CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7340 |
0.7272 |
-0.0068 |
-0.9% |
0.7568 |
| High |
0.7346 |
0.7335 |
-0.0011 |
-0.1% |
0.7670 |
| Low |
0.7273 |
0.7268 |
-0.0005 |
-0.1% |
0.7300 |
| Close |
0.7285 |
0.7323 |
0.0038 |
0.5% |
0.7326 |
| Range |
0.0073 |
0.0067 |
-0.0006 |
-8.2% |
0.0370 |
| ATR |
0.0088 |
0.0087 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
376 |
442 |
66 |
17.6% |
1,652 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7510 |
0.7483 |
0.7360 |
|
| R3 |
0.7443 |
0.7416 |
0.7341 |
|
| R2 |
0.7376 |
0.7376 |
0.7335 |
|
| R1 |
0.7349 |
0.7349 |
0.7329 |
0.7363 |
| PP |
0.7309 |
0.7309 |
0.7309 |
0.7315 |
| S1 |
0.7282 |
0.7282 |
0.7317 |
0.7296 |
| S2 |
0.7242 |
0.7242 |
0.7311 |
|
| S3 |
0.7175 |
0.7215 |
0.7305 |
|
| S4 |
0.7108 |
0.7148 |
0.7286 |
|
|
| 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 |
0.7479 |
0.7268 |
0.0211 |
2.9% |
0.0080 |
1.1% |
26% |
False |
True |
378 |
| 10 |
0.7702 |
0.7268 |
0.0434 |
5.9% |
0.0100 |
1.4% |
13% |
False |
True |
372 |
| 20 |
0.7777 |
0.7268 |
0.0509 |
7.0% |
0.0086 |
1.2% |
11% |
False |
True |
272 |
| 40 |
0.7777 |
0.7268 |
0.0509 |
7.0% |
0.0081 |
1.1% |
11% |
False |
True |
161 |
| 60 |
0.7777 |
0.7028 |
0.0749 |
10.2% |
0.0065 |
0.9% |
39% |
False |
False |
110 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
13.5% |
0.0050 |
0.7% |
54% |
False |
False |
83 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.5% |
0.0040 |
0.6% |
54% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7620 |
|
2.618 |
0.7510 |
|
1.618 |
0.7443 |
|
1.000 |
0.7402 |
|
0.618 |
0.7376 |
|
HIGH |
0.7335 |
|
0.618 |
0.7309 |
|
0.500 |
0.7302 |
|
0.382 |
0.7294 |
|
LOW |
0.7268 |
|
0.618 |
0.7227 |
|
1.000 |
0.7201 |
|
1.618 |
0.7160 |
|
2.618 |
0.7093 |
|
4.250 |
0.6983 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7316 |
0.7352 |
| PP |
0.7309 |
0.7342 |
| S1 |
0.7302 |
0.7333 |
|