CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7092 |
0.7114 |
0.0022 |
0.3% |
0.7106 |
| High |
0.7134 |
0.7156 |
0.0022 |
0.3% |
0.7221 |
| Low |
0.7077 |
0.7078 |
0.0001 |
0.0% |
0.7086 |
| Close |
0.7103 |
0.7142 |
0.0039 |
0.5% |
0.7092 |
| Range |
0.0057 |
0.0078 |
0.0021 |
36.8% |
0.0135 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,915 |
989 |
-926 |
-48.4% |
5,147 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7359 |
0.7329 |
0.7185 |
|
| R3 |
0.7281 |
0.7251 |
0.7163 |
|
| R2 |
0.7203 |
0.7203 |
0.7156 |
|
| R1 |
0.7173 |
0.7173 |
0.7149 |
0.7188 |
| PP |
0.7125 |
0.7125 |
0.7125 |
0.7133 |
| S1 |
0.7095 |
0.7095 |
0.7135 |
0.7110 |
| S2 |
0.7047 |
0.7047 |
0.7128 |
|
| S3 |
0.6969 |
0.7017 |
0.7121 |
|
| S4 |
0.6891 |
0.6939 |
0.7099 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7450 |
0.7166 |
|
| R3 |
0.7403 |
0.7315 |
0.7129 |
|
| R2 |
0.7268 |
0.7268 |
0.7117 |
|
| R1 |
0.7180 |
0.7180 |
0.7104 |
0.7157 |
| PP |
0.7133 |
0.7133 |
0.7133 |
0.7121 |
| S1 |
0.7045 |
0.7045 |
0.7080 |
0.7022 |
| S2 |
0.6998 |
0.6998 |
0.7067 |
|
| S3 |
0.6863 |
0.6910 |
0.7055 |
|
| S4 |
0.6728 |
0.6775 |
0.7018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7221 |
0.7077 |
0.0144 |
2.0% |
0.0083 |
1.2% |
45% |
False |
False |
1,271 |
| 10 |
0.7221 |
0.7034 |
0.0187 |
2.6% |
0.0081 |
1.1% |
58% |
False |
False |
955 |
| 20 |
0.7221 |
0.6936 |
0.0285 |
4.0% |
0.0092 |
1.3% |
72% |
False |
False |
680 |
| 40 |
0.7227 |
0.6787 |
0.0440 |
6.2% |
0.0092 |
1.3% |
81% |
False |
False |
476 |
| 60 |
0.7300 |
0.6787 |
0.0513 |
7.2% |
0.0074 |
1.0% |
69% |
False |
False |
337 |
| 80 |
0.7300 |
0.6787 |
0.0513 |
7.2% |
0.0057 |
0.8% |
69% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7488 |
|
2.618 |
0.7360 |
|
1.618 |
0.7282 |
|
1.000 |
0.7234 |
|
0.618 |
0.7204 |
|
HIGH |
0.7156 |
|
0.618 |
0.7126 |
|
0.500 |
0.7117 |
|
0.382 |
0.7108 |
|
LOW |
0.7078 |
|
0.618 |
0.7030 |
|
1.000 |
0.7000 |
|
1.618 |
0.6952 |
|
2.618 |
0.6874 |
|
4.250 |
0.6747 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7134 |
0.7149 |
| PP |
0.7125 |
0.7147 |
| S1 |
0.7117 |
0.7144 |
|