CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7272 |
0.7336 |
0.0064 |
0.9% |
0.7568 |
| High |
0.7335 |
0.7367 |
0.0032 |
0.4% |
0.7670 |
| Low |
0.7268 |
0.7302 |
0.0034 |
0.5% |
0.7300 |
| Close |
0.7323 |
0.7342 |
0.0019 |
0.3% |
0.7326 |
| Range |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0370 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
442 |
152 |
-290 |
-65.6% |
1,652 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7532 |
0.7502 |
0.7378 |
|
| R3 |
0.7467 |
0.7437 |
0.7360 |
|
| R2 |
0.7402 |
0.7402 |
0.7354 |
|
| R1 |
0.7372 |
0.7372 |
0.7348 |
0.7387 |
| PP |
0.7337 |
0.7337 |
0.7337 |
0.7345 |
| S1 |
0.7307 |
0.7307 |
0.7336 |
0.7322 |
| S2 |
0.7272 |
0.7272 |
0.7330 |
|
| S3 |
0.7207 |
0.7242 |
0.7324 |
|
| S4 |
0.7142 |
0.7177 |
0.7306 |
|
|
| 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 |
0.7475 |
0.7268 |
0.0207 |
2.8% |
0.0079 |
1.1% |
36% |
False |
False |
324 |
| 10 |
0.7670 |
0.7268 |
0.0402 |
5.5% |
0.0088 |
1.2% |
18% |
False |
False |
292 |
| 20 |
0.7777 |
0.7268 |
0.0509 |
6.9% |
0.0085 |
1.2% |
15% |
False |
False |
277 |
| 40 |
0.7777 |
0.7268 |
0.0509 |
6.9% |
0.0082 |
1.1% |
15% |
False |
False |
165 |
| 60 |
0.7777 |
0.7028 |
0.0749 |
10.2% |
0.0066 |
0.9% |
42% |
False |
False |
113 |
| 80 |
0.7777 |
0.6828 |
0.0949 |
12.9% |
0.0050 |
0.7% |
54% |
False |
False |
85 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.5% |
0.0041 |
0.6% |
56% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7643 |
|
2.618 |
0.7537 |
|
1.618 |
0.7472 |
|
1.000 |
0.7432 |
|
0.618 |
0.7407 |
|
HIGH |
0.7367 |
|
0.618 |
0.7342 |
|
0.500 |
0.7335 |
|
0.382 |
0.7327 |
|
LOW |
0.7302 |
|
0.618 |
0.7262 |
|
1.000 |
0.7237 |
|
1.618 |
0.7197 |
|
2.618 |
0.7132 |
|
4.250 |
0.7026 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7340 |
0.7334 |
| PP |
0.7337 |
0.7326 |
| S1 |
0.7335 |
0.7318 |
|