CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7464 |
0.7421 |
-0.0043 |
-0.6% |
0.7650 |
| High |
0.7479 |
0.7475 |
-0.0004 |
-0.1% |
0.7710 |
| Low |
0.7408 |
0.7420 |
0.0012 |
0.2% |
0.7510 |
| Close |
0.7419 |
0.7422 |
0.0003 |
0.0% |
0.7558 |
| Range |
0.0071 |
0.0055 |
-0.0016 |
-22.5% |
0.0200 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
419 |
197 |
-222 |
-53.0% |
1,375 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7604 |
0.7568 |
0.7452 |
|
| R3 |
0.7549 |
0.7513 |
0.7437 |
|
| R2 |
0.7494 |
0.7494 |
0.7432 |
|
| R1 |
0.7458 |
0.7458 |
0.7427 |
0.7476 |
| PP |
0.7439 |
0.7439 |
0.7439 |
0.7448 |
| S1 |
0.7403 |
0.7403 |
0.7417 |
0.7421 |
| S2 |
0.7384 |
0.7384 |
0.7412 |
|
| S3 |
0.7329 |
0.7348 |
0.7407 |
|
| S4 |
0.7274 |
0.7293 |
0.7392 |
|
|
| 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% |
0.0095 |
1.3% |
5% |
False |
False |
264 |
| 10 |
0.7724 |
0.7408 |
0.0316 |
4.3% |
0.0089 |
1.2% |
4% |
False |
False |
268 |
| 20 |
0.7777 |
0.7408 |
0.0369 |
5.0% |
0.0084 |
1.1% |
4% |
False |
False |
225 |
| 40 |
0.7777 |
0.7361 |
0.0416 |
5.6% |
0.0079 |
1.1% |
15% |
False |
False |
133 |
| 60 |
0.7777 |
0.7028 |
0.0749 |
10.1% |
0.0060 |
0.8% |
53% |
False |
False |
89 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0047 |
0.6% |
64% |
False |
False |
67 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0038 |
0.5% |
64% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7709 |
|
2.618 |
0.7619 |
|
1.618 |
0.7564 |
|
1.000 |
0.7530 |
|
0.618 |
0.7509 |
|
HIGH |
0.7475 |
|
0.618 |
0.7454 |
|
0.500 |
0.7448 |
|
0.382 |
0.7441 |
|
LOW |
0.7420 |
|
0.618 |
0.7386 |
|
1.000 |
0.7365 |
|
1.618 |
0.7331 |
|
2.618 |
0.7276 |
|
4.250 |
0.7186 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7448 |
0.7539 |
| PP |
0.7439 |
0.7500 |
| S1 |
0.7431 |
0.7461 |
|