937 |
|
| R3 |
0.7224 |
0.7119 |
0.6890 |
|
| R2 |
0.7051 |
0.7051 |
0.6874 |
|
| R1 |
0.6946 |
0.6946 |
0.6858 |
0.6912 |
| PP |
0.6878 |
0.6878 |
0.6878 |
0.6861 |
| S1 |
0.6773 |
0.6773 |
0.6826 |
0.6739 |
| S2 |
0.6705 |
0.6705 |
0.6810 |
|
| S3 |
0.6532 |
0.6600 |
0.6794 |
|
| S4 |
0.6359 |
0.6427 |
0.6747 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7415 |
0.6962 |
|
| R3 |
0.7331 |
0.7196 |
0.6902 |
|
| R2 |
0.7112 |
0.7112 |
0.6882 |
|
| R1 |
0.6977 |
0.6977 |
0.6862 |
0.6935 |
| PP |
0.6893 |
0.6893 |
0.6893 |
0.6872 |
| S1 |
0.6758 |
0.6758 |
0.6822 |
0.6716 |
| S2 |
0.6674 |
0.6674 |
0.6802 |
|
| S3 |
0.6455 |
0.6539 |
0.6782 |
|
| S4 |
0.6236 |
0.6320 |
0.6722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7028 |
0.6809 |
0.0219 |
3.2% |
0.0109 |
1.6% |
15% |
False |
True |
123,902 |
| 10 |
0.7275 |
0.6809 |
0.0466 |
6.8% |
0.0113 |
1.7% |
7% |
False |
True |
117,093 |
| 20 |
0.7302 |
0.6809 |
0.0493 |
7.2% |
0.0086 |
1.3% |
7% |
False |
True |
80,917 |
| 40 |
0.7348 |
0.6809 |
0.0539 |
7.9% |
0.0085 |
1.2% |
6% |
False |
True |
53,433 |
| 60 |
0.7348 |
0.6809 |
0.0539 |
7.9% |
0.0079 |
1.2% |
6% |
False |
True |
35,726 |
| 80 |
0.7348 |
0.6809 |
0.0539 |
7.9% |
0.0079 |
1.1% |
6% |
False |
True |
26,822 |
| 100 |
0.7348 |
0.6809 |
0.0539 |
7.9% |
0.0076 |
1.1% |
6% |
False |
True |
21,461 |
| 120 |
0.7348 |
0.6809 |
0.0539 |
7.9% |
0.0073 |
1.1% |
6% |
False |
True |
17,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7717 |
|
2.618 |
0.7435 |
|
1.618 |
0.7262 |
|
1.000 |
0.7155 |
|
0.618 |
0.7089 |
|
HIGH |
0.6982 |
|
0.618 |
0.6916 |
|
0.500 |
0.6896 |
|
0.382 |
0.6875 |
|
LOW |
0.6809 |
|
0.618 |
0.6702 |
|
1.000 |
0.6636 |
|
1.618 |
0.6529 |
|
2.618 |
0.6356 |
|
4.250 |
0.6074 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6896 |
0.6919 |
| PP |
0.6878 |
0.6893 |
| S1 |
0.6860 |
0.6868 |
|