CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7489 |
0.7514 |
0.0025 |
0.3% |
0.7567 |
| High |
0.7532 |
0.7620 |
0.0088 |
1.2% |
0.7622 |
| Low |
0.7466 |
0.7484 |
0.0018 |
0.2% |
0.7450 |
| Close |
0.7516 |
0.7611 |
0.0095 |
1.3% |
0.7494 |
| Range |
0.0066 |
0.0136 |
0.0070 |
106.1% |
0.0172 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.3% |
0.0000 |
| Volume |
37,060 |
100,101 |
63,041 |
170.1% |
298,099 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7980 |
0.7931 |
0.7686 |
|
| R3 |
0.7844 |
0.7795 |
0.7648 |
|
| R2 |
0.7708 |
0.7708 |
0.7636 |
|
| R1 |
0.7659 |
0.7659 |
0.7623 |
0.7684 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7584 |
| S1 |
0.7523 |
0.7523 |
0.7599 |
0.7548 |
| S2 |
0.7436 |
0.7436 |
0.7586 |
|
| S3 |
0.7300 |
0.7387 |
0.7574 |
|
| S4 |
0.7164 |
0.7251 |
0.7536 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8038 |
0.7938 |
0.7589 |
|
| R3 |
0.7866 |
0.7766 |
0.7541 |
|
| R2 |
0.7694 |
0.7694 |
0.7526 |
|
| R1 |
0.7594 |
0.7594 |
0.7510 |
0.7558 |
| PP |
0.7522 |
0.7522 |
0.7522 |
0.7504 |
| S1 |
0.7422 |
0.7422 |
0.7478 |
0.7386 |
| S2 |
0.7350 |
0.7350 |
0.7462 |
|
| S3 |
0.7178 |
0.7250 |
0.7447 |
|
| S4 |
0.7006 |
0.7078 |
0.7399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7622 |
0.7450 |
0.0172 |
2.3% |
0.0097 |
1.3% |
94% |
False |
False |
74,180 |
| 10 |
0.7651 |
0.7385 |
0.0266 |
3.5% |
0.0098 |
1.3% |
85% |
False |
False |
81,251 |
| 20 |
0.7651 |
0.7078 |
0.0573 |
7.5% |
0.0098 |
1.3% |
93% |
False |
False |
58,840 |
| 40 |
0.7651 |
0.6936 |
0.0715 |
9.4% |
0.0095 |
1.2% |
94% |
False |
False |
29,743 |
| 60 |
0.7651 |
0.6787 |
0.0864 |
11.4% |
0.0093 |
1.2% |
95% |
False |
False |
19,914 |
| 80 |
0.7651 |
0.6787 |
0.0864 |
11.4% |
0.0079 |
1.0% |
95% |
False |
False |
14,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8198 |
|
2.618 |
0.7976 |
|
1.618 |
0.7840 |
|
1.000 |
0.7756 |
|
0.618 |
0.7704 |
|
HIGH |
0.7620 |
|
0.618 |
0.7568 |
|
0.500 |
0.7552 |
|
0.382 |
0.7536 |
|
LOW |
0.7484 |
|
0.618 |
0.7400 |
|
1.000 |
0.7348 |
|
1.618 |
0.7264 |
|
2.618 |
0.7128 |
|
4.250 |
0.6906 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7591 |
0.7586 |
| PP |
0.7572 |
0.7560 |
| S1 |
0.7552 |
0.7535 |
|