CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7607 |
0.7645 |
0.0038 |
0.5% |
0.7567 |
| High |
0.7683 |
0.7698 |
0.0015 |
0.2% |
0.7622 |
| Low |
0.7588 |
0.7609 |
0.0021 |
0.3% |
0.7450 |
| Close |
0.7646 |
0.7650 |
0.0004 |
0.1% |
0.7494 |
| Range |
0.0095 |
0.0089 |
-0.0006 |
-6.3% |
0.0172 |
| ATR |
0.0096 |
0.0095 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
95,990 |
97,107 |
1,117 |
1.2% |
298,099 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7919 |
0.7874 |
0.7699 |
|
| R3 |
0.7830 |
0.7785 |
0.7674 |
|
| R2 |
0.7741 |
0.7741 |
0.7666 |
|
| R1 |
0.7696 |
0.7696 |
0.7658 |
0.7719 |
| PP |
0.7652 |
0.7652 |
0.7652 |
0.7664 |
| S1 |
0.7607 |
0.7607 |
0.7642 |
0.7630 |
| S2 |
0.7563 |
0.7563 |
0.7634 |
|
| S3 |
0.7474 |
0.7518 |
0.7626 |
|
| S4 |
0.7385 |
0.7429 |
0.7601 |
|
|
| 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 |
0.7698 |
0.7450 |
0.0248 |
3.2% |
0.0089 |
1.2% |
81% |
True |
False |
79,090 |
| 10 |
0.7698 |
0.7450 |
0.0248 |
3.2% |
0.0094 |
1.2% |
81% |
True |
False |
81,856 |
| 20 |
0.7698 |
0.7250 |
0.0448 |
5.9% |
0.0097 |
1.3% |
89% |
True |
False |
68,318 |
| 40 |
0.7698 |
0.6936 |
0.0762 |
10.0% |
0.0096 |
1.3% |
94% |
True |
False |
34,555 |
| 60 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0094 |
1.2% |
95% |
True |
False |
23,122 |
| 80 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0081 |
1.1% |
95% |
True |
False |
17,364 |
| 100 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0067 |
0.9% |
95% |
True |
False |
13,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8076 |
|
2.618 |
0.7931 |
|
1.618 |
0.7842 |
|
1.000 |
0.7787 |
|
0.618 |
0.7753 |
|
HIGH |
0.7698 |
|
0.618 |
0.7664 |
|
0.500 |
0.7654 |
|
0.382 |
0.7643 |
|
LOW |
0.7609 |
|
0.618 |
0.7554 |
|
1.000 |
0.7520 |
|
1.618 |
0.7465 |
|
2.618 |
0.7376 |
|
4.250 |
0.7231 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7630 |
| PP |
0.7652 |
0.7611 |
| S1 |
0.7651 |
0.7591 |
|