CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7429 |
0.7340 |
-0.0089 |
-1.2% |
0.7568 |
| High |
0.7435 |
0.7346 |
-0.0089 |
-1.2% |
0.7670 |
| Low |
0.7300 |
0.7273 |
-0.0027 |
-0.4% |
0.7300 |
| Close |
0.7326 |
0.7285 |
-0.0041 |
-0.6% |
0.7326 |
| Range |
0.0135 |
0.0073 |
-0.0062 |
-45.9% |
0.0370 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
457 |
376 |
-81 |
-17.7% |
1,652 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7520 |
0.7476 |
0.7325 |
|
| R3 |
0.7447 |
0.7403 |
0.7305 |
|
| R2 |
0.7374 |
0.7374 |
0.7298 |
|
| R1 |
0.7330 |
0.7330 |
0.7292 |
0.7316 |
| PP |
0.7301 |
0.7301 |
0.7301 |
0.7294 |
| S1 |
0.7257 |
0.7257 |
0.7278 |
0.7243 |
| S2 |
0.7228 |
0.7228 |
0.7272 |
|
| S3 |
0.7155 |
0.7184 |
0.7265 |
|
| S4 |
0.7082 |
0.7111 |
0.7245 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8542 |
0.8304 |
0.7530 |
|
| R3 |
0.8172 |
0.7934 |
0.7428 |
|
| R2 |
0.7802 |
0.7802 |
0.7394 |
|
| R1 |
0.7564 |
0.7564 |
0.7360 |
0.7498 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7399 |
| S1 |
0.7194 |
0.7194 |
0.7292 |
0.7128 |
| S2 |
0.7062 |
0.7062 |
0.7258 |
|
| S3 |
0.6692 |
0.6824 |
0.7224 |
|
| S4 |
0.6322 |
0.6454 |
0.7123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7670 |
0.7273 |
0.0397 |
5.4% |
0.0111 |
1.5% |
3% |
False |
True |
375 |
| 10 |
0.7710 |
0.7273 |
0.0437 |
6.0% |
0.0100 |
1.4% |
3% |
False |
True |
337 |
| 20 |
0.7777 |
0.7273 |
0.0504 |
6.9% |
0.0087 |
1.2% |
2% |
False |
True |
254 |
| 40 |
0.7777 |
0.7273 |
0.0504 |
6.9% |
0.0081 |
1.1% |
2% |
False |
True |
153 |
| 60 |
0.7777 |
0.7028 |
0.0749 |
10.3% |
0.0064 |
0.9% |
34% |
False |
False |
103 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
13.6% |
0.0049 |
0.7% |
50% |
False |
False |
77 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.6% |
0.0040 |
0.5% |
50% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7656 |
|
2.618 |
0.7537 |
|
1.618 |
0.7464 |
|
1.000 |
0.7419 |
|
0.618 |
0.7391 |
|
HIGH |
0.7346 |
|
0.618 |
0.7318 |
|
0.500 |
0.7310 |
|
0.382 |
0.7301 |
|
LOW |
0.7273 |
|
0.618 |
0.7228 |
|
1.000 |
0.7200 |
|
1.618 |
0.7155 |
|
2.618 |
0.7082 |
|
4.250 |
0.6963 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7310 |
0.7374 |
| PP |
0.7301 |
0.7344 |
| S1 |
0.7293 |
0.7315 |
|