CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7603 |
0.7542 |
-0.0061 |
-0.8% |
0.7480 |
| High |
0.7603 |
0.7559 |
-0.0044 |
-0.6% |
0.7648 |
| Low |
0.7546 |
0.7467 |
-0.0079 |
-1.0% |
0.7461 |
| Close |
0.7553 |
0.7483 |
-0.0070 |
-0.9% |
0.7620 |
| Range |
0.0057 |
0.0092 |
0.0035 |
61.4% |
0.0187 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
2.0% |
0.0000 |
| Volume |
21 |
49 |
28 |
133.3% |
275 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7779 |
0.7723 |
0.7534 |
|
| R3 |
0.7687 |
0.7631 |
0.7508 |
|
| R2 |
0.7595 |
0.7595 |
0.7500 |
|
| R1 |
0.7539 |
0.7539 |
0.7491 |
0.7521 |
| PP |
0.7503 |
0.7503 |
0.7503 |
0.7494 |
| S1 |
0.7447 |
0.7447 |
0.7475 |
0.7429 |
| S2 |
0.7411 |
0.7411 |
0.7466 |
|
| S3 |
0.7319 |
0.7355 |
0.7458 |
|
| S4 |
0.7227 |
0.7263 |
0.7432 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8137 |
0.8066 |
0.7723 |
|
| R3 |
0.7950 |
0.7879 |
0.7671 |
|
| R2 |
0.7763 |
0.7763 |
0.7654 |
|
| R1 |
0.7692 |
0.7692 |
0.7637 |
0.7728 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7594 |
| S1 |
0.7505 |
0.7505 |
0.7603 |
0.7541 |
| S2 |
0.7389 |
0.7389 |
0.7586 |
|
| S3 |
0.7202 |
0.7318 |
0.7569 |
|
| S4 |
0.7015 |
0.7131 |
0.7517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7648 |
0.7467 |
0.0181 |
2.4% |
0.0074 |
1.0% |
9% |
False |
True |
47 |
| 10 |
0.7648 |
0.7420 |
0.0228 |
3.0% |
0.0074 |
1.0% |
28% |
False |
False |
46 |
| 20 |
0.7648 |
0.7339 |
0.0309 |
4.1% |
0.0072 |
1.0% |
47% |
False |
False |
37 |
| 40 |
0.7648 |
0.6970 |
0.0678 |
9.1% |
0.0044 |
0.6% |
76% |
False |
False |
19 |
| 60 |
0.7648 |
0.6789 |
0.0859 |
11.5% |
0.0031 |
0.4% |
81% |
False |
False |
13 |
| 80 |
0.7648 |
0.6789 |
0.0859 |
11.5% |
0.0024 |
0.3% |
81% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7950 |
|
2.618 |
0.7800 |
|
1.618 |
0.7708 |
|
1.000 |
0.7651 |
|
0.618 |
0.7616 |
|
HIGH |
0.7559 |
|
0.618 |
0.7524 |
|
0.500 |
0.7513 |
|
0.382 |
0.7502 |
|
LOW |
0.7467 |
|
0.618 |
0.7410 |
|
1.000 |
0.7375 |
|
1.618 |
0.7318 |
|
2.618 |
0.7226 |
|
4.250 |
0.7076 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7513 |
0.7546 |
| PP |
0.7503 |
0.7525 |
| S1 |
0.7493 |
0.7504 |
|