CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7615 |
0.7413 |
-0.0202 |
-2.7% |
0.7400 |
| High |
0.7620 |
0.7429 |
-0.0191 |
-2.5% |
0.7620 |
| Low |
0.7283 |
0.7302 |
0.0019 |
0.3% |
0.7283 |
| Close |
0.7480 |
0.7314 |
-0.0166 |
-2.2% |
0.7480 |
| Range |
0.0337 |
0.0127 |
-0.0210 |
-62.3% |
0.0337 |
| ATR |
0.0102 |
0.0107 |
0.0005 |
5.3% |
0.0000 |
| Volume |
213,723 |
117,123 |
-96,600 |
-45.2% |
550,399 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7729 |
0.7649 |
0.7384 |
|
| R3 |
0.7602 |
0.7522 |
0.7349 |
|
| R2 |
0.7475 |
0.7475 |
0.7337 |
|
| R1 |
0.7395 |
0.7395 |
0.7326 |
0.7372 |
| PP |
0.7348 |
0.7348 |
0.7348 |
0.7337 |
| S1 |
0.7268 |
0.7268 |
0.7302 |
0.7245 |
| S2 |
0.7221 |
0.7221 |
0.7291 |
|
| S3 |
0.7094 |
0.7141 |
0.7279 |
|
| S4 |
0.6967 |
0.7014 |
0.7244 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8472 |
0.8313 |
0.7665 |
|
| R3 |
0.8135 |
0.7976 |
0.7573 |
|
| R2 |
0.7798 |
0.7798 |
0.7542 |
|
| R1 |
0.7639 |
0.7639 |
0.7511 |
0.7719 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7501 |
| S1 |
0.7302 |
0.7302 |
0.7449 |
0.7382 |
| S2 |
0.7124 |
0.7124 |
0.7418 |
|
| S3 |
0.6787 |
0.6965 |
0.7387 |
|
| S4 |
0.6450 |
0.6628 |
0.7295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7620 |
0.7283 |
0.0337 |
4.6% |
0.0145 |
2.0% |
9% |
False |
False |
117,489 |
| 10 |
0.7620 |
0.7260 |
0.0360 |
4.9% |
0.0119 |
1.6% |
15% |
False |
False |
109,159 |
| 20 |
0.7620 |
0.7122 |
0.0498 |
6.8% |
0.0101 |
1.4% |
39% |
False |
False |
70,991 |
| 40 |
0.7670 |
0.7115 |
0.0555 |
7.6% |
0.0088 |
1.2% |
36% |
False |
False |
35,743 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.1% |
0.0086 |
1.2% |
30% |
False |
False |
23,887 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
9.1% |
0.0081 |
1.1% |
30% |
False |
False |
17,923 |
| 100 |
0.7777 |
0.6970 |
0.0807 |
11.0% |
0.0068 |
0.9% |
43% |
False |
False |
14,339 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.5% |
0.0057 |
0.8% |
53% |
False |
False |
11,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7969 |
|
2.618 |
0.7761 |
|
1.618 |
0.7634 |
|
1.000 |
0.7556 |
|
0.618 |
0.7507 |
|
HIGH |
0.7429 |
|
0.618 |
0.7380 |
|
0.500 |
0.7366 |
|
0.382 |
0.7351 |
|
LOW |
0.7302 |
|
0.618 |
0.7224 |
|
1.000 |
0.7175 |
|
1.618 |
0.7097 |
|
2.618 |
0.6970 |
|
4.250 |
0.6762 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7366 |
0.7452 |
| PP |
0.7348 |
0.7406 |
| S1 |
0.7331 |
0.7360 |
|