CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7526 |
0.7450 |
-0.0076 |
-1.0% |
0.7470 |
| High |
0.7526 |
0.7456 |
-0.0070 |
-0.9% |
0.7592 |
| Low |
0.7526 |
0.7435 |
-0.0091 |
-1.2% |
0.7457 |
| Close |
0.7526 |
0.7456 |
-0.0070 |
-0.9% |
0.7592 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0135 |
| ATR |
0.0054 |
0.0057 |
0.0003 |
4.9% |
0.0000 |
| Volume |
0 |
21 |
21 |
|
1 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7505 |
0.7468 |
|
| R3 |
0.7491 |
0.7484 |
0.7462 |
|
| R2 |
0.7470 |
0.7470 |
0.7460 |
|
| R1 |
0.7463 |
0.7463 |
0.7458 |
0.7466 |
| PP |
0.7449 |
0.7449 |
0.7449 |
0.7451 |
| S1 |
0.7442 |
0.7442 |
0.7454 |
0.7446 |
| S2 |
0.7428 |
0.7428 |
0.7452 |
|
| S3 |
0.7407 |
0.7421 |
0.7450 |
|
| S4 |
0.7386 |
0.7400 |
0.7444 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7907 |
0.7666 |
|
| R3 |
0.7817 |
0.7772 |
0.7629 |
|
| R2 |
0.7682 |
0.7682 |
0.7617 |
|
| R1 |
0.7637 |
0.7637 |
0.7604 |
0.7659 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7558 |
| S1 |
0.7502 |
0.7502 |
0.7580 |
0.7525 |
| S2 |
0.7412 |
0.7412 |
0.7567 |
|
| S3 |
0.7277 |
0.7367 |
0.7555 |
|
| S4 |
0.7142 |
0.7232 |
0.7518 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7545 |
|
2.618 |
0.7511 |
|
1.618 |
0.7490 |
|
1.000 |
0.7477 |
|
0.618 |
0.7469 |
|
HIGH |
0.7456 |
|
0.618 |
0.7448 |
|
0.500 |
0.7446 |
|
0.382 |
0.7443 |
|
LOW |
0.7435 |
|
0.618 |
0.7422 |
|
1.000 |
0.7414 |
|
1.618 |
0.7401 |
|
2.618 |
0.7380 |
|
4.250 |
0.7346 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7453 |
0.7514 |
| PP |
0.7449 |
0.7494 |
| S1 |
0.7446 |
0.7475 |
|