CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7628 |
0.7464 |
-0.0164 |
-2.1% |
0.7650 |
| High |
0.7670 |
0.7479 |
-0.0191 |
-2.5% |
0.7710 |
| Low |
0.7447 |
0.7408 |
-0.0039 |
-0.5% |
0.7510 |
| Close |
0.7447 |
0.7419 |
-0.0028 |
-0.4% |
0.7558 |
| Range |
0.0223 |
0.0071 |
-0.0152 |
-68.2% |
0.0200 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
430 |
419 |
-11 |
-2.6% |
1,375 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7648 |
0.7605 |
0.7458 |
|
| R3 |
0.7577 |
0.7534 |
0.7439 |
|
| R2 |
0.7506 |
0.7506 |
0.7432 |
|
| R1 |
0.7463 |
0.7463 |
0.7426 |
0.7449 |
| PP |
0.7435 |
0.7435 |
0.7435 |
0.7429 |
| S1 |
0.7392 |
0.7392 |
0.7412 |
0.7378 |
| S2 |
0.7364 |
0.7364 |
0.7406 |
|
| S3 |
0.7293 |
0.7321 |
0.7399 |
|
| S4 |
0.7222 |
0.7250 |
0.7380 |
|
|
| 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 |
0.7670 |
0.7408 |
0.0262 |
3.5% |
0.0096 |
1.3% |
4% |
False |
True |
260 |
| 10 |
0.7777 |
0.7408 |
0.0369 |
5.0% |
0.0093 |
1.3% |
3% |
False |
True |
279 |
| 20 |
0.7777 |
0.7408 |
0.0369 |
5.0% |
0.0088 |
1.2% |
3% |
False |
True |
218 |
| 40 |
0.7777 |
0.7350 |
0.0427 |
5.8% |
0.0081 |
1.1% |
16% |
False |
False |
128 |
| 60 |
0.7777 |
0.6970 |
0.0807 |
10.9% |
0.0060 |
0.8% |
56% |
False |
False |
86 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0046 |
0.6% |
64% |
False |
False |
64 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0037 |
0.5% |
64% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7781 |
|
2.618 |
0.7665 |
|
1.618 |
0.7594 |
|
1.000 |
0.7550 |
|
0.618 |
0.7523 |
|
HIGH |
0.7479 |
|
0.618 |
0.7452 |
|
0.500 |
0.7444 |
|
0.382 |
0.7435 |
|
LOW |
0.7408 |
|
0.618 |
0.7364 |
|
1.000 |
0.7337 |
|
1.618 |
0.7293 |
|
2.618 |
0.7222 |
|
4.250 |
0.7106 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7444 |
0.7539 |
| PP |
0.7435 |
0.7499 |
| S1 |
0.7427 |
0.7459 |
|