CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7157 |
0.7153 |
-0.0004 |
-0.1% |
0.7079 |
| High |
0.7175 |
0.7207 |
0.0032 |
0.4% |
0.7148 |
| Low |
0.7112 |
0.7123 |
0.0011 |
0.2% |
0.7034 |
| Close |
0.7167 |
0.7204 |
0.0037 |
0.5% |
0.7110 |
| Range |
0.0063 |
0.0084 |
0.0021 |
33.3% |
0.0114 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
927 |
1,028 |
101 |
10.9% |
2,190 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7430 |
0.7401 |
0.7250 |
|
| R3 |
0.7346 |
0.7317 |
0.7227 |
|
| R2 |
0.7262 |
0.7262 |
0.7219 |
|
| R1 |
0.7233 |
0.7233 |
0.7212 |
0.7248 |
| PP |
0.7178 |
0.7178 |
0.7178 |
0.7185 |
| S1 |
0.7149 |
0.7149 |
0.7196 |
0.7164 |
| S2 |
0.7094 |
0.7094 |
0.7189 |
|
| S3 |
0.7010 |
0.7065 |
0.7181 |
|
| S4 |
0.6926 |
0.6981 |
0.7158 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7389 |
0.7173 |
|
| R3 |
0.7325 |
0.7275 |
0.7141 |
|
| R2 |
0.7211 |
0.7211 |
0.7131 |
|
| R1 |
0.7161 |
0.7161 |
0.7120 |
0.7186 |
| PP |
0.7097 |
0.7097 |
0.7097 |
0.7110 |
| S1 |
0.7047 |
0.7047 |
0.7100 |
0.7072 |
| S2 |
0.6983 |
0.6983 |
0.7089 |
|
| S3 |
0.6869 |
0.6933 |
0.7079 |
|
| S4 |
0.6755 |
0.6819 |
0.7047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7221 |
0.7034 |
0.0187 |
2.6% |
0.0078 |
1.1% |
91% |
False |
False |
869 |
| 10 |
0.7221 |
0.6959 |
0.0262 |
3.6% |
0.0084 |
1.2% |
94% |
False |
False |
651 |
| 20 |
0.7221 |
0.6936 |
0.0285 |
4.0% |
0.0091 |
1.3% |
94% |
False |
False |
515 |
| 40 |
0.7265 |
0.6787 |
0.0478 |
6.6% |
0.0087 |
1.2% |
87% |
False |
False |
371 |
| 60 |
0.7300 |
0.6787 |
0.0513 |
7.1% |
0.0070 |
1.0% |
81% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7564 |
|
2.618 |
0.7427 |
|
1.618 |
0.7343 |
|
1.000 |
0.7291 |
|
0.618 |
0.7259 |
|
HIGH |
0.7207 |
|
0.618 |
0.7175 |
|
0.500 |
0.7165 |
|
0.382 |
0.7155 |
|
LOW |
0.7123 |
|
0.618 |
0.7071 |
|
1.000 |
0.7039 |
|
1.618 |
0.6987 |
|
2.618 |
0.6903 |
|
4.250 |
0.6766 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7191 |
0.7192 |
| PP |
0.7178 |
0.7179 |
| S1 |
0.7165 |
0.7167 |
|