CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7568 |
0.7628 |
0.0060 |
0.8% |
0.7650 |
| High |
0.7628 |
0.7670 |
0.0042 |
0.6% |
0.7710 |
| Low |
0.7559 |
0.7447 |
-0.0112 |
-1.5% |
0.7510 |
| Close |
0.7613 |
0.7447 |
-0.0166 |
-2.2% |
0.7558 |
| Range |
0.0069 |
0.0223 |
0.0154 |
223.2% |
0.0200 |
| ATR |
0.0079 |
0.0089 |
0.0010 |
13.0% |
0.0000 |
| Volume |
149 |
430 |
281 |
188.6% |
1,375 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8190 |
0.8042 |
0.7570 |
|
| R3 |
0.7967 |
0.7819 |
0.7508 |
|
| R2 |
0.7744 |
0.7744 |
0.7488 |
|
| R1 |
0.7596 |
0.7596 |
0.7467 |
0.7559 |
| PP |
0.7521 |
0.7521 |
0.7521 |
0.7503 |
| S1 |
0.7373 |
0.7373 |
0.7427 |
0.7336 |
| S2 |
0.7298 |
0.7298 |
0.7406 |
|
| S3 |
0.7075 |
0.7150 |
0.7386 |
|
| S4 |
0.6852 |
0.6927 |
0.7324 |
|
|
| 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 |
0.7702 |
0.7447 |
0.0255 |
3.4% |
0.0120 |
1.6% |
0% |
False |
True |
367 |
| 10 |
0.7777 |
0.7447 |
0.0330 |
4.4% |
0.0091 |
1.2% |
0% |
False |
True |
246 |
| 20 |
0.7777 |
0.7447 |
0.0330 |
4.4% |
0.0088 |
1.2% |
0% |
False |
True |
198 |
| 40 |
0.7777 |
0.7339 |
0.0438 |
5.9% |
0.0080 |
1.1% |
25% |
False |
False |
118 |
| 60 |
0.7777 |
0.6970 |
0.0807 |
10.8% |
0.0059 |
0.8% |
59% |
False |
False |
79 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0045 |
0.6% |
67% |
False |
False |
59 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0036 |
0.5% |
67% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8618 |
|
2.618 |
0.8254 |
|
1.618 |
0.8031 |
|
1.000 |
0.7893 |
|
0.618 |
0.7808 |
|
HIGH |
0.7670 |
|
0.618 |
0.7585 |
|
0.500 |
0.7559 |
|
0.382 |
0.7532 |
|
LOW |
0.7447 |
|
0.618 |
0.7309 |
|
1.000 |
0.7224 |
|
1.618 |
0.7086 |
|
2.618 |
0.6863 |
|
4.250 |
0.6499 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7559 |
0.7559 |
| PP |
0.7521 |
0.7521 |
| S1 |
0.7484 |
0.7484 |
|