CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7611 |
0.7696 |
0.0085 |
1.1% |
0.7478 |
| High |
0.7706 |
0.7770 |
0.0064 |
0.8% |
0.7680 |
| Low |
0.7600 |
0.7696 |
0.0096 |
1.3% |
0.7478 |
| Close |
0.7693 |
0.7767 |
0.0074 |
1.0% |
0.7667 |
| Range |
0.0106 |
0.0074 |
-0.0032 |
-30.2% |
0.0202 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
147 |
192 |
45 |
30.6% |
1,036 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7966 |
0.7941 |
0.7808 |
|
| R3 |
0.7892 |
0.7867 |
0.7787 |
|
| R2 |
0.7818 |
0.7818 |
0.7781 |
|
| R1 |
0.7793 |
0.7793 |
0.7774 |
0.7806 |
| PP |
0.7744 |
0.7744 |
0.7744 |
0.7751 |
| S1 |
0.7719 |
0.7719 |
0.7760 |
0.7732 |
| S2 |
0.7670 |
0.7670 |
0.7753 |
|
| S3 |
0.7596 |
0.7645 |
0.7747 |
|
| S4 |
0.7522 |
0.7571 |
0.7726 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8214 |
0.8143 |
0.7778 |
|
| R3 |
0.8012 |
0.7941 |
0.7723 |
|
| R2 |
0.7810 |
0.7810 |
0.7704 |
|
| R1 |
0.7739 |
0.7739 |
0.7686 |
0.7774 |
| PP |
0.7608 |
0.7608 |
0.7608 |
0.7626 |
| S1 |
0.7537 |
0.7537 |
0.7648 |
0.7573 |
| S2 |
0.7406 |
0.7406 |
0.7630 |
|
| S3 |
0.7204 |
0.7335 |
0.7611 |
|
| S4 |
0.7002 |
0.7133 |
0.7556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7770 |
0.7567 |
0.0203 |
2.6% |
0.0079 |
1.0% |
99% |
True |
False |
221 |
| 10 |
0.7770 |
0.7448 |
0.0322 |
4.1% |
0.0084 |
1.1% |
99% |
True |
False |
151 |
| 20 |
0.7770 |
0.7420 |
0.0350 |
4.5% |
0.0079 |
1.0% |
99% |
True |
False |
99 |
| 40 |
0.7770 |
0.7028 |
0.0742 |
9.6% |
0.0063 |
0.8% |
100% |
True |
False |
57 |
| 60 |
0.7770 |
0.6900 |
0.0870 |
11.2% |
0.0044 |
0.6% |
100% |
True |
False |
38 |
| 80 |
0.7770 |
0.6789 |
0.0981 |
12.6% |
0.0034 |
0.4% |
100% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8085 |
|
2.618 |
0.7964 |
|
1.618 |
0.7890 |
|
1.000 |
0.7844 |
|
0.618 |
0.7816 |
|
HIGH |
0.7770 |
|
0.618 |
0.7742 |
|
0.500 |
0.7733 |
|
0.382 |
0.7724 |
|
LOW |
0.7696 |
|
0.618 |
0.7650 |
|
1.000 |
0.7622 |
|
1.618 |
0.7576 |
|
2.618 |
0.7502 |
|
4.250 |
0.7382 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7756 |
0.7740 |
| PP |
0.7744 |
0.7712 |
| S1 |
0.7733 |
0.7685 |
|