CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7163 |
0.7165 |
0.0002 |
0.0% |
0.7222 |
High |
0.7188 |
0.7216 |
0.0028 |
0.4% |
0.7332 |
Low |
0.7147 |
0.7146 |
-0.0001 |
0.0% |
0.7145 |
Close |
0.7168 |
0.7186 |
0.0018 |
0.3% |
0.7190 |
Range |
0.0041 |
0.0070 |
0.0029 |
70.7% |
0.0187 |
ATR |
0.0073 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
Volume |
254 |
876 |
622 |
244.9% |
2,922 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7393 |
0.7359 |
0.7225 |
|
R3 |
0.7323 |
0.7289 |
0.7205 |
|
R2 |
0.7253 |
0.7253 |
0.7199 |
|
R1 |
0.7219 |
0.7219 |
0.7192 |
0.7236 |
PP |
0.7183 |
0.7183 |
0.7183 |
0.7191 |
S1 |
0.7149 |
0.7149 |
0.7180 |
0.7166 |
S2 |
0.7113 |
0.7113 |
0.7173 |
|
S3 |
0.7043 |
0.7079 |
0.7167 |
|
S4 |
0.6973 |
0.7009 |
0.7148 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7783 |
0.7674 |
0.7293 |
|
R3 |
0.7596 |
0.7487 |
0.7241 |
|
R2 |
0.7409 |
0.7409 |
0.7224 |
|
R1 |
0.7300 |
0.7300 |
0.7207 |
0.7261 |
PP |
0.7222 |
0.7222 |
0.7222 |
0.7203 |
S1 |
0.7113 |
0.7113 |
0.7173 |
0.7074 |
S2 |
0.7035 |
0.7035 |
0.7156 |
|
S3 |
0.6848 |
0.6926 |
0.7139 |
|
S4 |
0.6661 |
0.6739 |
0.7087 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7226 |
0.7115 |
0.0111 |
1.5% |
0.0056 |
0.8% |
64% |
False |
False |
825 |
10 |
0.7332 |
0.7115 |
0.0217 |
3.0% |
0.0064 |
0.9% |
33% |
False |
False |
680 |
20 |
0.7670 |
0.7115 |
0.0555 |
7.7% |
0.0075 |
1.0% |
13% |
False |
False |
488 |
40 |
0.7777 |
0.7115 |
0.0662 |
9.2% |
0.0079 |
1.1% |
11% |
False |
False |
328 |
60 |
0.7777 |
0.7115 |
0.0662 |
9.2% |
0.0075 |
1.0% |
11% |
False |
False |
230 |
80 |
0.7777 |
0.6970 |
0.0807 |
11.2% |
0.0059 |
0.8% |
27% |
False |
False |
172 |
100 |
0.7777 |
0.6789 |
0.0988 |
13.7% |
0.0048 |
0.7% |
40% |
False |
False |
138 |
120 |
0.7777 |
0.6789 |
0.0988 |
13.7% |
0.0040 |
0.6% |
40% |
False |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7514 |
2.618 |
0.7399 |
1.618 |
0.7329 |
1.000 |
0.7286 |
0.618 |
0.7259 |
HIGH |
0.7216 |
0.618 |
0.7189 |
0.500 |
0.7181 |
0.382 |
0.7173 |
LOW |
0.7146 |
0.618 |
0.7103 |
1.000 |
0.7076 |
1.618 |
0.7033 |
2.618 |
0.6963 |
4.250 |
0.6849 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7184 |
0.7179 |
PP |
0.7183 |
0.7172 |
S1 |
0.7181 |
0.7166 |
|