CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7345 |
0.7361 |
0.0016 |
0.2% |
0.7339 |
| High |
0.7385 |
0.7378 |
-0.0007 |
-0.1% |
0.7478 |
| Low |
0.7333 |
0.7305 |
-0.0028 |
-0.4% |
0.7290 |
| Close |
0.7362 |
0.7331 |
-0.0031 |
-0.4% |
0.7351 |
| Range |
0.0052 |
0.0073 |
0.0021 |
40.4% |
0.0188 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
84,042 |
96,345 |
12,303 |
14.6% |
224,251 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7557 |
0.7517 |
0.7371 |
|
| R3 |
0.7484 |
0.7444 |
0.7351 |
|
| R2 |
0.7411 |
0.7411 |
0.7344 |
|
| R1 |
0.7371 |
0.7371 |
0.7338 |
0.7355 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7330 |
| S1 |
0.7298 |
0.7298 |
0.7324 |
0.7282 |
| S2 |
0.7265 |
0.7265 |
0.7318 |
|
| S3 |
0.7192 |
0.7225 |
0.7311 |
|
| S4 |
0.7119 |
0.7152 |
0.7291 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7832 |
0.7454 |
|
| R3 |
0.7749 |
0.7644 |
0.7403 |
|
| R2 |
0.7561 |
0.7561 |
0.7385 |
|
| R1 |
0.7456 |
0.7456 |
0.7368 |
0.7509 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7399 |
| S1 |
0.7268 |
0.7268 |
0.7334 |
0.7321 |
| S2 |
0.7185 |
0.7185 |
0.7317 |
|
| S3 |
0.6997 |
0.7080 |
0.7299 |
|
| S4 |
0.6809 |
0.6892 |
0.7248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7478 |
0.7305 |
0.0173 |
2.4% |
0.0066 |
0.9% |
15% |
False |
True |
74,493 |
| 10 |
0.7478 |
0.7175 |
0.0303 |
4.1% |
0.0078 |
1.1% |
51% |
False |
False |
41,964 |
| 20 |
0.7478 |
0.7115 |
0.0363 |
5.0% |
0.0074 |
1.0% |
60% |
False |
False |
21,552 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0078 |
1.1% |
33% |
False |
False |
10,914 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0077 |
1.1% |
33% |
False |
False |
7,306 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.2% |
0.0069 |
0.9% |
40% |
False |
False |
5,483 |
| 100 |
0.7777 |
0.6900 |
0.0877 |
12.0% |
0.0057 |
0.8% |
49% |
False |
False |
4,386 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.5% |
0.0048 |
0.7% |
55% |
False |
False |
3,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7688 |
|
2.618 |
0.7569 |
|
1.618 |
0.7496 |
|
1.000 |
0.7451 |
|
0.618 |
0.7423 |
|
HIGH |
0.7378 |
|
0.618 |
0.7350 |
|
0.500 |
0.7342 |
|
0.382 |
0.7333 |
|
LOW |
0.7305 |
|
0.618 |
0.7260 |
|
1.000 |
0.7232 |
|
1.618 |
0.7187 |
|
2.618 |
0.7114 |
|
4.250 |
0.6995 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7342 |
0.7358 |
| PP |
0.7338 |
0.7349 |
| S1 |
0.7335 |
0.7340 |
|