CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7582 |
0.0031 |
0.4% |
0.7650 |
| High |
0.7608 |
0.7611 |
0.0003 |
0.0% |
0.7710 |
| Low |
0.7545 |
0.7556 |
0.0011 |
0.1% |
0.7510 |
| Close |
0.7592 |
0.7558 |
-0.0034 |
-0.4% |
0.7558 |
| Range |
0.0063 |
0.0055 |
-0.0008 |
-12.7% |
0.0200 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
178 |
127 |
-51 |
-28.7% |
1,375 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7740 |
0.7704 |
0.7588 |
|
| R3 |
0.7685 |
0.7649 |
0.7573 |
|
| R2 |
0.7630 |
0.7630 |
0.7568 |
|
| R1 |
0.7594 |
0.7594 |
0.7563 |
0.7585 |
| PP |
0.7575 |
0.7575 |
0.7575 |
0.7570 |
| S1 |
0.7539 |
0.7539 |
0.7553 |
0.7530 |
| S2 |
0.7520 |
0.7520 |
0.7548 |
|
| S3 |
0.7465 |
0.7484 |
0.7543 |
|
| S4 |
0.7410 |
0.7429 |
0.7528 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8193 |
0.8075 |
0.7668 |
|
| R3 |
0.7993 |
0.7875 |
0.7613 |
|
| R2 |
0.7793 |
0.7793 |
0.7595 |
|
| R1 |
0.7675 |
0.7675 |
0.7576 |
0.7634 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7572 |
| S1 |
0.7475 |
0.7475 |
0.7540 |
0.7434 |
| S2 |
0.7393 |
0.7393 |
0.7521 |
|
| S3 |
0.7193 |
0.7275 |
0.7503 |
|
| S4 |
0.6993 |
0.7075 |
0.7448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7710 |
0.7510 |
0.0200 |
2.6% |
0.0080 |
1.1% |
24% |
False |
False |
275 |
| 10 |
0.7777 |
0.7510 |
0.0267 |
3.5% |
0.0080 |
1.1% |
18% |
False |
False |
222 |
| 20 |
0.7777 |
0.7448 |
0.0329 |
4.4% |
0.0080 |
1.1% |
33% |
False |
False |
173 |
| 40 |
0.7777 |
0.7315 |
0.0462 |
6.1% |
0.0075 |
1.0% |
53% |
False |
False |
103 |
| 60 |
0.7777 |
0.6970 |
0.0807 |
10.7% |
0.0054 |
0.7% |
73% |
False |
False |
69 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
13.1% |
0.0042 |
0.6% |
78% |
False |
False |
52 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.1% |
0.0034 |
0.4% |
78% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7845 |
|
2.618 |
0.7755 |
|
1.618 |
0.7700 |
|
1.000 |
0.7666 |
|
0.618 |
0.7645 |
|
HIGH |
0.7611 |
|
0.618 |
0.7590 |
|
0.500 |
0.7584 |
|
0.382 |
0.7577 |
|
LOW |
0.7556 |
|
0.618 |
0.7522 |
|
1.000 |
0.7501 |
|
1.618 |
0.7467 |
|
2.618 |
0.7412 |
|
4.250 |
0.7322 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7584 |
0.7606 |
| PP |
0.7575 |
0.7590 |
| S1 |
0.7567 |
0.7574 |
|