CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7414 |
0.7477 |
0.0063 |
0.8% |
0.7345 |
| High |
0.7470 |
0.7552 |
0.0082 |
1.1% |
0.7394 |
| Low |
0.7414 |
0.7473 |
0.0059 |
0.8% |
0.7242 |
| Close |
0.7459 |
0.7552 |
0.0093 |
1.2% |
0.7346 |
| Range |
0.0056 |
0.0079 |
0.0023 |
41.1% |
0.0152 |
| ATR |
0.0056 |
0.0058 |
0.0003 |
4.8% |
0.0000 |
| Volume |
23 |
87 |
64 |
278.3% |
365 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7736 |
0.7595 |
|
| R3 |
0.7684 |
0.7657 |
0.7574 |
|
| R2 |
0.7605 |
0.7605 |
0.7566 |
|
| R1 |
0.7578 |
0.7578 |
0.7559 |
0.7592 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7532 |
| S1 |
0.7499 |
0.7499 |
0.7545 |
0.7513 |
| S2 |
0.7447 |
0.7447 |
0.7538 |
|
| S3 |
0.7368 |
0.7420 |
0.7530 |
|
| S4 |
0.7289 |
0.7341 |
0.7509 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7783 |
0.7717 |
0.7430 |
|
| R3 |
0.7631 |
0.7565 |
0.7388 |
|
| R2 |
0.7479 |
0.7479 |
0.7374 |
|
| R1 |
0.7413 |
0.7413 |
0.7360 |
0.7446 |
| PP |
0.7327 |
0.7327 |
0.7327 |
0.7344 |
| S1 |
0.7261 |
0.7261 |
0.7332 |
0.7294 |
| S2 |
0.7175 |
0.7175 |
0.7318 |
|
| S3 |
0.7023 |
0.7109 |
0.7304 |
|
| S4 |
0.6871 |
0.6957 |
0.7262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7552 |
0.7325 |
0.0227 |
3.0% |
0.0048 |
0.6% |
100% |
True |
False |
35 |
| 10 |
0.7552 |
0.7242 |
0.0310 |
4.1% |
0.0053 |
0.7% |
100% |
True |
False |
55 |
| 20 |
0.7552 |
0.7151 |
0.0401 |
5.3% |
0.0038 |
0.5% |
100% |
True |
False |
42 |
| 40 |
0.7588 |
0.7121 |
0.0467 |
6.2% |
0.0022 |
0.3% |
92% |
False |
False |
25 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0018 |
0.2% |
70% |
False |
False |
17 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0019 |
0.2% |
70% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7888 |
|
2.618 |
0.7759 |
|
1.618 |
0.7680 |
|
1.000 |
0.7631 |
|
0.618 |
0.7601 |
|
HIGH |
0.7552 |
|
0.618 |
0.7522 |
|
0.500 |
0.7513 |
|
0.382 |
0.7503 |
|
LOW |
0.7473 |
|
0.618 |
0.7424 |
|
1.000 |
0.7394 |
|
1.618 |
0.7345 |
|
2.618 |
0.7266 |
|
4.250 |
0.7137 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7539 |
0.7528 |
| PP |
0.7526 |
0.7504 |
| S1 |
0.7513 |
0.7480 |
|