CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7582 |
0.7568 |
-0.0014 |
-0.2% |
0.7650 |
| High |
0.7611 |
0.7628 |
0.0017 |
0.2% |
0.7710 |
| Low |
0.7556 |
0.7559 |
0.0003 |
0.0% |
0.7510 |
| Close |
0.7558 |
0.7613 |
0.0055 |
0.7% |
0.7558 |
| Range |
0.0055 |
0.0069 |
0.0014 |
25.5% |
0.0200 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
127 |
149 |
22 |
17.3% |
1,375 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7807 |
0.7779 |
0.7651 |
|
| R3 |
0.7738 |
0.7710 |
0.7632 |
|
| R2 |
0.7669 |
0.7669 |
0.7626 |
|
| R1 |
0.7641 |
0.7641 |
0.7619 |
0.7655 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7607 |
| S1 |
0.7572 |
0.7572 |
0.7607 |
0.7586 |
| S2 |
0.7531 |
0.7531 |
0.7600 |
|
| S3 |
0.7462 |
0.7503 |
0.7594 |
|
| S4 |
0.7393 |
0.7434 |
0.7575 |
|
|
| 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% |
0.0088 |
1.2% |
52% |
False |
False |
298 |
| 10 |
0.7777 |
0.7510 |
0.0267 |
3.5% |
0.0076 |
1.0% |
39% |
False |
False |
222 |
| 20 |
0.7777 |
0.7448 |
0.0329 |
4.3% |
0.0081 |
1.1% |
50% |
False |
False |
179 |
| 40 |
0.7777 |
0.7339 |
0.0438 |
5.8% |
0.0075 |
1.0% |
63% |
False |
False |
107 |
| 60 |
0.7777 |
0.6970 |
0.0807 |
10.6% |
0.0055 |
0.7% |
80% |
False |
False |
72 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
13.0% |
0.0043 |
0.6% |
83% |
False |
False |
54 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.0% |
0.0034 |
0.5% |
83% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7921 |
|
2.618 |
0.7809 |
|
1.618 |
0.7740 |
|
1.000 |
0.7697 |
|
0.618 |
0.7671 |
|
HIGH |
0.7628 |
|
0.618 |
0.7602 |
|
0.500 |
0.7594 |
|
0.382 |
0.7585 |
|
LOW |
0.7559 |
|
0.618 |
0.7516 |
|
1.000 |
0.7490 |
|
1.618 |
0.7447 |
|
2.618 |
0.7378 |
|
4.250 |
0.7266 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7607 |
0.7604 |
| PP |
0.7600 |
0.7595 |
| S1 |
0.7594 |
0.7587 |
|