CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7645 |
0.7639 |
-0.0006 |
-0.1% |
0.7489 |
| High |
0.7698 |
0.7676 |
-0.0022 |
-0.3% |
0.7698 |
| Low |
0.7609 |
0.7574 |
-0.0035 |
-0.5% |
0.7466 |
| Close |
0.7650 |
0.7652 |
0.0002 |
0.0% |
0.7652 |
| Range |
0.0089 |
0.0102 |
0.0013 |
14.6% |
0.0232 |
| ATR |
0.0095 |
0.0096 |
0.0000 |
0.5% |
0.0000 |
| Volume |
97,107 |
110,564 |
13,457 |
13.9% |
440,822 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7940 |
0.7898 |
0.7708 |
|
| R3 |
0.7838 |
0.7796 |
0.7680 |
|
| R2 |
0.7736 |
0.7736 |
0.7671 |
|
| R1 |
0.7694 |
0.7694 |
0.7661 |
0.7715 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7645 |
| S1 |
0.7592 |
0.7592 |
0.7643 |
0.7613 |
| S2 |
0.7532 |
0.7532 |
0.7633 |
|
| S3 |
0.7430 |
0.7490 |
0.7624 |
|
| S4 |
0.7328 |
0.7388 |
0.7596 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8301 |
0.8209 |
0.7780 |
|
| R3 |
0.8069 |
0.7977 |
0.7716 |
|
| R2 |
0.7837 |
0.7837 |
0.7695 |
|
| R1 |
0.7745 |
0.7745 |
0.7673 |
0.7791 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7629 |
| S1 |
0.7513 |
0.7513 |
0.7631 |
0.7559 |
| S2 |
0.7373 |
0.7373 |
0.7609 |
|
| S3 |
0.7141 |
0.7281 |
0.7588 |
|
| S4 |
0.6909 |
0.7049 |
0.7524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7698 |
0.7466 |
0.0232 |
3.0% |
0.0098 |
1.3% |
80% |
False |
False |
88,164 |
| 10 |
0.7698 |
0.7450 |
0.0248 |
3.2% |
0.0092 |
1.2% |
81% |
False |
False |
80,936 |
| 20 |
0.7698 |
0.7310 |
0.0388 |
5.1% |
0.0098 |
1.3% |
88% |
False |
False |
73,681 |
| 40 |
0.7698 |
0.6936 |
0.0762 |
10.0% |
0.0094 |
1.2% |
94% |
False |
False |
37,305 |
| 60 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0094 |
1.2% |
95% |
False |
False |
24,964 |
| 80 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0082 |
1.1% |
95% |
False |
False |
18,746 |
| 100 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0068 |
0.9% |
95% |
False |
False |
14,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8110 |
|
2.618 |
0.7943 |
|
1.618 |
0.7841 |
|
1.000 |
0.7778 |
|
0.618 |
0.7739 |
|
HIGH |
0.7676 |
|
0.618 |
0.7637 |
|
0.500 |
0.7625 |
|
0.382 |
0.7613 |
|
LOW |
0.7574 |
|
0.618 |
0.7511 |
|
1.000 |
0.7472 |
|
1.618 |
0.7409 |
|
2.618 |
0.7307 |
|
4.250 |
0.7141 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7647 |
| PP |
0.7634 |
0.7641 |
| S1 |
0.7625 |
0.7636 |
|